CHDVD.SW vs. CHF=X

In the year-to-date period, CHDVD.SW achieves a 12.28% return, which is significantly higher than CHF=X's -9.70% return. Over the past 10 years, CHDVD.SW has outperformed CHF=X with an annualized return of 8.19%, while CHF=X has yielded a comparatively lower -1.37% annualized return.

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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.

The current CHDVD.SW Sharpe Ratio is 0.94, which is higher than the CHF=X Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of CHDVD.SW and CHF=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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.

iShares Swiss Dividend ETF (CH) (CHDVD.SW) and USD/CHF (CHF=X) have volatilities of 2.73% and 2.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.