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SPICHA.SW vs. ETSZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPICHA.SW vs. ETSZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPICHA.SW is traded in CHF, while ETSZ.DE is traded in EUR. To make them comparable, the ETSZ.DE values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 2.38% return, which is significantly lower than ETSZ.DE's 5.24% return. Over the past 10 years, SPICHA.SW has outperformed ETSZ.DE with an annualized return of 7.65%, while ETSZ.DE has yielded a comparatively lower 7.11% annualized return.


SPICHA.SW

1D
-0.57%
1M
2.01%
YTD
2.38%
6M
5.46%
1Y
10.61%
3Y*
7.26%
5Y*
4.49%
10Y*
7.65%

ETSZ.DE

1D
-0.36%
1M
3.77%
YTD
5.24%
6M
7.89%
1Y
13.73%
3Y*
11.14%
5Y*
5.71%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. ETSZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.38%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
5.24%19.10%9.56%8.58%-14.24%19.21%-1.69%24.33%-14.56%20.91%

Correlation

The correlation between SPICHA.SW and ETSZ.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2013

0.77

The correlation between SPICHA.SW and ETSZ.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

SPICHA.SW vs. ETSZ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2525
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2626
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank

ETSZ.DE
ETSZ.DE Risk / Return Rank: 3636
Overall Rank
ETSZ.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ETSZ.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
ETSZ.DE Omega Ratio Rank: 3636
Omega Ratio Rank
ETSZ.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
ETSZ.DE Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPICHA.SW vs. ETSZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). 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.


SPICHA.SWETSZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

1.18

1.19

-0.02

Calmar ratioReturn relative to maximum drawdown

0.99

1.44

-0.45

Martin ratioReturn relative to average drawdown

3.47

5.33

-1.86

SPICHA.SW vs. ETSZ.DE - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 0.95, which is comparable to the ETSZ.DE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SPICHA.SW and ETSZ.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPICHA.SWETSZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.06

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.36

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.32

+0.24

Drawdowns

SPICHA.SW vs. ETSZ.DE - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum ETSZ.DE drawdown of -35.95%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and ETSZ.DE.


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Drawdown Indicators


SPICHA.SWETSZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-35.95%

+9.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-9.49%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-17.31%

+1.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-26.94%

+5.46%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-35.95%

+9.03%

Current Drawdown

Current decline from peak

-3.00%

-1.53%

-1.47%

Average Drawdown

Average peak-to-trough decline

-5.21%

-6.60%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.57%

+0.52%

Volatility

SPICHA.SW vs. ETSZ.DE - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 3.25%, while BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a volatility of 4.75%. This indicates that SPICHA.SW experiences smaller price fluctuations and is considered to be less risky than ETSZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPICHA.SWETSZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.75%

-1.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

10.47%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

12.95%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

15.79%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

16.87%

-2.95%

SPICHA.SW vs. ETSZ.DE - Expense Ratio Comparison

SPICHA.SW has a 0.10% expense ratio, which is lower than ETSZ.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPICHA.SW vs. ETSZ.DE - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.22%, while ETSZ.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ETSZ.DE
BNP Paribas Easy STOXX Europe 600 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.22%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions


SPICHA.SW and ETSZ.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPICHA.SW is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPICHA.SW is cheaper with a 0.10% expense ratio, compared with 0.20% for ETSZ.DE.

SPICHA.SW tracks SPI® Index, while ETSZ.DE tracks STOXX® Europe 600. They also come from different issuers: UBS and BNP Paribas. Their fees differ too: 0.10% for SPICHA.SW and 0.20% for ETSZ.DE.

Portfolio Optimizer

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