SXR3.DE vs. CSWG.L
SXR3.DE (iShares MSCI UK UCITS ETF (Acc)) and CSWG.L (Amundi MSCI Switzerland UCITS ETF CHF) are both Europe Equities funds - SXR3.DE tracks the MSCI UK while CSWG.L tracks the MSCI Switzerland NR CHF. Both are passively managed. Over the past 10 years, SXR3.DE returned 6.68%/yr vs 9.06%/yr for CSWG.L. At a 0.33 correlation, their price movements are largely independent. SXR3.DE charges 0.33%/yr vs 0.25%/yr for CSWG.L.
Performance
SXR3.DE vs. CSWG.L - Performance Comparison
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Different Trading Currencies
SXR3.DE is traded in EUR, while CSWG.L is traded in GBp. To make them comparable, the CSWG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
Over the past 10 years, SXR3.DE has underperformed CSWG.L with an annualized return of 6.68%, while CSWG.L has yielded a comparatively higher 9.06% annualized return.
SXR3.DE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- -0.00%
- 6M
- -0.00%
- 1Y
- 6.37%
- 3Y*
- 10.41%
- 5Y*
- 9.64%
- 10Y*
- 6.68%
CSWG.L
- 1D
- 1.25%
- 1M
- 2.38%
- YTD
- 4.64%
- 6M
- 7.69%
- 1Y
- 12.85%
- 3Y*
- 8.89%
- 5Y*
- 7.71%
- 10Y*
- 9.06%
SXR3.DE vs. CSWG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR3.DE iShares MSCI UK UCITS ETF (Acc) | -0.00% | 15.66% | 13.52% | 9.60% | 0.36% | 25.69% | -17.21% | 24.21% | -10.84% | 7.35% |
CSWG.L Amundi MSCI Switzerland UCITS ETF CHF | 4.65% | 17.52% | 3.69% | 10.87% | -12.27% | 28.28% | 1.22% | 36.00% | -4.77% | 9.98% |
Correlation
The correlation between SXR3.DE and CSWG.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2016 | 0.33 |
The correlation between SXR3.DE and CSWG.L shifts across timeframes, from 0.26 (1 year) to 0.45 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SXR3.DE vs. CSWG.L — Risk / Return Rank
SXR3.DE
CSWG.L
SXR3.DE vs. CSWG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) 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.
| SXR3.DE | CSWG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.64 | 1.14 | -0.49 |
| Martin ratioReturn relative to average drawdown | 1.32 | 3.63 | -2.31 |
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
| SXR3.DE | CSWG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.05 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.64 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.93 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.92 | -0.48 |
Drawdowns
SXR3.DE vs. CSWG.L - Drawdown Comparison
The maximum SXR3.DE drawdown since its inception was -40.36%, which is greater than CSWG.L's maximum drawdown of -23.82%. Use the drawdown chart below to compare losses from any high point for SXR3.DE and CSWG.L.
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Drawdown Indicators
| SXR3.DE | CSWG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.36% | -23.82% | -16.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -11.54% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -15.34% | -1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -16.69% | -17.56% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -40.36% | -23.82% | -16.54% |
Current DrawdownCurrent decline from peak | -10.13% | -3.46% | -6.67% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -5.22% | -1.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 3.58% | +1.37% |
Volatility
SXR3.DE vs. CSWG.L - Volatility Comparison
The current volatility for iShares MSCI UK UCITS ETF (Acc) (SXR3.DE) is 0.00%, while Amundi MSCI Switzerland UCITS ETF CHF (CSWG.L) has a volatility of 3.86%. This indicates that SXR3.DE 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
| SXR3.DE | CSWG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.86% | -3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 10.04% | +3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 12.56% | +2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 14.42% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 18.51% | -1.55% |
SXR3.DE vs. CSWG.L - Expense Ratio Comparison
SXR3.DE has a 0.33% expense ratio, which is higher than CSWG.L's 0.25% expense ratio.
Dividends
SXR3.DE vs. CSWG.L - Dividend Comparison
Neither SXR3.DE nor CSWG.L has paid dividends to shareholders.
Frequently Asked Questions
SXR3.DE and CSWG.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSWG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSWG.L is cheaper with a 0.25% expense ratio, compared with 0.33% for SXR3.DE.
SXR3.DE tracks MSCI UK, while CSWG.L tracks MSCI Switzerland NR CHF. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.33% for SXR3.DE and 0.25% for CSWG.L.
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