CHDVD.SW vs. SX5E.SW
CHDVD.SW (iShares Swiss Dividend ETF (CH)) and SX5E.SW (Invesco EURO STOXX 50 UCITS ETF Acc) are both Europe Equities funds - CHDVD.SW tracks the SPI® Select Dividend 20 Index while SX5E.SW tracks the EURO STOXX 50 Index. Both are passively managed. Over the past 10 years, CHDVD.SW returned 9.54%/yr vs 8.15%/yr for SX5E.SW. At a 0.41 correlation, their price movements are largely independent. CHDVD.SW charges 0.15%/yr vs 0.05%/yr for SX5E.SW.
Performance
CHDVD.SW vs. SX5E.SW - Performance Comparison
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Different Trading Currencies
CHDVD.SW is traded in CHF, while SX5E.SW is traded in EUR. To make them comparable, the SX5E.SW 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 0.24% return, which is significantly lower than SX5E.SW's 5.18% return. Over the past 10 years, CHDVD.SW has outperformed SX5E.SW with an annualized return of 9.54%, while SX5E.SW has yielded a comparatively lower 8.15% 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%
SX5E.SW
- 1D
- 1.20%
- 1M
- 4.62%
- YTD
- 5.18%
- 6M
- 7.25%
- 1Y
- 13.59%
- 3Y*
- 13.44%
- 5Y*
- 7.57%
- 10Y*
- 8.15%
CHDVD.SW vs. SX5E.SW - 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% |
SX5E.SW Invesco EURO STOXX 50 UCITS ETF Acc | 5.18% | 21.04% | 12.36% | 14.59% | -12.82% | 17.63% | -2.58% | 24.41% | -16.76% | 22.75% |
Correlation
The correlation between CHDVD.SW and SX5E.SW is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2015 | 0.41 |
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Return for Risk
CHDVD.SW vs. SX5E.SW — Risk / Return Rank
CHDVD.SW
SX5E.SW
CHDVD.SW vs. SX5E.SW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Invesco EURO STOXX 50 UCITS ETF Acc (SX5E.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.SW | SX5E.SW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.18 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.37 | -0.58 |
| Martin ratioReturn relative to average drawdown | 2.48 | 4.48 | -2.00 |
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 | SX5E.SW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.93 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.47 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.50 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.49 | +0.07 |
Drawdowns
CHDVD.SW vs. SX5E.SW - Drawdown Comparison
The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum SX5E.SW drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and SX5E.SW.
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Drawdown Indicators
| CHDVD.SW | SX5E.SW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.09% | -39.76% | +9.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.49% | -10.85% | +1.36% |
Max Drawdown (3Y)Largest decline over 3 years | -14.72% | -17.54% | +2.82% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -30.70% | +13.62% |
Max Drawdown (10Y)Largest decline over 10 years | -30.09% | -39.76% | +9.67% |
Current DrawdownCurrent decline from peak | -4.84% | 0.00% | -4.84% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -7.51% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 3.31% | -0.30% |
Volatility
CHDVD.SW vs. SX5E.SW - Volatility Comparison
The current volatility for iShares Swiss Dividend ETF (CH) (CHDVD.SW) is 4.10%, while Invesco EURO STOXX 50 UCITS ETF Acc (SX5E.SW) has a volatility of 4.38%. This indicates that CHDVD.SW experiences smaller price fluctuations and is considered to be less risky than SX5E.SW 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 | SX5E.SW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 4.38% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 12.78% | -3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 16.08% | -4.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.93% | 19.89% | -6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 21.77% | -7.15% |
CHDVD.SW vs. SX5E.SW - Expense Ratio Comparison
CHDVD.SW has a 0.15% expense ratio, which is higher than SX5E.SW's 0.05% 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. SX5E.SW - Dividend Comparison
CHDVD.SW's dividend yield for the trailing twelve months is around 3.26%, while SX5E.SW has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SX5E.SW Invesco EURO STOXX 50 UCITS ETF 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 SX5E.SW have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SX5E.SW is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SX5E.SW is cheaper with a 0.05% expense ratio, compared with 0.15% for CHDVD.SW.
CHDVD.SW tracks SPI® Select Dividend 20 Index, while SX5E.SW tracks EURO STOXX 50 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.15% for CHDVD.SW and 0.05% for SX5E.SW.
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