ESLOY vs. SCHD
ESLOY (Essilor International SA) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, ESLOY returned 5.99%/yr vs 12.76%/yr for SCHD. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
ESLOY vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, ESLOY achieves a -38.56% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, ESLOY has underperformed SCHD with an annualized return of 5.99%, while SCHD has yielded a comparatively higher 12.76% annualized return.
ESLOY
- 1D
- 0.57%
- 1M
- -4.89%
- 6M
- -36.29%
- YTD
- -38.56%
- 1Y
- -34.13%
- 3Y*
- 0.87%
- 5Y*
- 2.04%
- 10Y*
- 5.99%
- ALL TIME*
- 3.62%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $15.68M | $12.87M | $12.94M | |
| $786.88M | $715.86M | $685.58M |
ESLOY vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | -38.56% | 33.44% | 22.45% | 12.96% | -13.84% | 38.51% | 2.43% | 23.58% | -7.18% | 26.94% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between ESLOY and SCHD is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.43 |
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Return for Risk
ESLOY vs. SCHD — Risk / Return Rank
ESLOY
SCHD
ESLOY vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Essilor International SA (ESLOY) 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.
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.
| ESLOY | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.82 | ||
| Sortino ratioReturn per unit of downside risk | -5.91 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.51 | -0.69 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 6.74 | -7.44 |
| Martin ratioReturn relative to average drawdown | -1.21 | 17.01 | -18.22 |
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Drawdowns
ESLOY vs. SCHD - Drawdown Comparison
The maximum ESLOY drawdown since its inception was -74.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESLOY and SCHD.
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Drawdown Indicators
| ESLOY | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.27% | -33.37% | -40.90% |
Max Drawdown (1Y)Largest decline over 1 year | -49.36% | -4.61% | -44.75% |
Max Drawdown (3Y)Largest decline over 3 years | -49.36% | -16.13% | -33.23% |
Max Drawdown (5Y)Largest decline over 5 years | -49.36% | -16.85% | -32.51% |
Max Drawdown (10Y)Largest decline over 10 years | -49.36% | -33.37% | -15.99% |
Current DrawdownCurrent decline from peak | -47.57% | -1.24% | -46.33% |
Average DrawdownAverage peak-to-trough decline | -21.21% | -3.30% | -17.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.69% | 1.82% | +26.87% |
Volatility
ESLOY vs. SCHD - Volatility Comparison
Essilor International SA (ESLOY) has a higher volatility of 7.84% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that ESLOY'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
| ESLOY | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 4.11% | +3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 28.06% | 8.11% | +19.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.49% | 11.13% | +23.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.77% | 14.39% | +14.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.29% | 16.72% | +10.57% |
Dividends
ESLOY vs. SCHD - Dividend Comparison
ESLOY's dividend yield for the trailing twelve months is around 2.47%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESLOY Essilor International SA | 2.47% | 1.42% | 1.75% | 1.76% | 1.46% | 0.62% | 0.90% | 1.49% | 1.49% | 3.64% | 2.21% | 0.91% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
ESLOY and SCHD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ESLOY has higher volatility (7.84%) compared to SCHD (4.11%). In terms of maximum drawdown, ESLOY dropped -74.27% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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