CHDVD.SW vs. CHF=X
Compare and contrast key facts about iShares Swiss Dividend ETF (CH) (CHDVD.SW) and USD/CHF (CHF=X).
CHDVD.SW is a passively managed fund by iShares that tracks the performance of the SPI® Select Dividend 20 Index. It was launched on Apr 28, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHDVD.SW or CHF=X.
Key characteristics
| CHDVD.SW | CHF=X | |
|---|---|---|
| YTD Return | 9.66% | 4.91% |
| 1Y Return | 14.46% | -2.11% |
| 3Y Return (Ann) | 3.19% | -1.28% |
| 5Y Return (Ann) | 7.84% | -2.07% |
| 10Y Return (Ann) | 7.81% | -0.78% |
| Sharpe Ratio | 1.42 | 0.37 |
| Sortino Ratio | 1.98 | 0.60 |
| Omega Ratio | 1.26 | 1.07 |
| Calmar Ratio | 2.23 | 0.05 |
| Martin Ratio | 8.12 | 0.58 |
| Ulcer Index | 1.84% | 4.26% |
| Daily Std Dev | 10.49% | 6.59% |
| Max Drawdown | -30.09% | -60.32% |
| Current Drawdown | -5.26% | -51.54% |
Correlation
The correlation between CHDVD.SW and CHF=X is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
CHDVD.SW vs. CHF=X - Performance Comparison
In the year-to-date period, CHDVD.SW achieves a 9.66% return, which is significantly higher than CHF=X's 4.91% return. Over the past 10 years, CHDVD.SW has outperformed CHF=X with an annualized return of 7.81%, while CHF=X has yielded a comparatively lower -0.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CHDVD.SW vs. CHF=X - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and USD/CHF (CHF=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.
Drawdowns
CHDVD.SW vs. CHF=X - Drawdown Comparison
The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum CHF=X drawdown of -60.32%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and CHF=X. For additional features, visit the drawdowns tool.
Volatility
CHDVD.SW vs. CHF=X - Volatility Comparison
iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 3.67% compared to USD/CHF (CHF=X) at 0.29%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than CHF=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.