CHDVD.SW vs. VWRL.AS
Compare and contrast key facts about iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard FTSE All-World UCITS ETF (VWRL.AS).
CHDVD.SW and VWRL.AS 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. VWRL.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on May 22, 2012. Both CHDVD.SW and VWRL.AS 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 VWRL.AS.
Key characteristics
CHDVD.SW | VWRL.AS | |
---|---|---|
YTD Return | 9.81% | 24.71% |
1Y Return | 13.47% | 30.21% |
3Y Return (Ann) | 3.23% | 8.56% |
5Y Return (Ann) | 7.72% | 11.89% |
10Y Return (Ann) | 7.82% | 10.94% |
Sharpe Ratio | 1.39 | 2.87 |
Sortino Ratio | 1.94 | 3.80 |
Omega Ratio | 1.25 | 1.59 |
Calmar Ratio | 2.34 | 3.72 |
Martin Ratio | 7.82 | 18.20 |
Ulcer Index | 1.87% | 1.65% |
Daily Std Dev | 10.48% | 10.43% |
Max Drawdown | -30.09% | -33.27% |
Current Drawdown | -5.12% | -0.18% |
Correlation
The correlation between CHDVD.SW and VWRL.AS is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CHDVD.SW vs. VWRL.AS - Performance Comparison
In the year-to-date period, CHDVD.SW achieves a 9.81% return, which is significantly lower than VWRL.AS's 24.71% return. Over the past 10 years, CHDVD.SW has underperformed VWRL.AS with an annualized return of 7.82%, while VWRL.AS has yielded a comparatively higher 10.94% 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. VWRL.AS - Expense Ratio Comparison
CHDVD.SW has a 0.15% expense ratio, which is lower than VWRL.AS's 0.22% expense ratio. Despite the difference, 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. VWRL.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard FTSE All-World UCITS ETF (VWRL.AS). 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. VWRL.AS - Dividend Comparison
CHDVD.SW's dividend yield for the trailing twelve months is around 3.86%, more than VWRL.AS's 1.43% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares Swiss Dividend ETF (CH) | 3.86% | 3.48% | 3.48% | 2.92% | 3.07% | 3.25% | 3.83% | 3.50% | 2.70% | 3.13% | 0.34% | 0.00% |
Vanguard FTSE All-World UCITS ETF | 1.43% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
Drawdowns
CHDVD.SW vs. VWRL.AS - Drawdown Comparison
The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum VWRL.AS drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and VWRL.AS. For additional features, visit the drawdowns tool.
Volatility
CHDVD.SW vs. VWRL.AS - Volatility Comparison
iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a higher volatility of 3.80% compared to Vanguard FTSE All-World UCITS ETF (VWRL.AS) at 2.99%. This indicates that CHDVD.SW's price experiences larger fluctuations and is considered to be riskier than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.