PortfoliosLab logoPortfoliosLab logo
IHYG.L vs. CHDVD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IHYG.L vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) and iShares Swiss Dividend ETF (CH) (CHDVD.SW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IHYG.L 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, IHYG.L achieves a 0.69% return, which is significantly lower than CHDVD.SW's 2.66% return. Over the past 10 years, IHYG.L has underperformed CHDVD.SW with an annualized return of 3.09%, while CHDVD.SW has yielded a comparatively higher 11.61% annualized return.


IHYG.L

1D
0.07%
1M
0.48%
YTD
0.69%
6M
1.34%
1Y
3.29%
3Y*
6.31%
5Y*
2.68%
10Y*
3.09%

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)

IHYG.L vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
0.69%5.32%5.71%11.34%-9.47%3.04%1.14%9.71%-3.57%4.81%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
2.60%20.19%7.39%16.79%-6.45%29.71%4.34%39.30%-0.88%6.55%

Correlation

The correlation between IHYG.L and CHDVD.SW is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.32

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

0.42

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

0.44

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.44

The correlation between IHYG.L and CHDVD.SW shifts across timeframes, from 0.29 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IHYG.L vs. CHDVD.SW — Risk / Return Rank

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

IHYG.L
IHYG.L Risk / Return Rank: 2727
Overall Rank
IHYG.L Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IHYG.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IHYG.L Omega Ratio Rank: 2626
Omega Ratio Rank
IHYG.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
IHYG.L Martin Ratio Rank: 3232
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.

IHYG.L vs. CHDVD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) 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.


IHYG.LCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratioReturn relative to maximum drawdown

1.14

1.03

+0.10

Martin ratioReturn relative to average drawdown

4.71

3.10

+1.61

IHYG.L vs. CHDVD.SW - Sharpe Ratio Comparison

The current IHYG.L Sharpe Ratio is 0.88, which is comparable to the CHDVD.SW Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of IHYG.L 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.


Loading charts...

Sharpe Ratios by Period


IHYG.LCHDVD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.81

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.80

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.79

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.71

-0.09

Drawdowns

IHYG.L vs. CHDVD.SW - Drawdown Comparison

The maximum IHYG.L drawdown since its inception was -25.61%, smaller than the maximum CHDVD.SW drawdown of -29.74%. Use the drawdown chart below to compare losses from any high point for IHYG.L and CHDVD.SW.


Loading charts...

Drawdown Indicators


IHYG.LCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-25.61%

-29.74%

+4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-9.87%

+7.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-13.39%

+9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-14.59%

-14.29%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-29.74%

+4.13%

Current Drawdown

Current decline from peak

-0.16%

-4.74%

+4.58%

Average Drawdown

Average peak-to-trough decline

-2.05%

-5.03%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

3.26%

-2.59%

Volatility

IHYG.L vs. CHDVD.SW - Volatility Comparison

The current volatility for iShares € High Yield Corp Bond UCITS ETF EUR (Dist) (IHYG.L) is 1.01%, while iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a volatility of 4.43%. This indicates that IHYG.L experiences smaller price fluctuations and is considered to be less risky than CHDVD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IHYG.LCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

4.43%

-3.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.07%

10.26%

-7.19%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

12.65%

-9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.44%

13.45%

-8.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.79%

14.70%

-7.91%

IHYG.L vs. CHDVD.SW - Expense Ratio Comparison

IHYG.L has a 0.50% expense ratio, which is higher than CHDVD.SW's 0.15% expense ratio.


Dividends

IHYG.L vs. CHDVD.SW - Dividend Comparison

IHYG.L's dividend yield for the trailing twelve months is around 5.17%, more than CHDVD.SW's 3.23% yield.


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%
IHYG.L
iShares € High Yield Corp Bond UCITS ETF EUR (Dist)
5.17%5.44%6.10%5.41%3.70%3.07%3.67%3.76%3.68%3.77%4.03%4.59%

Frequently Asked Questions


IHYG.L and CHDVD.SW have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CHDVD.SW is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CHDVD.SW is cheaper with a 0.15% expense ratio, compared with 0.50% for IHYG.L.

IHYG.L is categorized as European High Yield Bonds, while CHDVD.SW is Europe Equities. IHYG.L tracks Markit iBoxx Euro Liquid High Yield Index, while CHDVD.SW tracks SPI® Select Dividend 20 Index. Their fees differ too: 0.50% for IHYG.L and 0.15% for CHDVD.SW.

Portfolio Optimizer

Find the right allocation for IHYG.L and CHDVD.SW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer