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CHDVD.SW vs. CHF=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHDVD.SW vs. CHF=X - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and USD/CHF (CHF=X). 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 10.64% return, which is significantly higher than CHF=X's 1.71% return. Over the past 10 years, CHDVD.SW has outperformed CHF=X with an annualized return of 9.00%, while CHF=X has yielded a comparatively lower -1.98% annualized return.


CHDVD.SW

1D
1.25%
1M
5.55%
6M
9.84%
YTD
10.64%
1Y
21.04%
3Y*
12.80%
5Y*
6.73%
10Y*
9.00%

CHF=X

1D
-0.24%
1M
0.87%
6M
0.57%
YTD
1.71%
1Y
0.36%
3Y*
-2.00%
5Y*
-2.56%
10Y*
-1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. CHF=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHDVD.SW
iShares Swiss Dividend ETF (CH)
10.64%17.10%7.61%7.85%-11.88%21.21%2.97%30.65%-5.65%14.04%
CHF=X
USD/CHF
1.71%-12.62%7.88%-8.95%1.37%2.95%-8.43%-1.70%0.97%-4.25%

Correlation

The correlation between CHDVD.SW and CHF=X is -0.08, 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 (1Y)
Calculated over the trailing 1-year period

-0.08

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

-0.03

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

-0.08

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

0.06

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2014

0.12

The correlation between CHDVD.SW and CHF=X shifts across timeframes, from -0.08 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHDVD.SW vs. CHF=X — 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: 6464
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 6969
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 6868
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 5656
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 5656
Martin Ratio Rank

CHF=X
CHF=X Risk / Return Rank: 5353
Overall Rank
CHF=X Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CHF=X Sortino Ratio Rank: 5151
Sortino Ratio Rank
CHF=X Omega Ratio Rank: 5252
Omega Ratio Rank
CHF=X Calmar Ratio Rank: 5353
Calmar Ratio Rank
CHF=X Martin Ratio Rank: 5353
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. CHF=X - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHDVD.SWCHF=XDifference
Sharpe ratioReturn per unit of total volatility

+1.72

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.32

1.01

+0.31

Calmar ratioReturn relative to maximum drawdown

2.24

0.04

+2.20

Martin ratioReturn relative to average drawdown

7.54

0.10

+7.44

CHDVD.SW vs. CHF=X - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 1.76, which is higher than the CHF=X Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of CHDVD.SW and CHF=X, 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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Drawdowns

CHDVD.SW vs. CHF=X - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.44%, smaller than the maximum CHF=X drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and CHF=X.


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Drawdown Indicators


CHDVD.SWCHF=XDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-41.14%

+10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-6.64%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-17.43%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

-24.87%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-26.13%

-4.31%

Current Drawdown

Current decline from peak

0.00%

-34.12%

+34.12%

Average Drawdown

Average peak-to-trough decline

-5.29%

-22.25%

+16.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.62%

+0.19%

Volatility

CHDVD.SW vs. CHF=X - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 3.27% compared to USD/CHF (CHF=X) at 1.63%. 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.


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Volatility by Period


CHDVD.SWCHF=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

1.63%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

4.80%

+5.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.09%

6.95%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

7.83%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.49%

7.32%

+7.17%

Frequently Asked Questions


CHDVD.SW and CHF=X have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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