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QQQ vs. CHDVD.SW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QQQ vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco QQQ ETF (QQQ) 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

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

Returns By Period

In the year-to-date period, QQQ achieves a 17.57% return, which is significantly higher than CHDVD.SW's 3.86% return. Over the past 10 years, QQQ has outperformed CHDVD.SW with an annualized return of 21.79%, while CHDVD.SW has yielded a comparatively lower 12.43% annualized return.


QQQ

1D
0.59%
1M
0.93%
YTD
17.57%
6M
17.85%
1Y
35.82%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%

CHDVD.SW

1D
0.80%
1M
0.53%
YTD
3.86%
6M
7.53%
1Y
13.83%
3Y*
15.70%
5Y*
9.56%
10Y*
12.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QQQ vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QQQ
Invesco QQQ ETF
17.57%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.86%35.65%0.74%20.40%-12.31%19.44%14.60%34.91%-6.07%21.48%

Correlation

The correlation between QQQ and CHDVD.SW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.15

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

0.27

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

0.28

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

0.27

The correlation between QQQ and CHDVD.SW shifts across timeframes, from 0.15 (3 years) to 0.28 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

QQQ vs. CHDVD.SW — Risk / Return Rank

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

QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank

CHDVD.SW
CHDVD.SW Risk / Return Rank: 3232
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 3131
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 3131
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 3030
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 3434
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.

QQQ vs. CHDVD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ ETF (QQQ) 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.

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.


QQQCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.32

Omega ratioGain probability vs. loss probability

1.37

1.17

+0.20

Calmar ratioReturn relative to maximum drawdown

3.01

1.27

+1.74

Martin ratioReturn relative to average drawdown

11.22

3.72

+7.50

QQQ vs. CHDVD.SW - Sharpe Ratio Comparison

The current QQQ Sharpe Ratio is 2.09, which is higher than the CHDVD.SW Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of QQQ 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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Drawdowns

QQQ vs. CHDVD.SW - Drawdown Comparison

The maximum QQQ drawdown since its inception was -82.97%, which is greater than CHDVD.SW's maximum drawdown of -30.26%. Use the drawdown chart below to compare losses from any high point for QQQ and CHDVD.SW.


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Drawdown Indicators


QQQCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-82.97%

-30.26%

-52.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.96%

-11.07%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-22.77%

-12.29%

-10.48%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

-24.17%

-10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

-30.26%

-4.86%

Current Drawdown

Current decline from peak

-3.33%

-4.25%

+0.92%

Average Drawdown

Average peak-to-trough decline

-32.75%

-5.87%

-26.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.77%

-0.57%

Volatility

QQQ vs. CHDVD.SW - Volatility Comparison

Invesco QQQ ETF (QQQ) has a higher volatility of 7.56% compared to iShares Swiss Dividend ETF (CH) (CHDVD.SW) at 4.32%. This indicates that QQQ'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


QQQCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

4.32%

+3.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.81%

11.97%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

14.82%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

15.79%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

16.03%

+6.35%

QQQ vs. CHDVD.SW - Expense Ratio Comparison

QQQ has a 0.18% expense ratio, which is higher than CHDVD.SW's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QQQ vs. CHDVD.SW - Dividend Comparison

QQQ's dividend yield for the trailing twelve months is around 0.39%, less than CHDVD.SW's 3.56% yield.


PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.56%3.46%2.80%3.48%2.55%2.92%3.07%2.34%3.22%3.50%2.70%3.13%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions


QQQ and CHDVD.SW have a correlation of 0.20, 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 0.18% for QQQ.

QQQ is categorized as Nasdaq-100, while CHDVD.SW is Europe Equities. QQQ tracks NASDAQ-100 Index, while CHDVD.SW tracks SPI® Select Dividend 20 Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.18% for QQQ and 0.15% for CHDVD.SW.

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