CLX vs. SCHD
Compare and contrast key facts about The Clorox Company (CLX) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
CLX vs. SCHD - Performance Comparison
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CLX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 4.53% | -35.59% | 17.72% | 4.99% | -17.00% | -11.50% | 34.46% | 2.23% | 6.55% | 27.14% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, CLX achieves a 4.53% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, CLX has underperformed SCHD with an annualized return of 0.89%, while SCHD has yielded a comparatively higher 12.25% annualized return.
CLX
- 1D
- 0.59%
- 1M
- -17.80%
- YTD
- 4.53%
- 6M
- -13.19%
- 1Y
- -26.63%
- 3Y*
- -9.88%
- 5Y*
- -8.63%
- 10Y*
- 0.89%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
CLX vs. SCHD — Risk / Return Rank
CLX
SCHD
CLX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Clorox Company (CLX) and Schwab U.S. Dividend Equity ETF (SCHD). 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.
| CLX | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.12 | 0.88 | -2.00 |
Sortino ratioReturn per unit of downside risk | -1.51 | 1.32 | -2.83 |
Omega ratioGain probability vs. loss probability | 0.83 | 1.19 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.05 | -1.86 |
Martin ratioReturn relative to average drawdown | -1.36 | 3.55 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CLX | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.12 | 0.88 | -2.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.58 | -0.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.04 | 0.74 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.84 | -0.40 |
Correlation
The correlation between CLX and SCHD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CLX vs. SCHD - Dividend Comparison
CLX's dividend yield for the trailing twelve months is around 4.74%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLX The Clorox Company | 4.74% | 4.88% | 2.98% | 3.34% | 3.33% | 2.60% | 2.15% | 2.63% | 2.41% | 2.21% | 2.62% | 2.38% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
CLX vs. SCHD - Drawdown Comparison
The maximum CLX drawdown since its inception was -54.11%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CLX and SCHD.
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Drawdown Indicators
| CLX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -33.37% | -20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -32.53% | -12.74% | -19.79% |
Max Drawdown (5Y)Largest decline over 5 years | -42.40% | -16.85% | -25.55% |
Max Drawdown (10Y)Largest decline over 10 years | -51.76% | -33.37% | -18.39% |
Current DrawdownCurrent decline from peak | -47.82% | -3.43% | -44.39% |
Average DrawdownAverage peak-to-trough decline | -13.26% | -3.34% | -9.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.29% | 3.75% | +15.54% |
Volatility
CLX vs. SCHD - Volatility Comparison
The Clorox Company (CLX) has a higher volatility of 8.64% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that CLX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 2.33% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.25% | 7.96% | +10.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.91% | 15.69% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.05% | 14.40% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 16.70% | +7.22% |