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UBU7.DE vs. CHSJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UBU7.DE vs. CHSJ.DE

Last updated Jun 5, 2026

UBU7.DE (UBS ETF (IE) MSCI World UCITS ETF (USD) Dist) and CHSJ.DE (UBS EUR AAA CLO UCITS ETF EUR Acc) are both exchange-traded funds - UBU7.DE is a Global Equities fund tracking the MSCI World, while CHSJ.DE is a CLO fund tracking the J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). Both are passively managed. At a 0.10 correlation, their price movements are largely independent. UBU7.DE charges 0.10%/yr vs 0.25%/yr for CHSJ.DE.

Performance

UBU7.DE vs. CHSJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UBU7.DE achieves a 10.81% return, which is significantly higher than CHSJ.DE's 1.46% return.

UBU7.DE

1D
-0.02%
1M
3.69%
YTD
10.81%
6M
10.88%
1Y
23.66%
3Y*
17.49%
5Y*
12.72%
10Y*
12.53%

CHSJ.DE

1D
0.02%
1M
0.35%
YTD
1.46%
6M
1.67%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBU7.DE vs. CHSJ.DE - Yearly Performance Comparison

2026 (YTD)2025
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist		10.81%10.74%
CHSJ.DE
UBS EUR AAA CLO UCITS ETF EUR Acc		1.46%1.78%

Correlation

The correlation between UBU7.DE and CHSJ.DE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 9, 2025

0.10

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UBS ETF (IE) MSCI World UCITS ETF (USD) Dist

UBS EUR AAA CLO UCITS ETF EUR Acc

Often compared with UBU7.DE:
UBU7.DE vs. UETW.DEUBU7.DE vs. GERD.DEUBU7.DE vs. VXUSUBU7.DE vs. SPPW.DEUBU7.DE vs. SPYL.DEUBU7.DE vs. VUSA.DEUBU7.DE vs. EUNL.DE
Often compared with CHSJ.DE:
CHSJ.DE vs. UIQ4.DECHSJ.DE vs. 4UBF.DECHSJ.DE vs. CLOA.DECHSJ.DE vs. EAAA.DECHSJ.DE vs. CLOD.DECHSJ.DE vs. JCL0.DECHSJ.DE vs. AW1C.DE

Return for Risk

UBU7.DE vs. CHSJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UBU7.DE
UBU7.DE Risk / Return Rank: 6969
Overall Rank
UBU7.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
UBU7.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
UBU7.DE Omega Ratio Rank: 6868
Omega Ratio Rank
UBU7.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
UBU7.DE Martin Ratio Rank: 7676
Martin Ratio Rank
CHSJ.DE
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.

UBU7.DE vs. CHSJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World UCITS ETF (USD) Dist (UBU7.DE) and UBS EUR AAA CLO UCITS ETF EUR Acc (CHSJ.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.

UBU7.DECHSJ.DEDifference
Sharpe ratioReturn per unit of total volatility
2.14

—

—

Sortino ratioReturn per unit of downside risk
2.98

—

—

Omega ratioGain probability vs. loss probability

1.40

—

—

Calmar ratioReturn relative to maximum drawdown

3.58

—

—

Martin ratioReturn relative to average drawdown

14.23

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UBU7.DE vs. CHSJ.DE - Sharpe Ratio Comparison

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Sharpe Ratios by Period

UBU7.DECHSJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

2.78

-1.96

Drawdowns

UBU7.DE vs. CHSJ.DE - Drawdown Comparison

The maximum UBU7.DE drawdown since its inception was -33.84%, which is greater than CHSJ.DE's maximum drawdown of -0.38%. Use the drawdown chart below to compare losses from any high point for UBU7.DE and CHSJ.DE.

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Drawdown Indicators

UBU7.DECHSJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.84%

-0.38%

-33.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.61%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-21.69%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-21.69%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

—

—

Current Drawdown

Current decline from peak

-0.31%

-0.08%

-0.23%

Average Drawdown

Average peak-to-trough decline

-4.24%

-0.06%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

—

—

Volatility

UBU7.DE vs. CHSJ.DE - Volatility Comparison

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Volatility by Period

UBU7.DECHSJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

1.30%

+9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

1.30%

+12.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

1.30%

+13.81%

UBU7.DE vs. CHSJ.DE - Expense Ratio Comparison

UBU7.DE has a 0.10% expense ratio, which is lower than CHSJ.DE's 0.25% 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

UBU7.DE vs. CHSJ.DE - Dividend Comparison

UBU7.DE's dividend yield for the trailing twelve months is around 1.13%, while CHSJ.DE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CHSJ.DE
UBS EUR AAA CLO UCITS ETF EUR Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBU7.DE
UBS ETF (IE) MSCI World UCITS ETF (USD) Dist		1.13%1.43%1.22%1.31%1.52%0.90%1.28%1.54%1.43%1.58%2.00%1.62%

Frequently Asked Questions

UBU7.DE and CHSJ.DE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBU7.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBU7.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for CHSJ.DE.

UBU7.DE is categorized as Global Equities, while CHSJ.DE is CLO. UBU7.DE tracks MSCI World, while CHSJ.DE tracks J.P. Morgan European Collateralised Loan Obligation Index AAA sub-set (€-CLOIE AAA). Their fees differ too: 0.10% for UBU7.DE and 0.25% for CHSJ.DE.

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