CHDVD.SW vs. VTI
Compare and contrast key facts about iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard Total Stock Market ETF (VTI).
CHDVD.SW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CHDVD.SW is a passively managed fund by iShares that tracks the performance of the SPI® Select Dividend 20 Index. It was launched on Apr 28, 2014. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both CHDVD.SW and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHDVD.SW or VTI.
Key characteristics
| CHDVD.SW | VTI | |
|---|---|---|
| YTD Return | 11.36% | 26.70% |
| 1Y Return | 16.73% | 38.81% |
| 3Y Return (Ann) | 3.72% | 8.86% |
| 5Y Return (Ann) | 8.11% | 15.46% |
| 10Y Return (Ann) | 7.98% | 12.95% |
| Sharpe Ratio | 1.57 | 3.23 |
| Sortino Ratio | 2.18 | 4.29 |
| Omega Ratio | 1.28 | 1.60 |
| Calmar Ratio | 2.29 | 4.77 |
| Martin Ratio | 8.98 | 21.07 |
| Ulcer Index | 1.81% | 1.94% |
| Daily Std Dev | 10.38% | 12.59% |
| Max Drawdown | -30.09% | -55.45% |
| Current Drawdown | -3.78% | 0.00% |
Correlation
The correlation between CHDVD.SW and VTI is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CHDVD.SW vs. VTI - Performance Comparison
In the year-to-date period, CHDVD.SW achieves a 11.36% return, which is significantly lower than VTI's 26.70% return. Over the past 10 years, CHDVD.SW has underperformed VTI with an annualized return of 7.98%, while VTI has yielded a comparatively higher 12.95% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CHDVD.SW vs. VTI - Expense Ratio Comparison
CHDVD.SW has a 0.15% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
CHDVD.SW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
CHDVD.SW vs. VTI - Dividend Comparison
CHDVD.SW's dividend yield for the trailing twelve months is around 3.81%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHDVD.SW iShares Swiss Dividend ETF (CH) | 3.81% | 3.48% | 3.48% | 2.92% | 3.07% | 3.25% | 3.83% | 3.50% | 2.70% | 3.13% | 0.34% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CHDVD.SW vs. VTI - Drawdown Comparison
The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and VTI. For additional features, visit the drawdowns tool.
Volatility
CHDVD.SW vs. VTI - Volatility Comparison
The current volatility for iShares Swiss Dividend ETF (CH) (CHDVD.SW) is 3.56%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.07%. This indicates that CHDVD.SW experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.