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.
Performance
CHDVD.SW vs. CHF=X - Performance Comparison
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CHDVD.SW vs. CHF=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
CHF=X USD/CHF | 0.32% | -12.62% | 7.88% | -8.95% | 1.37% | 2.95% | -8.43% | -1.70% | 0.97% | -4.25% |
Returns By Period
In the year-to-date period, CHDVD.SW achieves a 0.24% return, which is significantly lower than CHF=X's 0.32% return. Over the past 10 years, CHDVD.SW has outperformed CHF=X with an annualized return of 10.23%, while CHF=X has yielded a comparatively lower -1.83% annualized return.
CHDVD.SW
- 1D
- 1.35%
- 1M
- -4.41%
- YTD
- 0.24%
- 6M
- 6.36%
- 1Y
- 4.64%
- 3Y*
- 10.78%
- 5Y*
- 7.68%
- 10Y*
- 10.23%
CHF=X
- 1D
- -0.41%
- 1M
- 2.17%
- YTD
- 0.32%
- 6M
- -0.16%
- 1Y
- -9.94%
- 3Y*
- -4.55%
- 5Y*
- -3.30%
- 10Y*
- -1.83%
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Return for Risk
CHDVD.SW vs. CHF=X — Risk / Return Rank
CHDVD.SW
CHF=X
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.
| CHDVD.SW | CHF=X | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | -0.91 | +1.22 |
Sortino ratioReturn per unit of downside risk | 0.49 | -1.13 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.85 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.27 | -0.43 | +0.70 |
Martin ratioReturn relative to average drawdown | 0.95 | -0.96 | +1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHDVD.SW | CHF=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | -0.91 | +1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | -0.38 | +0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | -0.23 | +0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | -0.22 | +0.78 |
Correlation
The correlation between CHDVD.SW and CHF=X is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
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 -42.16%. 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.SW | CHF=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -42.16% | +12.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.29% | -13.67% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -24.87% | +7.79% |
Max Drawdown (10Y)Largest decline over 10 years | -30.09% | -26.13% | -3.96% |
Current DrawdownCurrent decline from peak | -4.84% | -36.15% | +31.31% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -23.18% | +18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 3.12% | +0.99% |
Volatility
CHDVD.SW vs. CHF=X - Volatility Comparison
iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 4.80% compared to USD/CHF (CHF=X) at 2.10%. 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.SW | CHF=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 2.10% | +2.70% |
Volatility (6M)Calculated over the trailing 6-month period | 8.99% | 5.33% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 8.85% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.80% | 7.85% | +4.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.59% | 7.36% | +7.23% |