CHFUSD=X vs. IDEV
Compare and contrast key facts about USD/CHF (CHFUSD=X) and iShares Core MSCI International Developed Markets ETF (IDEV).
IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or IDEV.
Key characteristics
| CHFUSD=X | IDEV | |
|---|---|---|
| YTD Return | -4.69% | 6.22% |
| 1Y Return | 2.10% | 17.31% |
| 3Y Return (Ann) | 1.32% | 1.37% |
| 5Y Return (Ann) | 2.14% | 6.09% |
| Sharpe Ratio | -0.56 | 1.36 |
| Sortino Ratio | -0.74 | 1.94 |
| Omega Ratio | 0.91 | 1.24 |
| Calmar Ratio | -0.17 | 1.51 |
| Martin Ratio | -0.89 | 7.61 |
| Ulcer Index | 4.10% | 2.32% |
| Daily Std Dev | 6.66% | 12.95% |
| Max Drawdown | -38.65% | -34.77% |
| Current Drawdown | -18.15% | -6.92% |
Correlation
The correlation between CHFUSD=X and IDEV is 0.25, 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
CHFUSD=X vs. IDEV - Performance Comparison
In the year-to-date period, CHFUSD=X achieves a -4.69% return, which is significantly lower than IDEV's 6.22% 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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Risk-Adjusted Performance
CHFUSD=X vs. IDEV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
Drawdowns
CHFUSD=X vs. IDEV - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, which is greater than IDEV's maximum drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and IDEV. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. IDEV - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 2.02%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 3.61%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.