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EXSB.DE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXSB.DE vs. SCHD

Last updated Apr 14, 2026

EXSB.DE (iShares DivDAX UCITS ETF (DE)) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds — EXSB.DE is a Europe Equities fund tracking the DivDAX®, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, EXSB.DE returned 8.23%/yr vs 11.80%/yr for SCHD. At 0.40, their price movements are largely independent. EXSB.DE charges 0.31%/yr vs 0.06%/yr for SCHD.

Performance

EXSB.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares DivDAX UCITS ETF (DE) (EXSB.DE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXSB.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXSB.DE achieves a 4.24% return, which is significantly lower than SCHD's 12.45% return. Over the past 10 years, EXSB.DE has underperformed SCHD with an annualized return of 8.23%, while SCHD has yielded a comparatively higher 11.80% annualized return.

EXSB.DE

1D
-0.46%
1M
2.91%
YTD
4.24%
6M
12.00%
1Y
25.81%
3Y*
10.35%
5Y*
6.89%
10Y*
8.23%

SCHD

1D
-0.41%
1M
-2.49%
YTD
12.45%
6M
14.63%
1Y
19.98%
3Y*
9.28%
5Y*
8.41%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXSB.DE vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EXSB.DE
iShares DivDAX UCITS ETF (DE)		4.24%21.72%4.26%17.02%-11.05%13.58%2.20%23.19%-16.62%13.85%
SCHD
Schwab U.S. Dividend Equity ETF		12.45%-8.04%19.03%1.41%2.74%39.59%5.55%30.17%-1.13%6.00%

Correlation

The correlation between EXSB.DE and SCHD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.20

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

0.21

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

0.28

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.40

The correlation between EXSB.DE and SCHD shifts across timeframes, from 0.20 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares DivDAX UCITS ETF (DE)

Schwab U.S. Dividend Equity ETF

Often compared with EXSB.DE:
EXSB.DE vs. EUPE.DEEXSB.DE vs. SC0D.DEEXSB.DE vs. SXRV.DEEXSB.DE vs. ZPRL.DEEXSB.DE vs. NQSE.DEEXSB.DE vs. EUN0.DEEXSB.DE vs. XESP.DE
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

EXSB.DE vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXSB.DE
EXSB.DE Risk / Return Rank: 3939
Overall Rank
EXSB.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EXSB.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EXSB.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EXSB.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EXSB.DE Martin Ratio Rank: 3636
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 6565
Overall Rank
SCHD Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4949
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7272
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.

EXSB.DE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares DivDAX UCITS ETF (DE) (EXSB.DE) 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.

EXSB.DESCHDDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.47

+0.33

Sortino ratio

Return per unit of downside risk

2.50

2.23

+0.27

Omega ratio

Gain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratio

Return relative to maximum drawdown

2.68

4.47

-1.80

Martin ratio

Return relative to average drawdown

7.88

10.91

-3.04

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXSB.DE vs. SCHD - Sharpe Ratio Comparison

The current EXSB.DE Sharpe Ratio is 1.79, which is comparable to the SCHD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EXSB.DE and SCHD, 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

EXSB.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.47

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.58

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.68

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.86

-0.51

Drawdowns

EXSB.DE vs. SCHD - Drawdown Comparison

The maximum EXSB.DE drawdown since its inception was -60.17%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for EXSB.DE and SCHD.

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Drawdown Indicators

EXSB.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-60.17%

-33.37%

-26.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-4.61%

-5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.49%

-16.85%

-8.64%

Max Drawdown (10Y)

Largest decline over 10 years

-41.68%

-33.37%

-8.31%

Current Drawdown

Current decline from peak

-2.61%

-2.79%

+0.18%

Average Drawdown

Average peak-to-trough decline

-12.31%

-3.34%

-8.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

1.87%

+1.49%

Volatility

EXSB.DE vs. SCHD - Volatility Comparison

iShares DivDAX UCITS ETF (DE) (EXSB.DE) has a higher volatility of 5.87% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.79%. This indicates that EXSB.DE'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

EXSB.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

2.79%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

8.52%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

14.48%

13.78%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

14.61%

+2.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

17.45%

+1.22%

EXSB.DE vs. SCHD - Expense Ratio Comparison

EXSB.DE has a 0.31% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

EXSB.DE vs. SCHD - Dividend Comparison

EXSB.DE's dividend yield for the trailing twelve months is around 2.98%, less than SCHD's 3.44% yield.

TTM20252024202320222021202020192018201720162015
EXSB.DE
iShares DivDAX UCITS ETF (DE)		2.98%3.11%3.50%4.55%3.19%2.17%2.19%2.36%2.77%1.65%2.53%3.23%
SCHD
Schwab U.S. Dividend Equity ETF		3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%