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CHFUSD=X vs. IDEV
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

CHFUSD=X vs. IDEV

Last updated May 11, 2025

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.

Correlation

The correlation between CHFUSD=X and IDEV is 0.05, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in USD/CHF (CHFUSD=X) and iShares Core MSCI International Developed Markets ETF (IDEV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CHFUSD=X:

0.85

IDEV:

0.66

Sortino Ratio

CHFUSD=X:

1.59

IDEV:

1.10

Omega Ratio

CHFUSD=X:

1.19

IDEV:

1.15

Calmar Ratio

CHFUSD=X:

0.38

IDEV:

0.90

Martin Ratio

CHFUSD=X:

1.83

IDEV:

2.84

Ulcer Index

CHFUSD=X:

4.45%

IDEV:

4.23%

Daily Std Dev

CHFUSD=X:

8.55%

IDEV:

17.14%

Max Drawdown

CHFUSD=X:

-38.65%

IDEV:

-34.77%

Current Drawdown

CHFUSD=X:

-13.10%

IDEV:

-0.08%

Returns By Period

In the year-to-date period, CHFUSD=X achieves a 9.07% return, which is significantly lower than IDEV's 12.72% return.

CHFUSD=X

YTD

9.07%

1M

-0.98%

6M

5.26%

1Y

8.97%

5Y*

2.96%

10Y*

0.93%

IDEV

YTD

12.72%

1M

11.53%

6M

9.25%

1Y

11.18%

5Y*

11.95%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CHFUSD=X vs. IDEV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CHFUSD=X
The Risk-Adjusted Performance Rank of CHFUSD=X is 8686
Overall Rank
The Sharpe Ratio Rank of CHFUSD=X is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of CHFUSD=X is 8989
Sortino Ratio Rank
The Omega Ratio Rank of CHFUSD=X is 8686
Omega Ratio Rank
The Calmar Ratio Rank of CHFUSD=X is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CHFUSD=X is 8080
Martin Ratio Rank
IDEV
The Risk-Adjusted Performance Rank of IDEV is 7373
Overall Rank
The Sharpe Ratio Rank of IDEV is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IDEV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IDEV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IDEV is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IDEV is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

The current CHFUSD=X Sharpe Ratio is 0.85, which is comparable to the IDEV Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CHFUSD=X and IDEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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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.

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Volatility

CHFUSD=X vs. IDEV - Volatility Comparison

The current volatility for USD/CHF (CHFUSD=X) is 3.44%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 4.41%. 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.

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