CHDVD.SW vs. VYMI
Compare and contrast key facts about iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard International High Dividend Yield ETF (VYMI).
CHDVD.SW and VYMI 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. VYMI is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US High Dividend Yield Index. It was launched on Feb 25, 2016. Both CHDVD.SW and VYMI 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 VYMI.
Key characteristics
| CHDVD.SW | VYMI | |
|---|---|---|
| YTD Return | 11.36% | 9.97% |
| 1Y Return | 16.73% | 20.31% |
| 3Y Return (Ann) | 3.72% | 6.11% |
| 5Y Return (Ann) | 8.11% | 7.23% |
| Sharpe Ratio | 1.57 | 1.72 |
| Sortino Ratio | 2.18 | 2.36 |
| Omega Ratio | 1.28 | 1.30 |
| Calmar Ratio | 2.29 | 3.09 |
| Martin Ratio | 8.98 | 10.59 |
| Ulcer Index | 1.81% | 1.99% |
| Daily Std Dev | 10.38% | 12.25% |
| Max Drawdown | -30.09% | -40.00% |
| Current Drawdown | -3.78% | -4.52% |
Correlation
The correlation between CHDVD.SW and VYMI is 0.58, 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. VYMI - Performance Comparison
In the year-to-date period, CHDVD.SW achieves a 11.36% return, which is significantly higher than VYMI's 9.97% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CHDVD.SW vs. VYMI - Expense Ratio Comparison
CHDVD.SW has a 0.15% expense ratio, which is lower than VYMI'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. VYMI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Swiss Dividend ETF (CH) (CHDVD.SW) and Vanguard International High Dividend Yield ETF (VYMI). 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. VYMI - Dividend Comparison
CHDVD.SW's dividend yield for the trailing twelve months is around 3.81%, less than VYMI's 4.50% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VYMI Vanguard International High Dividend Yield ETF | 4.50% | 4.58% | 4.71% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% |
Drawdowns
CHDVD.SW vs. VYMI - Drawdown Comparison
The maximum CHDVD.SW drawdown since its inception was -30.09%, smaller than the maximum VYMI drawdown of -40.00%. Use the drawdown chart below to compare losses from any high point for CHDVD.SW and VYMI. For additional features, visit the drawdowns tool.
Volatility
CHDVD.SW vs. VYMI - Volatility Comparison
The current volatility for iShares Swiss Dividend ETF (CH) (CHDVD.SW) is 3.56%, while Vanguard International High Dividend Yield ETF (VYMI) has a volatility of 3.96%. This indicates that CHDVD.SW experiences smaller price fluctuations and is considered to be less risky than VYMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.