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BNDW vs. CHDVD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BNDW vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Bond ETF (BNDW) and iShares Swiss Dividend ETF (CH) (CHDVD.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BNDW is traded in USD, while CHDVD.SW is traded in CHF. To make them comparable, the CHDVD.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, BNDW achieves a 0.15% return, which is significantly lower than CHDVD.SW's 1.44% return.


BNDW

1D
-0.09%
1M
-0.41%
YTD
0.15%
6M
0.41%
1Y
3.40%
3Y*
3.95%
5Y*
0.10%
10Y*

CHDVD.SW

1D
1.22%
1M
-1.01%
YTD
1.44%
6M
6.23%
1Y
11.72%
3Y*
14.79%
5Y*
9.71%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BNDW vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BNDW
Vanguard Total World Bond ETF
0.15%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
1.44%35.65%1.28%20.40%-11.58%19.44%14.60%36.34%-6.11%

Correlation

The correlation between BNDW and CHDVD.SW is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.34

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.17

Over the past year, BNDW and CHDVD.SW have become more correlated (0.41) than their long-term average of 0.17, meaning their price movements have been converging.

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Return for Risk

BNDW vs. CHDVD.SW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BNDW
BNDW Risk / Return Rank: 2929
Overall Rank
BNDW Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2929
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2929
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2929
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2727
Martin Ratio Rank

CHDVD.SW
CHDVD.SW Risk / Return Rank: 2121
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 2020
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 2020
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2222
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.

BNDW vs. CHDVD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Bond ETF (BNDW) and iShares Swiss Dividend ETF (CH) (CHDVD.SW). 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.


BNDWCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratioReturn relative to maximum drawdown

1.26

1.05

+0.21

Martin ratioReturn relative to average drawdown

3.52

3.13

+0.38

BNDW vs. CHDVD.SW - Sharpe Ratio Comparison

The current BNDW Sharpe Ratio is 1.02, which is comparable to the CHDVD.SW Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BNDW and CHDVD.SW, 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


BNDWCHDVD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.82

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.62

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.58

-0.22

Drawdowns

BNDW vs. CHDVD.SW - Drawdown Comparison

The maximum BNDW drawdown since its inception was -17.22%, smaller than the maximum CHDVD.SW drawdown of -30.26%. Use the drawdown chart below to compare losses from any high point for BNDW and CHDVD.SW.


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Drawdown Indicators


BNDWCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-17.22%

-30.26%

+13.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-11.46%

+8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-12.29%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-16.93%

-23.54%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-30.26%

Current Drawdown

Current decline from peak

-1.80%

-6.49%

+4.69%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.76%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

3.81%

-2.84%

Volatility

BNDW vs. CHDVD.SW - Volatility Comparison

The current volatility for Vanguard Total World Bond ETF (BNDW) is 1.25%, while iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a volatility of 4.99%. This indicates that BNDW experiences smaller price fluctuations and is considered to be less risky than CHDVD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNDWCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

4.99%

-3.74%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

11.88%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.34%

14.77%

-11.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.21%

15.78%

-10.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

16.04%

-11.14%

BNDW vs. CHDVD.SW - Expense Ratio Comparison

BNDW has a 0.05% expense ratio, which is lower than CHDVD.SW's 0.15% 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

BNDW vs. CHDVD.SW - Dividend Comparison

BNDW's dividend yield for the trailing twelve months is around 4.23%, more than CHDVD.SW's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.23%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.23%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%

Frequently Asked Questions


BNDW and CHDVD.SW have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BNDW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BNDW is cheaper with a 0.05% expense ratio, compared with 0.15% for CHDVD.SW.

BNDW is categorized as Global Bonds, while CHDVD.SW is Europe Equities. BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index, while CHDVD.SW tracks SPI® Select Dividend 20 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for BNDW and 0.15% for CHDVD.SW.

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