CZMWY vs. SCHD
Compare and contrast key facts about Carl Zeiss Meditec AG ADR (CZMWY) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CZMWY or SCHD.
Performance
CZMWY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, CZMWY achieves a -43.10% return, which is significantly lower than SCHD's 16.58% return. Both investments have delivered pretty close results over the past 10 years, with CZMWY having a 11.40% annualized return and SCHD not far ahead at 11.44%.
CZMWY
-43.10%
-12.77%
-40.35%
-34.12%
-11.42%
11.40%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| CZMWY | SCHD | |
|---|---|---|
| Sharpe Ratio | -0.81 | 2.41 |
| Sortino Ratio | -0.99 | 3.46 |
| Omega Ratio | 0.87 | 1.42 |
| Calmar Ratio | -0.46 | 3.46 |
| Martin Ratio | -1.03 | 13.08 |
| Ulcer Index | 33.17% | 2.04% |
| Daily Std Dev | 42.29% | 11.08% |
| Max Drawdown | -73.35% | -33.37% |
| Current Drawdown | -73.06% | -1.27% |
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Correlation
The correlation between CZMWY and SCHD is 0.21, 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.
Risk-Adjusted Performance
CZMWY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Carl Zeiss Meditec AG ADR (CZMWY) and Schwab US 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.
Dividends
CZMWY vs. SCHD - Dividend Comparison
CZMWY's dividend yield for the trailing twelve months is around 1.94%, less than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CZMWY Carl Zeiss Meditec AG ADR | 1.94% | 1.08% | 0.79% | 0.29% | 1.09% | 0.49% | 0.84% | 0.74% | 1.18% | 1.52% | 2.35% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
CZMWY vs. SCHD - Drawdown Comparison
The maximum CZMWY drawdown since its inception was -73.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CZMWY and SCHD. For additional features, visit the drawdowns tool.
Volatility
CZMWY vs. SCHD - Volatility Comparison
Carl Zeiss Meditec AG ADR (CZMWY) has a higher volatility of 10.10% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that CZMWY'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.