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EXIA.DE vs. CHDVD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXIA.DE vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DAX ESG UCITS ETF (DE) (EXIA.DE) and iShares Swiss Dividend ETF (CH) (CHDVD.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXIA.DE is traded in EUR, while CHDVD.SW is traded in CHF. To make them comparable, the CHDVD.SW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXIA.DE achieves a 4.30% return, which is significantly higher than CHDVD.SW's 2.66% return.


EXIA.DE

1D
0.37%
1M
3.23%
YTD
4.30%
6M
7.19%
1Y
3.51%
3Y*
15.53%
5Y*
8.95%
10Y*

CHDVD.SW

1D
1.15%
1M
0.96%
YTD
2.66%
6M
5.89%
1Y
10.04%
3Y*
11.77%
5Y*
10.74%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXIA.DE vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXIA.DE
iShares DAX ESG UCITS ETF (DE)
4.30%17.20%18.59%21.57%-14.54%4.16%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
2.66%20.19%7.39%16.79%-6.45%18.98%

Correlation

The correlation between EXIA.DE and CHDVD.SW is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.50

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

0.57

Correlation (All Time)
Calculated using the full available price history since May 21, 2021

0.57

The correlation between EXIA.DE and CHDVD.SW has been stable across timeframes, ranging from 0.47 to 0.57 - a consistent structural relationship.

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Return for Risk

EXIA.DE vs. CHDVD.SW — Risk / Return Rank

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

EXIA.DE
EXIA.DE Risk / Return Rank: 1212
Overall Rank
EXIA.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EXIA.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EXIA.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EXIA.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EXIA.DE Martin Ratio Rank: 1313
Martin Ratio Rank

CHDVD.SW
CHDVD.SW Risk / Return Rank: 2121
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 2020
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 2020
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2222
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.

EXIA.DE vs. CHDVD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DAX ESG UCITS ETF (DE) (EXIA.DE) and iShares Swiss Dividend ETF (CH) (CHDVD.SW). 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.


EXIA.DECHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.05

1.15

-0.10

Calmar ratioReturn relative to maximum drawdown

0.30

1.03

-0.73

Martin ratioReturn relative to average drawdown

0.86

3.10

-2.25

EXIA.DE vs. CHDVD.SW - Sharpe Ratio Comparison

The current EXIA.DE Sharpe Ratio is 0.22, which is lower than the CHDVD.SW Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EXIA.DE and CHDVD.SW, 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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Sharpe Ratios by Period


EXIA.DECHDVD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.22

0.81

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.80

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.71

-0.17

Drawdowns

EXIA.DE vs. CHDVD.SW - Drawdown Comparison

The maximum EXIA.DE drawdown since its inception was -28.15%, smaller than the maximum CHDVD.SW drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for EXIA.DE and CHDVD.SW.


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Drawdown Indicators


EXIA.DECHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-29.74%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-9.87%

-1.67%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-13.39%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.15%

-14.29%

-13.86%

Max Drawdown (10Y)

Largest decline over 10 years

-29.74%

Current Drawdown

Current decline from peak

-1.70%

-4.74%

+3.04%

Average Drawdown

Average peak-to-trough decline

-6.05%

-5.03%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.26%

+0.82%

Volatility

EXIA.DE vs. CHDVD.SW - Volatility Comparison

iShares DAX ESG UCITS ETF (DE) (EXIA.DE) has a higher volatility of 4.76% compared to iShares Swiss Dividend ETF (CH) (CHDVD.SW) at 4.43%. This indicates that EXIA.DE's price experiences larger fluctuations and is considered to be riskier than CHDVD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXIA.DECHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.43%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

10.26%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

16.12%

12.65%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

13.45%

+3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

14.70%

+2.22%

EXIA.DE vs. CHDVD.SW - Expense Ratio Comparison

EXIA.DE has a 0.12% expense ratio, which is lower than CHDVD.SW's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EXIA.DE vs. CHDVD.SW - Dividend Comparison

EXIA.DE has not paid dividends to shareholders, while CHDVD.SW's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.23%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
EXIA.DE
iShares DAX ESG UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXIA.DE and CHDVD.SW have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXIA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXIA.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for CHDVD.SW.

EXIA.DE tracks DAX® ESG Target, while CHDVD.SW tracks SPI® Select Dividend 20 Index. Their fees differ too: 0.12% for EXIA.DE and 0.15% for CHDVD.SW.

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