IMV.L vs. CSWG.L
Compare and contrast key facts about iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L).
IMV.L and CSWG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMV.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Nov 30, 2012. CSWG.L is a passively managed fund by Amundi that tracks the performance of the MSCI Switzerland NR CHF. It was launched on Mar 22, 2018. Both IMV.L and CSWG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IMV.L vs. CSWG.L - Performance Comparison
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IMV.L vs. CSWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMV.L iShares Edge MSCI Europe Min Volatility UCITS | 4.98% | 17.66% | 6.63% | 8.56% | -7.83% | 13.68% | 1.50% | 16.37% | -2.91% | 13.29% |
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF | -0.01% | 23.70% | -0.86% | 8.57% | -7.50% | 19.38% | 6.91% | 29.09% | -2.83% | 15.62% |
Returns By Period
In the year-to-date period, IMV.L achieves a 4.98% return, which is significantly higher than CSWG.L's -0.01% return. Over the past 10 years, IMV.L has underperformed CSWG.L with an annualized return of 7.89%, while CSWG.L has yielded a comparatively higher 9.92% annualized return.
IMV.L
- 1D
- 0.74%
- 1M
- -3.05%
- YTD
- 4.98%
- 6M
- 7.74%
- 1Y
- 13.17%
- 3Y*
- 10.52%
- 5Y*
- 8.77%
- 10Y*
- 7.89%
CSWG.L
- 1D
- 1.87%
- 1M
- -6.26%
- YTD
- -0.01%
- 6M
- 8.20%
- 1Y
- 13.39%
- 3Y*
- 8.91%
- 5Y*
- 8.78%
- 10Y*
- 9.92%
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IMV.L vs. CSWG.L - Expense Ratio Comparison
Both IMV.L and CSWG.L have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
IMV.L vs. CSWG.L — Risk / Return Rank
IMV.L
CSWG.L
IMV.L vs. CSWG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) and Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| IMV.L | CSWG.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.99 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.38 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 0.88 | +0.72 |
Martin ratioReturn relative to average drawdown | 5.75 | 3.17 | +2.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMV.L | CSWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 0.99 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.75 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 1.04 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 1.03 | -0.31 |
Correlation
The correlation between IMV.L and CSWG.L is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IMV.L vs. CSWG.L - Dividend Comparison
Neither IMV.L nor CSWG.L has paid dividends to shareholders.
Drawdowns
IMV.L vs. CSWG.L - Drawdown Comparison
The maximum IMV.L drawdown since its inception was -24.48%, which is greater than CSWG.L's maximum drawdown of -18.31%. Use the drawdown chart below to compare losses from any high point for IMV.L and CSWG.L.
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Drawdown Indicators
| IMV.L | CSWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.48% | -18.31% | -6.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.50% | -12.52% | +4.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -16.26% | -1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -24.48% | -18.31% | -6.17% |
Current DrawdownCurrent decline from peak | -4.39% | -8.17% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -4.12% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.48% | -1.11% |
Volatility
IMV.L vs. CSWG.L - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Min Volatility UCITS (IMV.L) is 4.31%, while Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a volatility of 5.68%. This indicates that IMV.L experiences smaller price fluctuations and is considered to be less risky than CSWG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMV.L | CSWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.68% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 7.30% | 9.38% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.14% | 14.04% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.99% | 14.34% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 18.76% | -6.45% |