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CHDVD.SW vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHDVD.SW vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and USD Cash (USD=X). 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 USD=X is traded in USD. To make them comparable, the USD=X 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 9.12% return, which is significantly higher than USD=X's 2.43% return. Over the past 10 years, CHDVD.SW has outperformed USD=X with an annualized return of 8.73%, while USD=X has yielded a comparatively lower -1.92% annualized return.


CHDVD.SW

1D
-0.17%
1M
4.64%
6M
9.90%
YTD
9.12%
1Y
19.07%
3Y*
11.67%
5Y*
6.48%
10Y*
8.73%
ALL TIME*
7.49%

USD=X

1D
0.00%
1M
0.55%
6M
2.89%
YTD
2.43%
1Y
1.85%
3Y*
-2.09%
5Y*
-2.43%
10Y*
-1.92%
ALL TIME*
-1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHDVD.SW
iShares Swiss Dividend ETF (CH)
9.12%17.10%7.61%7.85%-11.88%21.21%2.97%30.65%-5.65%14.04%
USD=X
USD Cash
2.43%-12.62%7.88%-8.95%1.37%2.95%-8.43%-1.70%0.97%-4.25%

Correlation

The correlation between CHDVD.SW and USD=X is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

-0.03

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

-0.07

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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2014

0.11

The correlation between CHDVD.SW and USD=X shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHDVD.SW vs. USD=X — 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: 6060
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 6565
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 6464
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 5454
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 5454
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=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 Cash (USD=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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CHDVD.SWUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+1.25

Sortino ratioReturn per unit of downside risk

+1.77

Omega ratioGain probability vs. loss probability

1.29

1.06

+0.23

Calmar ratioReturn relative to maximum drawdown

2.03

0.39

+1.64

Martin ratioReturn relative to average drawdown

6.83

0.89

+5.94

CHDVD.SW vs. USD=X - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 1.59, which is higher than the USD=X Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of CHDVD.SW and USD=X, 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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Drawdowns

CHDVD.SW vs. USD=X - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.44%, smaller than the maximum USD=X drawdown of -41.14%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and USD=X.


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Drawdown Indicators


CHDVD.SWUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-41.14%

+10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-6.64%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-17.43%

+2.71%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

-24.87%

+6.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-26.13%

-4.31%

Current Drawdown

Current decline from peak

-1.38%

-33.65%

+32.27%

Average Drawdown

Average peak-to-trough decline

-5.29%

-22.03%

+16.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.63%

+0.18%

Volatility

CHDVD.SW vs. USD=X - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 3.61% compared to USD Cash (USD=X) at 1.71%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than USD=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.SWUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

1.71%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

5.97%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

12.16%

6.42%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

6.89%

+6.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.49%

6.31%

+8.18%

Frequently Asked Questions


CHDVD.SW and USD=X have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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