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IS0X.DE vs. CHFUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

IS0X.DE vs. CHFUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global Corporate Bond UCITS ETF (IS0X.DE) and USD/CHF (CHFUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IS0X.DE is traded in EUR, while CHFUSD=X is traded in USD. To make them comparable, the CHFUSD=X values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0X.DE achieves a 1.22% return, which is significantly lower than CHFUSD=X's 1.44% return. Over the past 10 years, IS0X.DE has outperformed CHFUSD=X with an annualized return of 1.91%, while CHFUSD=X has yielded a comparatively lower 1.80% annualized return.


IS0X.DE

1D
0.05%
1M
0.85%
YTD
1.22%
6M
0.79%
1Y
3.24%
3Y*
3.01%
5Y*
0.99%
10Y*
1.91%

CHFUSD=X

1D
-0.12%
1M
-0.32%
YTD
1.44%
6M
2.06%
1Y
2.38%
3Y*
1.90%
5Y*
3.57%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0X.DE vs. CHFUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0X.DE
iShares Global Corporate Bond UCITS ETF
1.22%-2.16%7.10%5.53%-11.18%4.80%0.18%14.28%0.50%-4.36%
CHFUSD=X
USD/CHF
1.44%0.97%-1.18%6.54%4.77%4.29%0.41%3.81%3.79%-8.29%

Correlation

The correlation between IS0X.DE and CHFUSD=X is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.15

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

0.22

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2012

0.24

The correlation between IS0X.DE and CHFUSD=X shifts across timeframes, from -0.07 (1 year) to 0.25 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS0X.DE vs. CHFUSD=X — Risk / Return Rank

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

IS0X.DE
IS0X.DE Risk / Return Rank: 2323
Overall Rank
IS0X.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IS0X.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IS0X.DE Omega Ratio Rank: 1919
Omega Ratio Rank
IS0X.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
IS0X.DE Martin Ratio Rank: 2424
Martin Ratio Rank

CHFUSD=X
CHFUSD=X Risk / Return Rank: 6666
Overall Rank
CHFUSD=X Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CHFUSD=X Sortino Ratio Rank: 6666
Sortino Ratio Rank
CHFUSD=X Omega Ratio Rank: 6565
Omega Ratio Rank
CHFUSD=X Calmar Ratio Rank: 6868
Calmar Ratio Rank
CHFUSD=X Martin Ratio Rank: 6868
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.

IS0X.DE vs. CHFUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Corporate Bond UCITS ETF (IS0X.DE) and USD/CHF (CHFUSD=X). 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.


IS0X.DECHFUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.12

1.09

+0.02

Calmar ratioReturn relative to maximum drawdown

1.41

0.69

+0.71

Martin ratioReturn relative to average drawdown

3.02

1.75

+1.27

IS0X.DE vs. CHFUSD=X - Sharpe Ratio Comparison

The current IS0X.DE Sharpe Ratio is 0.67, which is comparable to the CHFUSD=X Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of IS0X.DE and CHFUSD=X, 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


IS0X.DECHFUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.52

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.59

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.33

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.36

+0.03

Drawdowns

IS0X.DE vs. CHFUSD=X - Drawdown Comparison

The maximum IS0X.DE drawdown since its inception was -13.65%, smaller than the maximum CHFUSD=X drawdown of -18.49%. Use the drawdown chart below to compare losses from any high point for IS0X.DE and CHFUSD=X.


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Drawdown Indicators


IS0X.DECHFUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-13.65%

-18.49%

+4.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.08%

-2.76%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-8.54%

-6.63%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-13.05%

-6.63%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-13.65%

-11.28%

-2.37%

Current Drawdown

Current decline from peak

-3.15%

-1.93%

-1.22%

Average Drawdown

Average peak-to-trough decline

-4.61%

-7.84%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

1.15%

-0.18%

Volatility

IS0X.DE vs. CHFUSD=X - Volatility Comparison

iShares Global Corporate Bond UCITS ETF (IS0X.DE) has a higher volatility of 1.13% compared to USD/CHF (CHFUSD=X) at 0.91%. This indicates that IS0X.DE's price experiences larger fluctuations and is considered to be riskier than CHFUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0X.DECHFUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

0.91%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

2.83%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

3.69%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

5.42%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.56%

5.02%

+1.54%

Frequently Asked Questions


IS0X.DE and CHFUSD=X have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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