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

Performance

VYM vs. CHDVD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard High Dividend Yield ETF (VYM) 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

VYM 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, VYM achieves a 10.82% return, which is significantly higher than CHDVD.SW's 1.44% return. Both investments have delivered pretty close results over the past 10 years, with VYM having a 11.70% annualized return and CHDVD.SW not far ahead at 11.85%.


VYM

1D
-0.08%
1M
1.71%
YTD
10.82%
6M
10.58%
1Y
24.30%
3Y*
17.89%
5Y*
11.33%
10Y*
11.70%

CHDVD.SW

1D
1.22%
1M
-1.01%
YTD
1.44%
6M
6.23%
1Y
11.72%
3Y*
14.79%
5Y*
9.71%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. CHDVD.SW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VYM
Vanguard High Dividend Yield ETF
10.82%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%
CHDVD.SW
iShares Swiss Dividend ETF (CH)
1.44%35.65%1.28%20.40%-11.58%19.44%14.60%36.34%-5.51%21.48%

Correlation

The correlation between VYM and CHDVD.SW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.33

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

0.40

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

0.38

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2014

0.37

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Return for Risk

VYM vs. CHDVD.SW — Risk / Return Rank

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

VYM
VYM Risk / Return Rank: 8080
Overall Rank
VYM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8383
Sortino Ratio Rank
VYM Omega Ratio Rank: 8080
Omega Ratio Rank
VYM Calmar Ratio Rank: 7878
Calmar Ratio Rank
VYM Martin Ratio Rank: 7878
Martin Ratio Rank

CHDVD.SW
CHDVD.SW Risk / Return Rank: 2121
Overall Rank
CHDVD.SW Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
CHDVD.SW Sortino Ratio Rank: 2020
Sortino Ratio Rank
CHDVD.SW Omega Ratio Rank: 2020
Omega Ratio Rank
CHDVD.SW Calmar Ratio Rank: 2020
Calmar Ratio Rank
CHDVD.SW Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard High Dividend Yield ETF (VYM) 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.


VYMCHDVD.SWDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+2.12

Omega ratioGain probability vs. loss probability

1.43

1.15

+0.28

Calmar ratioReturn relative to maximum drawdown

3.65

1.05

+2.59

Martin ratioReturn relative to average drawdown

13.64

3.13

+10.51

VYM vs. CHDVD.SW - Sharpe Ratio Comparison

The current VYM Sharpe Ratio is 2.36, which is higher than the CHDVD.SW Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of VYM 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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Sharpe Ratios by Period


VYMCHDVD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.36

0.82

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.62

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.74

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.58

-0.08

Drawdowns

VYM vs. CHDVD.SW - Drawdown Comparison

The maximum VYM drawdown since its inception was -56.98%, 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 VYM and CHDVD.SW.


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Drawdown Indicators


VYMCHDVD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-56.98%

-30.26%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

-11.46%

+4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.46%

-12.29%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

-23.54%

+7.70%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-30.26%

-4.95%

Current Drawdown

Current decline from peak

-1.89%

-6.49%

+4.60%

Average Drawdown

Average peak-to-trough decline

-7.19%

-5.76%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

3.81%

-2.02%

Volatility

VYM vs. CHDVD.SW - Volatility Comparison

The current volatility for Vanguard High Dividend Yield ETF (VYM) is 2.82%, while iShares Swiss Dividend ETF (CH) (CHDVD.SW) has a volatility of 4.99%. This indicates that VYM experiences smaller price fluctuations and is considered to be less risky 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


VYMCHDVD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

4.99%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

11.88%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

10.35%

14.77%

-4.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.98%

15.78%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

16.04%

+0.31%

VYM vs. CHDVD.SW - Expense Ratio Comparison

VYM has a 0.04% 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

VYM vs. CHDVD.SW - Dividend Comparison

VYM's dividend yield for the trailing twelve months is around 2.22%, less than CHDVD.SW's 3.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CHDVD.SW
iShares Swiss Dividend ETF (CH)
3.23%3.46%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%
VYM
Vanguard High Dividend Yield ETF
2.22%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions


VYM and CHDVD.SW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VYM is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VYM is cheaper with a 0.04% expense ratio, compared with 0.15% for CHDVD.SW.

VYM is categorized as Dividend, while CHDVD.SW is Europe Equities. VYM tracks FTSE High Dividend Yield Index, while CHDVD.SW tracks SPI® Select Dividend 20 Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.04% for VYM and 0.15% for CHDVD.SW.

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