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CHDVD.SW vs. IMEA.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CHDVD.SW vs. IMEA.SW

Last updated Jun 4, 2026

CHDVD.SW (iShares Swiss Dividend ETF (CH)) and IMEA.SW (iShares Core MSCI Europe UCITS ETF EUR (Acc)) are both Europe Equities funds from iShares - CHDVD.SW tracks the SPI® Select Dividend 20 Index while IMEA.SW tracks the MSCI Europe Index. Both are passively managed. Over the past 10 years, CHDVD.SW returned 9.54%/yr vs 7.09%/yr for IMEA.SW. A 0.50 correlation means they provide meaningful diversification when combined. CHDVD.SW charges 0.15%/yr vs 0.12%/yr for IMEA.SW.

Performance

CHDVD.SW vs. IMEA.SW - 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 Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW). 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 0.24% return, which is significantly lower than IMEA.SW's 5.25% return. Over the past 10 years, CHDVD.SW has outperformed IMEA.SW with an annualized return of 9.54%, while IMEA.SW has yielded a comparatively lower 7.09% annualized return.

CHDVD.SW

1D
-0.28%
1M
0.20%
YTD
0.24%
6M
2.97%
1Y
7.40%
3Y*
9.25%
5Y*
6.70%
10Y*
9.54%

IMEA.SW

1D
-0.31%
1M
4.08%
YTD
5.25%
6M
7.98%
1Y
13.82%
3Y*
11.14%
5Y*
6.10%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. IMEA.SW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
IMEA.SW
iShares Core MSCI Europe UCITS ETF EUR (Acc)		5.25%19.46%9.47%8.86%-13.54%19.51%-2.82%24.06%-15.32%21.31%

Correlation

The correlation between CHDVD.SW and IMEA.SW is 0.59, 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

0.59

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

0.62

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

0.64

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

0.56

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

0.50

The correlation between CHDVD.SW and IMEA.SW shifts across timeframes, from 0.50 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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iShares Swiss Dividend ETF (CH)

iShares Core MSCI Europe UCITS ETF EUR (Acc)

Often compared with CHDVD.SW:
CHDVD.SW vs. CHSPI.SWCHDVD.SW vs. SPICHA.SWCHDVD.SW vs. CHF=XCHDVD.SW vs. EXIA.DECHDVD.SW vs. ZPDX.DECHDVD.SW vs. HDVCHDVD.SW vs. VYMI
Often compared with IMEA.SW:
IMEA.SW vs. LBNK.DEIMEA.SW vs. SX5E.SWIMEA.SW vs. SPICHA.SWIMEA.SW vs. WMTS.SWIMEA.SW vs. CHSPI.SWIMEA.SW vs. SPYI.DE

Return for Risk

CHDVD.SW vs. IMEA.SW — 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: 1919
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 1818
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 1919
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 1919
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2121
Martin Ratio Rank
IMEA.SW
IMEA.SW Risk / Return Rank: 3333
Overall Rank
IMEA.SW Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
IMEA.SW Sortino Ratio Rank: 3232
Sortino Ratio Rank
IMEA.SW Omega Ratio Rank: 3232
Omega Ratio Rank
IMEA.SW Calmar Ratio Rank: 3131
Calmar Ratio Rank
IMEA.SW Martin Ratio Rank: 3636
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. IMEA.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW). 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.SWIMEA.SWDifference
Sharpe ratioReturn per unit of total volatility
0.64
1.15

-0.50

Sortino ratioReturn per unit of downside risk
0.98
1.68

-0.70

Omega ratioGain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratioReturn relative to maximum drawdown

0.79

1.46

-0.67

Martin ratioReturn relative to average drawdown

2.48

5.43

-2.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHDVD.SW vs. IMEA.SW - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.64, which is lower than the IMEA.SW Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CHDVD.SW and IMEA.SW, 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.SWIMEA.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.15

-0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.38

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.42

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.38

+0.17

Drawdowns

CHDVD.SW vs. IMEA.SW - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum IMEA.SW drawdown of -36.01%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and IMEA.SW.

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Drawdown Indicators

CHDVD.SWIMEA.SWDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-36.01%

+5.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-9.61%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-17.71%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-26.25%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-36.01%

+5.92%

Current Drawdown

Current decline from peak

-4.84%

-0.50%

-4.34%

Average Drawdown

Average peak-to-trough decline

-4.55%

-5.80%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.57%

+0.44%

Volatility

CHDVD.SW vs. IMEA.SW - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMEA.SW) have volatilities of 4.10% and 3.94%, 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.SWIMEA.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.94%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

10.16%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

12.27%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

16.10%

-3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

16.85%

-2.23%

CHDVD.SW vs. IMEA.SW - Expense Ratio Comparison

CHDVD.SW has a 0.15% expense ratio, which is higher than IMEA.SW's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

CHDVD.SW vs. IMEA.SW - Dividend Comparison

CHDVD.SW's dividend yield for the trailing twelve months is around 3.26%, while IMEA.SW has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)		3.26%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
IMEA.SW
iShares Core MSCI Europe UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

CHDVD.SW and IMEA.SW have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMEA.SW is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMEA.SW is cheaper with a 0.12% expense ratio, compared with 0.15% for CHDVD.SW.

CHDVD.SW tracks SPI® Select Dividend 20 Index, while IMEA.SW tracks MSCI Europe Index. Their fees differ too: 0.15% for CHDVD.SW and 0.12% for IMEA.SW.

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