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

Performance

CHDVD.SW vs. VT - 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 Total World Stock ETF (VT). 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 VT is traded in USD. To make them comparable, the VT 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 VT's 11.92% return. Over the past 10 years, CHDVD.SW has underperformed VT with an annualized return of 9.54%, while VT has yielded a comparatively higher 10.40% 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%

VT

1D
-0.28%
1M
5.85%
YTD
11.92%
6M
11.96%
1Y
24.07%
3Y*
15.46%
5Y*
8.18%
10Y*
10.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHDVD.SW vs. VT - 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%
VT
Vanguard Total World Stock ETF
11.92%6.98%25.68%11.10%-16.88%21.75%6.76%24.66%-8.89%19.21%

Correlation

The correlation between CHDVD.SW and VT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.27

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

0.34

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

0.43

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

0.46

Over the past year, the correlation between CHDVD.SW and VT has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

CHDVD.SW vs. VT — 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

VT
VT Risk / Return Rank: 6767
Overall Rank
VT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6767
Omega Ratio Rank
VT Calmar Ratio Rank: 6060
Calmar Ratio Rank
VT Martin Ratio Rank: 7171
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard Total World Stock ETF (VT). 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.SWVTDifference
Sharpe ratioReturn per unit of total volatility

-1.21

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.12

1.35

-0.23

Calmar ratioReturn relative to maximum drawdown

0.79

3.13

-2.34

Martin ratioReturn relative to average drawdown

2.48

11.42

-8.94

CHDVD.SW vs. VT - Sharpe Ratio Comparison

The current CHDVD.SW Sharpe Ratio is 0.64, which is lower than the VT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CHDVD.SW and VT, 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.SWVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

1.85

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.49

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.57

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.34

+0.22

Drawdowns

CHDVD.SW vs. VT - Drawdown Comparison

The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum VT drawdown of -45.81%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and VT.


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Drawdown Indicators


CHDVD.SWVTDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-45.81%

+15.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-7.72%

-1.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-21.74%

+7.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-21.74%

+4.66%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-34.06%

+3.97%

Current Drawdown

Current decline from peak

-4.84%

-0.28%

-4.56%

Average Drawdown

Average peak-to-trough decline

-4.55%

-7.97%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.11%

+0.90%

Volatility

CHDVD.SW vs. VT - Volatility Comparison

iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 4.10% compared to Vanguard Total World Stock ETF (VT) at 3.22%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHDVD.SWVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

3.22%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.92%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.72%

13.10%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.93%

16.63%

-3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

18.23%

-3.61%

CHDVD.SW vs. VT - Expense Ratio Comparison

CHDVD.SW has a 0.15% expense ratio, which is higher than VT's 0.06% 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. VT - Dividend Comparison

CHDVD.SW's dividend yield for the trailing twelve months is around 3.26%, more than VT's 1.59% 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%
VT
Vanguard Total World Stock ETF
1.59%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


CHDVD.SW and VT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.15% for CHDVD.SW.

CHDVD.SW is categorized as Europe Equities, while VT is Global Equities. CHDVD.SW tracks SPI® Select Dividend 20 Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.15% for CHDVD.SW and 0.06% for VT.

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