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

Performance

CHDVD.SW vs. VIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard International Dividend Appreciation ETF (VIGI). 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 VIGI is traded in USD. To make them comparable, the VIGI 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 VIGI's 2.45% return. Over the past 10 years, CHDVD.SW has outperformed VIGI with an annualized return of 9.54%, while VIGI has yielded a comparatively lower 5.57% 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%

VIGI

1D
-0.25%
1M
3.20%
YTD
2.45%
6M
3.12%
1Y
2.02%
3Y*
4.73%
5Y*
1.73%
10Y*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. VIGI - 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%
VIGI
Vanguard International Dividend Appreciation ETF
2.45%2.13%10.83%5.89%-15.65%15.83%4.99%25.37%-10.64%22.53%

Correlation

The correlation between CHDVD.SW and VIGI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.47

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

0.52

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

0.55

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2016

0.56

The correlation between CHDVD.SW and VIGI shifts across timeframes, from 0.44 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CHDVD.SW vs. VIGI — 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

VIGI
VIGI Risk / Return Rank: 1616
Overall Rank
VIGI Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 1515
Sortino Ratio Rank
VIGI Omega Ratio Rank: 1515
Omega Ratio Rank
VIGI Calmar Ratio Rank: 1616
Calmar Ratio Rank
VIGI Martin Ratio Rank: 1818
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. VIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard International Dividend Appreciation ETF (VIGI). 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.SWVIGIDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.12

1.04

+0.08

Calmar ratioReturn relative to maximum drawdown

0.79

0.21

+0.58

Martin ratioReturn relative to average drawdown

2.48

0.60

+1.88

CHDVD.SW vs. VIGI - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.64, which is higher than the VIGI Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of CHDVD.SW and VIGI, 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.SWVIGIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.17

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.13

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.35

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.38

+0.18

Drawdowns

CHDVD.SW vs. VIGI - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, roughly equal to the maximum VIGI drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and VIGI.


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Drawdown Indicators


CHDVD.SWVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-30.28%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-9.60%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-16.52%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-23.37%

+6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-30.28%

+0.19%

Current Drawdown

Current decline from peak

-4.84%

-1.13%

-3.71%

Average Drawdown

Average peak-to-trough decline

-4.55%

-6.10%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.39%

-0.38%

Volatility

CHDVD.SW vs. VIGI - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 4.10% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 2.70%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHDVD.SWVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

2.70%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.38%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

12.18%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

13.88%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

16.06%

-1.44%

CHDVD.SW vs. VIGI - Expense Ratio Comparison

Both CHDVD.SW and VIGI have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CHDVD.SW vs. VIGI - Dividend Comparison

CHDVD.SW's dividend yield for the trailing twelve months is around 3.26%, more than VIGI's 2.14% yield.


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%
VIGI
Vanguard International Dividend Appreciation ETF
2.14%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%0.00%

Frequently Asked Questions


CHDVD.SW and VIGI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CHDVD.SW and VIGI have the same expense ratio: 0.15% per year.

CHDVD.SW is categorized as Europe Equities, while VIGI is Dividend. CHDVD.SW tracks SPI® Select Dividend 20 Index, while VIGI tracks S&P Global Ex-U.S. Dividend Growers Index. They also come from different issuers: iShares and Vanguard.

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