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

Performance

VT vs. SPICHA.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, VT achieves a 9.77% return, which is significantly higher than SPICHA.SW's 3.56% return. Over the past 10 years, VT has outperformed SPICHA.SW with an annualized return of 12.61%, while SPICHA.SW has yielded a comparatively lower 9.95% annualized return.


VT

1D
0.52%
1M
-0.45%
YTD
9.77%
6M
10.59%
1Y
25.47%
3Y*
19.82%
5Y*
10.54%
10Y*
12.61%

SPICHA.SW

1D
1.18%
1M
-0.06%
YTD
3.56%
6M
7.77%
1Y
14.94%
3Y*
12.73%
5Y*
7.43%
10Y*
9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. SPICHA.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
9.77%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
3.56%34.32%-1.27%16.22%-17.68%18.95%14.20%32.02%-9.32%24.87%

Correlation

The correlation between VT and SPICHA.SW is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.45

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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2011

0.46

The correlation between VT and SPICHA.SW shifts across timeframes, from 0.45 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VT vs. SPICHA.SW — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6565
Overall Rank
VT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6464
Sortino Ratio Rank
VT Omega Ratio Rank: 6666
Omega Ratio Rank
VT Calmar Ratio Rank: 5959
Calmar Ratio Rank
VT Martin Ratio Rank: 6969
Martin Ratio Rank

SPICHA.SW
SPICHA.SW Risk / Return Rank: 2626
Overall Rank
SPICHA.SW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SPICHA.SW Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPICHA.SW Omega Ratio Rank: 2727
Omega Ratio Rank
SPICHA.SW Calmar Ratio Rank: 2323
Calmar Ratio Rank
SPICHA.SW Martin Ratio Rank: 2626
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.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.


VTSPICHA.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.16

Calmar ratioReturn relative to maximum drawdown

2.64

1.19

+1.46

Martin ratioReturn relative to average drawdown

11.68

3.85

+7.82

VT vs. SPICHA.SW - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.96, which is higher than the SPICHA.SW Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of VT and SPICHA.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


VTSPICHA.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.07

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.46

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.64

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.52

-0.09

Drawdowns

VT vs. SPICHA.SW - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than SPICHA.SW's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for VT and SPICHA.SW.


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Drawdown Indicators


VTSPICHA.SWDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-27.79%

-22.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-13.01%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-13.54%

-2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-27.79%

+1.41%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-27.79%

-6.45%

Current Drawdown

Current decline from peak

-3.06%

-4.72%

+1.66%

Average Drawdown

Average peak-to-trough decline

-7.02%

-6.69%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

3.98%

-1.79%

Volatility

VT vs. SPICHA.SW - Volatility Comparison

Vanguard Total World Stock ETF (VT) and UBS ETF (CH) – SPI® (CHF) A-dis (SPICHA.SW) have volatilities of 4.55% and 4.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTSPICHA.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

4.39%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

11.58%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

14.53%

-1.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

16.20%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.64%

+1.62%

VT vs. SPICHA.SW - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than SPICHA.SW's 0.10% 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

VT vs. SPICHA.SW - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.63%, less than SPICHA.SW's 2.20% yield.


PositionTTM20252024202320222021202020192018201720162015
SPICHA.SW
UBS ETF (CH) – SPI® (CHF) A-dis
2.20%2.64%2.96%2.94%2.83%2.26%2.55%2.60%3.21%2.62%3.04%2.87%
VT
Vanguard Total World Stock ETF
1.63%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


VT and SPICHA.SW have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.10% for SPICHA.SW.

VT is categorized as Global Equities, while SPICHA.SW is Europe Equities. VT tracks FTSE Global All Cap Index, while SPICHA.SW tracks SPI® Index. They also come from different issuers: Vanguard and UBS. Their fees differ too: 0.06% for VT and 0.10% for SPICHA.SW.

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