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

Performance

SPICHA.SW vs. EUNY.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 iShares Emerging Markets Dividend UCITS ETF (EUNY.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 EUNY.DE is traded in EUR. To make them comparable, the EUNY.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 3.22% return, which is significantly lower than EUNY.DE's 9.89% return. Over the past 10 years, SPICHA.SW has outperformed EUNY.DE with an annualized return of 7.70%, while EUNY.DE has yielded a comparatively lower 5.19% annualized return.


SPICHA.SW

1D
0.82%
1M
1.60%
YTD
3.22%
6M
5.42%
1Y
10.32%
3Y*
7.66%
5Y*
4.66%
10Y*
7.70%

EUNY.DE

1D
-0.76%
1M
-2.04%
YTD
9.89%
6M
10.08%
1Y
22.58%
3Y*
15.05%
5Y*
1.63%
10Y*
5.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
3.22%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
9.89%12.71%13.79%8.36%-29.37%14.54%-11.88%14.14%-5.30%20.76%

Correlation

The correlation between SPICHA.SW and EUNY.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.36

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

0.34

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

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2012

0.47

The correlation between SPICHA.SW and EUNY.DE shifts across timeframes, from 0.34 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPICHA.SW vs. EUNY.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: 2626
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2727
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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. EUNY.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 iShares Emerging Markets Dividend UCITS ETF (EUNY.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.SWEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratioReturn relative to maximum drawdown

1.02

4.82

-3.80

Martin ratioReturn relative to average drawdown

3.55

14.43

-10.87

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

The current SPICHA.SW Sharpe Ratio is 0.97, which is lower than the EUNY.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of SPICHA.SW and EUNY.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.SWEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.84

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.10

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.29

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.10

+0.46

Drawdowns

SPICHA.SW vs. EUNY.DE - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum EUNY.DE drawdown of -44.67%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and EUNY.DE.


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Drawdown Indicators


SPICHA.SWEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-44.67%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-4.79%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-17.11%

+1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-37.43%

+15.95%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-37.43%

+10.51%

Current Drawdown

Current decline from peak

-2.21%

-3.03%

+0.82%

Average Drawdown

Average peak-to-trough decline

-5.21%

-15.82%

+10.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.60%

+1.49%

Volatility

SPICHA.SW vs. EUNY.DE - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 3.18%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 4.80%. This indicates that SPICHA.SW experiences smaller price fluctuations and is considered to be less risky than EUNY.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.SWEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

4.80%

-1.62%

Volatility (6M)

Calculated over the trailing 6-month period

8.93%

10.11%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.37%

12.55%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.19%

16.64%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

17.76%

-3.84%

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

SPICHA.SW has a 0.10% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

SPICHA.SW vs. EUNY.DE - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.20%, less than EUNY.DE's 5.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.20%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 EUNY.DE have a correlation of 0.34, 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 0.65% for EUNY.DE.

SPICHA.SW is categorized as Europe Equities, while EUNY.DE is Emerging Markets Equities. SPICHA.SW tracks SPI® Index, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for SPICHA.SW and 0.65% for EUNY.DE.

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