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CHSPI.SW vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

CHSPI.SW vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in iShares Core SPI® ETF (CH) (CHSPI.SW) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CHSPI.SW is traded in CHF, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, CHSPI.SW achieves a 9.99% return, which is significantly lower than ^GSPC's 10.80% return. Over the past 10 years, CHSPI.SW has underperformed ^GSPC with an annualized return of 7.54%, while ^GSPC has yielded a comparatively higher 10.93% annualized return.


CHSPI.SW

1D
0.33%
1M
3.32%
6M
8.11%
YTD
9.99%
1Y
20.09%
3Y*
9.91%
5Y*
4.60%
10Y*
7.54%

^GSPC

1D
-1.25%
1M
1.38%
6M
8.07%
YTD
10.80%
1Y
18.86%
3Y*
15.50%
5Y*
8.64%
10Y*
10.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHSPI.SW vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CHSPI.SW
iShares Core SPI® ETF (CH)
9.99%16.71%4.30%5.96%-17.11%21.38%3.01%28.77%-10.05%18.47%
^GSPC
S&P 500 Index
10.80%1.70%33.03%13.11%-18.34%30.63%6.46%26.69%-5.33%14.35%

Correlation

The correlation between CHSPI.SW and ^GSPC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2014

0.39

Over the past year, the correlation between CHSPI.SW and ^GSPC has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

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Return for Risk

CHSPI.SW vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHSPI.SW
CHSPI.SW Risk / Return Rank: 6060
Overall Rank
CHSPI.SW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CHSPI.SW Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHSPI.SW Omega Ratio Rank: 6868
Omega Ratio Rank
CHSPI.SW Calmar Ratio Rank: 4545
Calmar Ratio Rank
CHSPI.SW Martin Ratio Rank: 5353
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 5858
Overall Rank
^GSPC Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5454
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 5656
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5252
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHSPI.SW vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core SPI® ETF (CH) (CHSPI.SW) and S&P 500 Index (^GSPC). 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.


CHSPI.SW^GSPCDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

1.85

2.06

-0.21

Martin ratioReturn relative to average drawdown

7.03

6.84

+0.19

CHSPI.SW vs. ^GSPC - Sharpe Ratio Comparison

The current CHSPI.SW Sharpe Ratio is 1.70, which is comparable to the ^GSPC Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CHSPI.SW and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHSPI.SW vs. ^GSPC - Drawdown Comparison

The maximum CHSPI.SW drawdown since its inception was -26.98%, smaller than the maximum ^GSPC drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for CHSPI.SW and ^GSPC.


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Drawdown Indicators


CHSPI.SW^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-26.98%

-56.50%

+29.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.00%

-9.21%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-24.92%

+8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-24.92%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

-33.88%

+6.90%

Current Drawdown

Current decline from peak

-0.86%

-1.75%

+0.89%

Average Drawdown

Average peak-to-trough decline

-6.09%

-13.71%

+7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.76%

+0.12%

Volatility

CHSPI.SW vs. ^GSPC - Volatility Comparison

The current volatility for iShares Core SPI® ETF (CH) (CHSPI.SW) is 2.95%, while S&P 500 Index (^GSPC) has a volatility of 3.25%. This indicates that CHSPI.SW experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHSPI.SW^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.25%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

10.22%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

11.98%

13.71%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

18.25%

-4.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.14%

19.56%

-5.42%

Frequently Asked Questions


CHSPI.SW and ^GSPC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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