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SPICHA.SW vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPICHA.SW vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SPICHA.SW achieves a 2.38% return, which is significantly lower than DGRO's 8.45% return. Over the past 10 years, SPICHA.SW has underperformed DGRO with an annualized return of 7.65%, while DGRO has yielded a comparatively higher 10.95% annualized return.


SPICHA.SW

1D
-0.57%
1M
2.01%
YTD
2.38%
6M
5.46%
1Y
10.61%
3Y*
7.26%
5Y*
4.49%
10Y*
7.65%

DGRO

1D
0.33%
1M
4.07%
YTD
8.45%
6M
7.62%
1Y
17.65%
3Y*
11.70%
5Y*
7.74%
10Y*
10.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPICHA.SW vs. DGRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.38%17.65%6.05%5.82%-16.70%23.29%3.83%29.94%-8.35%19.42%
DGRO
iShares Core Dividend Growth ETF
8.45%1.09%25.81%0.58%-6.65%30.38%0.26%27.66%-1.43%17.78%

Correlation

The correlation between SPICHA.SW and DGRO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.31

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

0.32

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

0.37

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.40

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Return for Risk

SPICHA.SW vs. DGRO — Risk / Return Rank

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

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2525
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2626
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2222
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
Martin Ratio Rank

DGRO
DGRO Risk / Return Rank: 7171
Overall Rank
DGRO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 7676
Sortino Ratio Rank
DGRO Omega Ratio Rank: 7070
Omega Ratio Rank
DGRO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7171
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.

SPICHA.SW vs. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) and iShares Core Dividend Growth ETF (DGRO). 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.


SPICHA.SWDGRODifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.18

1.29

-0.11

Calmar ratioReturn relative to maximum drawdown

0.99

3.44

-2.45

Martin ratioReturn relative to average drawdown

3.47

11.97

-8.50

SPICHA.SW vs. DGRO - Sharpe Ratio Comparison

The current SPICHA.SW Sharpe Ratio is 0.95, which is lower than the DGRO Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SPICHA.SW and DGRO, 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


SPICHA.SWDGRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.60

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.51

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.60

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.58

-0.02

Drawdowns

SPICHA.SW vs. DGRO - Drawdown Comparison

The maximum SPICHA.SW drawdown since its inception was -26.92%, smaller than the maximum DGRO drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for SPICHA.SW and DGRO.


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Drawdown Indicators


SPICHA.SWDGRODifference

Max Drawdown

Largest peak-to-trough decline

-26.92%

-34.81%

+7.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-5.15%

-5.74%

Max Drawdown (3Y)

Largest decline over 3 years

-15.90%

-20.39%

+4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.48%

-20.39%

-1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-26.92%

-34.81%

+7.89%

Current Drawdown

Current decline from peak

-3.00%

0.00%

-3.00%

Average Drawdown

Average peak-to-trough decline

-5.21%

-4.56%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.48%

+1.61%

Volatility

SPICHA.SW vs. DGRO - Volatility Comparison

UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) has a higher volatility of 3.25% compared to iShares Core Dividend Growth ETF (DGRO) at 2.43%. This indicates that SPICHA.SW's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPICHA.SWDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.25%

2.43%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.95%

8.20%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.16%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

15.22%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

18.22%

-4.30%

SPICHA.SW vs. DGRO - Expense Ratio Comparison

SPICHA.SW has a 0.10% expense ratio, which is higher than DGRO's 0.08% 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

SPICHA.SW vs. DGRO - Dividend Comparison

SPICHA.SW's dividend yield for the trailing twelve months is around 2.22%, more than DGRO's 1.96% yield.


PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF
1.96%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.22%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%

Frequently Asked Questions


SPICHA.SW and DGRO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DGRO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DGRO is cheaper with a 0.08% expense ratio, compared with 0.10% for SPICHA.SW.

SPICHA.SW is categorized as Europe Equities, while DGRO is Large Cap Growth Equities. SPICHA.SW tracks SPI® Index, while DGRO tracks Morningstar US Dividend Growth Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.10% for SPICHA.SW and 0.08% for DGRO.

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