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

CHDVD.SW vs. PFE

Last updated Jun 5, 2026

CHDVD.SW (iShares Swiss Dividend ETF (CH)) is Europe Equities fund tracking the SPI® Select Dividend 20 Index, while PFE (Pfizer Inc.) is a stock. Over the past 10 years, CHDVD.SW returned 9.56%/yr vs -0.12%/yr for PFE. At a 0.28 correlation, their price movements are largely independent.

Performance

CHDVD.SW vs. PFE - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Pfizer Inc. (PFE). 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 PFE is traded in USD. To make them comparable, the PFE 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 PFE's 6.97% return. Over the past 10 years, CHDVD.SW has outperformed PFE with an annualized return of 9.56%, while PFE has yielded a comparatively lower -0.12% 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%

PFE

1D
-1.31%
1M
2.62%
YTD
6.97%
6M
1.62%
1Y
13.99%
3Y*
-11.21%
5Y*
-5.82%
10Y*
-0.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. PFE - 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%
PFE
Pfizer Inc.		6.97%-12.06%5.49%-46.52%-9.18%71.61%-5.62%-8.49%26.03%10.98%

Correlation

The correlation between CHDVD.SW and PFE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.31

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

0.24

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

0.23

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

0.26

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

0.28

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Swiss Dividend ETF (CH)

Pfizer Inc.

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. QQQ
Often compared with PFE:
PFE vs. MRKPFE vs. JNJPFE vs. UNHPFE vs. ABBVPFE vs. MRNAPFE vs. SCHDPFE vs. SPY

Return for Risk

CHDVD.SW vs. PFE — 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
PFE
PFE Risk / Return Rank: 6565
Overall Rank
PFE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PFE Sortino Ratio Rank: 6161
Sortino Ratio Rank
PFE Omega Ratio Rank: 5858
Omega Ratio Rank
PFE Calmar Ratio Rank: 7070
Calmar Ratio Rank
PFE Martin Ratio Rank: 6868
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. PFE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Pfizer Inc. (PFE). 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.SWPFEDifference
Sharpe ratioReturn per unit of total volatility
0.66
0.60

+0.07

Sortino ratioReturn per unit of downside risk
1.01
1.06

-0.05

Omega ratioGain probability vs. loss probability

1.13

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

0.82

1.20

-0.38

Martin ratioReturn relative to average drawdown

2.56

2.44

+0.12

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. PFE - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.66, which is comparable to the PFE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CHDVD.SW and PFE, 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.SWPFEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.66

0.60

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.23

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

-0.00

+0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.10

+0.46

Drawdowns

CHDVD.SW vs. PFE - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum PFE drawdown of -63.23%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and PFE.

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Drawdown Indicators

CHDVD.SWPFEDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-63.23%

+33.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-11.70%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-46.09%

+31.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-63.23%

+46.15%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-63.23%

+33.14%

Current Drawdown

Current decline from peak

-4.02%

-53.91%

+49.89%

Average Drawdown

Average peak-to-trough decline

-4.55%

-21.49%

+16.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

5.75%

-2.73%

Volatility

CHDVD.SW vs. PFE - Volatility Comparison

The current volatility for iShares Swiss Dividend ETF (CH) (CHDVD.SW) is 3.95%, while Pfizer Inc. (PFE) has a volatility of 4.93%. This indicates that CHDVD.SW experiences smaller price fluctuations and is considered to be less risky than PFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CHDVD.SWPFEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

4.93%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

14.74%

-5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

11.75%

23.61%

-11.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

25.98%

-13.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

24.78%

-10.16%

Dividends

CHDVD.SW vs. PFE - Dividend Comparison

CHDVD.SW's dividend yield for the trailing twelve months is around 3.23%, less than PFE's 6.71% 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%
PFE
Pfizer Inc.		6.71%6.91%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%

Frequently Asked Questions

CHDVD.SW and PFE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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