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

Performance

SPICHA.SW vs. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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 SELD.DE is traded in EUR. To make them comparable, the SELD.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 SELD.DE's 12.03% return. Both investments have delivered pretty close results over the past 10 years, with SPICHA.SW having a 7.65% annualized return and SELD.DE not far behind at 7.53%.


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%

SELD.DE

1D
-0.27%
1M
4.46%
YTD
12.03%
6M
17.80%
1Y
29.01%
3Y*
18.12%
5Y*
7.38%
10Y*
7.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. SELD.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%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
12.03%42.87%7.08%-2.42%-14.03%18.48%-9.62%23.14%-8.51%14.84%

Correlation

The correlation between SPICHA.SW and SELD.DE is 0.52, 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

0.52

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

0.57

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

0.60

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

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.60

The correlation between SPICHA.SW and SELD.DE shifts across timeframes, from 0.52 (1 year) to 0.62 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPICHA.SW vs. SELD.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

SELD.DE
SELD.DE Risk / Return Rank: 8282
Overall Rank
SELD.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 7979
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8080
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. SELD.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 Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.SWSELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratioReturn relative to maximum drawdown

0.99

4.47

-3.48

Martin ratioReturn relative to average drawdown

3.47

13.12

-9.66

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

The current SPICHA.SW Sharpe Ratio is 0.95, which is lower than the SELD.DE Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SPICHA.SW and SELD.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.SWSELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

2.37

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.44

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.40

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.02

+0.54

Drawdowns

SPICHA.SW vs. SELD.DE - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum SELD.DE drawdown of -72.55%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and SELD.DE.


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Drawdown Indicators


SPICHA.SWSELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-72.55%

+45.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-6.46%

-4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-15.38%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-29.82%

+8.34%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-41.03%

+14.11%

Current Drawdown

Current decline from peak

-3.00%

-1.56%

-1.44%

Average Drawdown

Average peak-to-trough decline

-5.21%

-43.65%

+38.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.21%

+0.88%

Volatility

SPICHA.SW vs. SELD.DE - Volatility Comparison

The current volatility for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) is 3.25%, while Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a volatility of 4.16%. This indicates that SPICHA.SW experiences smaller price fluctuations and is considered to be less risky than SELD.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.SWSELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

4.16%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

9.69%

-0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

12.19%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

16.58%

-3.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

18.86%

-4.94%

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

SPICHA.SW has a 0.10% expense ratio, which is lower than SELD.DE's 0.30% expense ratio.


Dividends

SPICHA.SW vs. SELD.DE - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.22%, less than SELD.DE's 5.71% yield.


PositionTTM20252024202320222021202020192018201720162015
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.71%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%
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 SELD.DE have a correlation of 0.52, 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 0.30% for SELD.DE.

SPICHA.SW tracks SPI® Index, while SELD.DE tracks STOXX® Europe Select Dividend 30. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.10% for SPICHA.SW and 0.30% for SELD.DE.

Portfolio Optimizer

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