CHFUSD=X vs. VT
Compare and contrast key facts about USD/CHF (CHFUSD=X) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHFUSD=X or VT.
Key characteristics
| CHFUSD=X | VT | |
|---|---|---|
| YTD Return | -4.69% | 18.68% |
| 1Y Return | 2.10% | 29.94% |
| 3Y Return (Ann) | 1.32% | 5.69% |
| 5Y Return (Ann) | 2.14% | 11.38% |
| 10Y Return (Ann) | 0.79% | 9.45% |
| Sharpe Ratio | -0.56 | 2.54 |
| Sortino Ratio | -0.74 | 3.47 |
| Omega Ratio | 0.91 | 1.46 |
| Calmar Ratio | -0.17 | 3.17 |
| Martin Ratio | -0.89 | 16.70 |
| Ulcer Index | 4.10% | 1.79% |
| Daily Std Dev | 6.66% | 11.78% |
| Max Drawdown | -38.65% | -50.27% |
| Current Drawdown | -18.15% | -0.96% |
Correlation
The correlation between CHFUSD=X and VT is 0.16, 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. VT - Performance Comparison
In the year-to-date period, CHFUSD=X achieves a -4.69% return, which is significantly lower than VT's 18.68% return. Over the past 10 years, CHFUSD=X has underperformed VT with an annualized return of 0.79%, while VT has yielded a comparatively higher 9.45% annualized 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. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/CHF (CHFUSD=X) and Vanguard Total World Stock ETF (VT). 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. VT - Drawdown Comparison
The maximum CHFUSD=X drawdown since its inception was -38.65%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for CHFUSD=X and VT. For additional features, visit the drawdowns tool.
Volatility
CHFUSD=X vs. VT - Volatility Comparison
The current volatility for USD/CHF (CHFUSD=X) is 2.02%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.05%. This indicates that CHFUSD=X experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.