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SPICHA.SW vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SPICHA.SW vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS Core SPI ETF CHF dis (SPICHA.SW) and USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 9.82% return, which is significantly higher than USD=X's 2.43% return. Over the past 10 years, SPICHA.SW has outperformed USD=X with an annualized return of 8.36%, while USD=X has yielded a comparatively lower -1.92% annualized return.


SPICHA.SW

1D
0.00%
1M
2.88%
6M
9.99%
YTD
9.82%
1Y
19.78%
3Y*
10.54%
5Y*
5.26%
10Y*
8.36%
ALL TIME*
8.68%

USD=X

1D
0.00%
1M
0.55%
6M
2.89%
YTD
2.43%
1Y
1.85%
3Y*
-2.09%
5Y*
-2.43%
10Y*
-1.92%
ALL TIME*
-1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS Core SPI ETF CHF dis
9.82%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
USD=X
USD Cash
2.43%-12.62%7.88%-8.95%1.37%2.95%-8.43%-1.70%0.97%-4.25%

Correlation

The correlation between SPICHA.SW and USD=X is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.17

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

-0.06

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

-0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2011

0.09

The correlation between SPICHA.SW and USD=X shifts across timeframes, from -0.17 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPICHA.SW vs. USD=X — 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: 6565
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 7474
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 7474
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 5757
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS Core SPI ETF CHF dis (SPICHA.SW) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPICHA.SWUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.33

1.06

+0.27

Calmar ratioReturn relative to maximum drawdown

1.90

0.39

+1.51

Martin ratioReturn relative to average drawdown

7.24

0.89

+6.35

SPICHA.SW vs. USD=X - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 1.76, which is higher than the USD=X Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SPICHA.SW and USD=X, 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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Drawdowns

SPICHA.SW vs. USD=X - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum USD=X drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and USD=X.


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Drawdown Indicators


SPICHA.SWUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-41.14%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-6.64%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-17.43%

+1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-24.87%

+3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-26.13%

-0.79%

Current Drawdown

Current decline from peak

-1.45%

-33.65%

+32.20%

Average Drawdown

Average peak-to-trough decline

-5.17%

-22.03%

+16.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.63%

+0.12%

Volatility

SPICHA.SW vs. USD=X - Volatility Comparison

UBS Core SPI ETF CHF dis (SPICHA.SW) has a higher volatility of 3.11% compared to USD Cash (USD=X) at 1.71%. This indicates that SPICHA.SW's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPICHA.SWUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.11%

1.71%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

5.97%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.41%

6.42%

+4.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.21%

6.89%

+6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.77%

6.31%

+7.46%

Frequently Asked Questions


SPICHA.SW and USD=X have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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