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DX.L vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DX.LSCHD

Correlation

-0.50.00.51.00.2

The correlation between DX.L and SCHD is 0.19, 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.

Performance

DX.L vs. SCHD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober0
12.75%
DX.L
SCHD

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Risk-Adjusted Performance

DX.L vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DX (Group) plc (DX.L) 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.


DX.L
Sharpe ratio
The chart of Sharpe ratio for DX.L, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.56
Sortino ratio
The chart of Sortino ratio for DX.L, currently valued at 4.45, compared to the broader market-4.00-2.000.002.004.006.004.45
Omega ratio
The chart of Omega ratio for DX.L, currently valued at 2.16, compared to the broader market0.501.001.502.002.16
Calmar ratio
The chart of Calmar ratio for DX.L, currently valued at 3.38, compared to the broader market0.002.004.006.003.38
Martin ratio
The chart of Martin ratio for DX.L, currently valued at 35.33, compared to the broader market-10.000.0010.0020.0030.0035.33
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.002.51
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.44, compared to the broader market0.501.001.502.001.44
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.30, compared to the broader market-10.000.0010.0020.0030.0014.30

DX.L vs. SCHD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
1.56
2.51
DX.L
SCHD

Dividends

DX.L vs. SCHD - Dividend Comparison

DX.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.43%.


TTM20232022202120202019201820172016201520142013
DX.L
DX (Group) plc
2.11%3.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

DX.L vs. SCHD - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.26%
-1.18%
DX.L
SCHD

Volatility

DX.L vs. SCHD - Volatility Comparison

The current volatility for DX (Group) plc (DX.L) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.78%. This indicates that DX.L experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober0
2.78%
DX.L
SCHD