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CHDVD.SW vs. EUN1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHDVD.SW vs. EUN1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and iShares STOXX Europe 50 UCITS ETF (EUN1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHDVD.SW is traded in CHF, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHDVD.SW achieves a 1.10% return, which is significantly lower than EUN1.DE's 5.77% return. Over the past 10 years, CHDVD.SW has outperformed EUN1.DE with an annualized return of 9.56%, while EUN1.DE has yielded a comparatively lower 7.18% annualized return.


CHDVD.SW

1D
0.86%
1M
0.63%
YTD
1.10%
6M
4.21%
1Y
7.23%
3Y*
9.63%
5Y*
6.89%
10Y*
9.56%

EUN1.DE

1D
0.57%
1M
2.92%
YTD
5.77%
6M
7.13%
1Y
13.47%
3Y*
9.91%
5Y*
7.23%
10Y*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. EUN1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHDVD.SW
iShares Swiss Dividend ETF (CH)
1.10%18.82%8.79%9.62%-10.54%23.80%4.19%34.20%-4.51%16.19%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
5.77%16.56%8.62%7.86%-6.18%20.29%-6.84%23.92%-13.86%19.28%

Correlation

The correlation between CHDVD.SW and EUN1.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.65

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

0.72

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

0.77

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

0.77

The correlation between CHDVD.SW and EUN1.DE shifts across timeframes, from 0.62 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHDVD.SW vs. EUN1.DE — 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: 2121
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 2020
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 2020
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2222
Martin Ratio Rank

EUN1.DE
EUN1.DE Risk / Return Rank: 3535
Overall Rank
EUN1.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUN1.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
EUN1.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUN1.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
EUN1.DE Martin Ratio Rank: 3838
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. EUN1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and iShares STOXX Europe 50 UCITS ETF (EUN1.DE). 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.SWEUN1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.07

Calmar ratioReturn relative to maximum drawdown

0.82

1.45

-0.63

Martin ratioReturn relative to average drawdown

2.56

5.05

-2.49

CHDVD.SW vs. EUN1.DE - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.66, which is lower than the EUN1.DE Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CHDVD.SW and EUN1.DE, 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.SWEUN1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

1.05

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.47

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.43

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.08

+0.48

Drawdowns

CHDVD.SW vs. EUN1.DE - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum EUN1.DE drawdown of -62.62%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and EUN1.DE.


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Drawdown Indicators


CHDVD.SWEUN1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-62.62%

+32.53%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-9.69%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-18.14%

+3.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-19.39%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-32.96%

+2.87%

Current Drawdown

Current decline from peak

-4.02%

-1.09%

-2.93%

Average Drawdown

Average peak-to-trough decline

-4.55%

-25.84%

+21.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

2.79%

+0.23%

Volatility

CHDVD.SW vs. EUN1.DE - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) and iShares STOXX Europe 50 UCITS ETF (EUN1.DE) have volatilities of 3.95% and 4.04%, 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.


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Volatility by Period


CHDVD.SWEUN1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.04%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

10.74%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

13.44%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

15.30%

-2.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

16.48%

-1.86%

CHDVD.SW vs. EUN1.DE - Expense Ratio Comparison

CHDVD.SW has a 0.15% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.


Dividends

CHDVD.SW vs. EUN1.DE - Dividend Comparison

CHDVD.SW's dividend yield for the trailing twelve months is around 3.23%, more than EUN1.DE's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.23%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
2.41%2.41%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%

Frequently Asked Questions


CHDVD.SW and EUN1.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHDVD.SW is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHDVD.SW is cheaper with a 0.15% expense ratio, compared with 0.35% for EUN1.DE.

CHDVD.SW tracks SPI® Select Dividend 20 Index, while EUN1.DE tracks STOXX® Europe 50. Their fees differ too: 0.15% for CHDVD.SW and 0.35% for EUN1.DE.

Portfolio Optimizer

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