CHE vs. URTH
CHE (Chemed Corporation) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, CHE returned 14.54%/yr vs 13.05%/yr for URTH. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
CHE vs. URTH - Performance Comparison
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Returns By Period
In the year-to-date period, CHE achieves a 26.68% return, which is significantly higher than URTH's 11.55% return. Over the past 10 years, CHE has outperformed URTH with an annualized return of 14.54%, while URTH has yielded a comparatively lower 13.05% annualized return.
CHE
- 1D
- 1.56%
- 1M
- 10.40%
- 6M
- 24.52%
- YTD
- 26.68%
- 1Y
- 30.07%
- 3Y*
- 2.09%
- 5Y*
- 3.04%
- 10Y*
- 14.54%
- ALL TIME*
- 9.98%
URTH
- 1D
- 1.22%
- 1M
- 1.58%
- 6M
- 8.69%
- YTD
- 11.55%
- 1Y
- 23.64%
- 3Y*
- 19.83%
- 5Y*
- 11.46%
- 10Y*
- 13.05%
- ALL TIME*
- 12.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $100.12M | $85.69M | $92.33M | |
| $88.61M | $87.13M | $139.76M |
CHE vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHE Chemed Corporation | 26.68% | -18.87% | -9.11% | 14.90% | -3.22% | -0.38% | 21.59% | 55.58% | 17.01% | 52.32% |
URTH iShares MSCI World ETF | 11.55% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Correlation
The correlation between CHE and URTH is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 12, 2012 | 0.36 |
The correlation between CHE and URTH shifts across timeframes, from -0.04 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
CHE vs. URTH — Risk / Return Rank
CHE
URTH
CHE vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chemed Corporation (CHE) and iShares MSCI World ETF (URTH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHE | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.62 | -1.31 |
| Martin ratioReturn relative to average drawdown | 3.21 | 11.33 | -8.12 |
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Drawdowns
CHE vs. URTH - Drawdown Comparison
The maximum CHE drawdown since its inception was -83.78%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for CHE and URTH.
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Drawdown Indicators
| CHE | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.78% | -34.01% | -49.77% |
Max Drawdown (1Y)Largest decline over 1 year | -22.98% | -9.06% | -13.92% |
Max Drawdown (3Y)Largest decline over 3 years | -42.88% | -16.94% | -25.94% |
Max Drawdown (5Y)Largest decline over 5 years | -42.88% | -26.05% | -16.83% |
Max Drawdown (10Y)Largest decline over 10 years | -42.88% | -34.01% | -8.87% |
Current DrawdownCurrent decline from peak | -16.12% | 0.00% | -16.12% |
Average DrawdownAverage peak-to-trough decline | -16.48% | -4.34% | -12.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.39% | 2.09% | +7.30% |
Volatility
CHE vs. URTH - Volatility Comparison
Chemed Corporation (CHE) has a higher volatility of 6.68% compared to iShares MSCI World ETF (URTH) at 3.77%. This indicates that CHE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHE | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.68% | 3.77% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 24.94% | 10.68% | +14.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.24% | 13.05% | +16.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.35% | 16.31% | +9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.95% | 17.20% | +8.75% |
Dividends
CHE vs. URTH - Dividend Comparison
CHE's dividend yield for the trailing twelve months is around 0.44%, less than URTH's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHE Chemed Corporation | 0.44% | 0.51% | 0.34% | 0.27% | 0.29% | 0.26% | 0.25% | 0.28% | 0.41% | 0.44% | 0.62% | 0.61% |
URTH iShares MSCI World ETF | 1.38% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
CHE and URTH have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHE has higher volatility (6.68%) compared to URTH (3.77%). In terms of maximum drawdown, CHE dropped -83.78% vs URTH's -34.01%.
URTH currently has the higher Sharpe Ratio (1.82 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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