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CHDVD.SW vs. ^SSMI
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHDVD.SW vs. ^SSMI - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Swiss Market Index (^SSMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHDVD.SW achieves a 0.24% return, which is significantly higher than ^SSMI's -0.37% return. Over the past 10 years, CHDVD.SW has outperformed ^SSMI with an annualized return of 9.54%, while ^SSMI has yielded a comparatively lower 4.96% annualized return.


CHDVD.SW

1D
-0.28%
1M
0.20%
YTD
0.24%
6M
2.97%
1Y
7.40%
3Y*
9.25%
5Y*
6.70%
10Y*
9.54%

^SSMI

1D
-0.66%
1M
1.65%
YTD
-0.37%
6M
2.80%
1Y
8.00%
3Y*
4.92%
5Y*
2.70%
10Y*
4.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. ^SSMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHDVD.SW
iShares Swiss Dividend ETF (CH)
0.24%18.82%8.79%9.62%-10.54%23.80%4.19%34.20%-4.51%16.19%
^SSMI
Swiss Market Index
-0.37%14.37%4.16%3.81%-16.67%20.29%0.82%25.95%-10.15%14.14%

Correlation

The correlation between CHDVD.SW and ^SSMI is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.89

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.90

The correlation between CHDVD.SW and ^SSMI has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

CHDVD.SW vs. ^SSMI — Risk / Return Rank

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

CHDVD.SW
CHDVD.SW Risk / Return Rank: 1919
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 1818
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 1919
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 1919
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2121
Martin Ratio Rank

^SSMI
^SSMI Risk / Return Rank: 3232
Overall Rank
^SSMI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
^SSMI Sortino Ratio Rank: 3232
Sortino Ratio Rank
^SSMI Omega Ratio Rank: 3434
Omega Ratio Rank
^SSMI Calmar Ratio Rank: 2929
Calmar Ratio Rank
^SSMI Martin Ratio Rank: 3232
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.

CHDVD.SW vs. ^SSMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Swiss Market Index (^SSMI). 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.


CHDVD.SW^SSMIDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.79

0.67

+0.12

Martin ratioReturn relative to average drawdown

2.48

2.08

+0.40

CHDVD.SW vs. ^SSMI - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.64, which is comparable to the ^SSMI Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CHDVD.SW and ^SSMI, 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


CHDVD.SW^SSMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.68

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.20

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.35

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.35

+0.20

Drawdowns

CHDVD.SW vs. ^SSMI - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum ^SSMI drawdown of -56.31%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and ^SSMI.


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Drawdown Indicators


CHDVD.SW^SSMIDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-56.31%

+26.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-12.08%

+2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-17.31%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-22.34%

+5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-27.54%

-2.55%

Current Drawdown

Current decline from peak

-4.84%

-5.68%

+0.84%

Average Drawdown

Average peak-to-trough decline

-4.55%

-14.56%

+10.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.89%

-0.88%

Volatility

CHDVD.SW vs. ^SSMI - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 4.10% compared to Swiss Market Index (^SSMI) at 3.61%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than ^SSMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHDVD.SW^SSMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.61%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.46%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

11.98%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

13.38%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

14.28%

+0.34%

Frequently Asked Questions


CHDVD.SW and ^SSMI have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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