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

Performance

VXUS vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total International Stock ETF (VXUS) 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

VXUS 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, VXUS achieves a 13.69% return, which is significantly higher than CHDVD.SW's 3.86% return. Over the past 10 years, VXUS has underperformed CHDVD.SW with an annualized return of 10.22%, while CHDVD.SW has yielded a comparatively higher 12.43% annualized return.


VXUS

1D
0.40%
1M
0.78%
YTD
13.69%
6M
15.52%
1Y
30.12%
3Y*
18.37%
5Y*
8.32%
10Y*
10.22%

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)

VXUS vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXUS
Vanguard Total International Stock ETF
13.69%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%27.46%
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 VXUS and CHDVD.SW is 0.53, 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

0.53

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

0.51

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

0.56

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

0.56

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

0.54

The correlation between VXUS and CHDVD.SW has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.

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Return for Risk

VXUS vs. CHDVD.SW — Risk / Return Rank

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

VXUS
VXUS Risk / Return Rank: 6161
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6363
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5858
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6262
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.


VXUSCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+0.83

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratioReturn relative to maximum drawdown

2.53

1.27

+1.26

Martin ratioReturn relative to average drawdown

9.72

3.72

+6.00

VXUS vs. CHDVD.SW - Sharpe Ratio Comparison

The current VXUS Sharpe Ratio is 1.77, which is higher than the CHDVD.SW Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VXUS 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

VXUS vs. CHDVD.SW - Drawdown Comparison

The maximum VXUS drawdown since its inception was -35.97%, 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 VXUS and CHDVD.SW.


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Drawdown Indicators


VXUSCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-35.97%

-30.26%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.27%

-11.07%

-0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-13.58%

-12.29%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-24.17%

-5.27%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

-30.26%

-5.71%

Current Drawdown

Current decline from peak

-1.47%

-4.25%

+2.78%

Average Drawdown

Average peak-to-trough decline

-8.21%

-5.87%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.77%

-0.84%

Volatility

VXUS vs. CHDVD.SW - Volatility Comparison

Vanguard Total International Stock ETF (VXUS) has a higher volatility of 6.71% compared to iShares Swiss Dividend ETF (CH) (CHDVD.SW) at 4.32%. This indicates that VXUS'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


VXUSCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.71%

4.32%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

14.02%

11.97%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.09%

14.82%

+1.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

15.79%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.20%

16.03%

+1.17%

VXUS vs. CHDVD.SW - Expense Ratio Comparison

VXUS has a 0.05% expense ratio, which is lower than CHDVD.SW's 0.15% 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

VXUS vs. CHDVD.SW - Dividend Comparison

VXUS's dividend yield for the trailing twelve months is around 2.67%, 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%
VXUS
Vanguard Total International Stock ETF
2.67%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


VXUS and CHDVD.SW have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.15% for CHDVD.SW.

VXUS is categorized as Global Equities, while CHDVD.SW is Europe Equities. VXUS tracks FTSE Global All Cap ex US Index, while CHDVD.SW tracks SPI® Select Dividend 20 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VXUS and 0.15% for CHDVD.SW.

Portfolio Optimizer

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