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

Performance

EXXW.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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

EXXW.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, EXXW.DE achieves a 13.56% return, which is significantly lower than SCHD's 20.43% return. Over the past 10 years, EXXW.DE has underperformed SCHD with an annualized return of 7.08%, while SCHD has yielded a comparatively higher 12.47% annualized return.


EXXW.DE

1D
-0.19%
1M
0.30%
YTD
13.56%
6M
14.04%
1Y
36.22%
3Y*
18.59%
5Y*
10.99%
10Y*
7.08%

SCHD

1D
0.00%
1M
2.89%
YTD
20.43%
6M
19.23%
1Y
25.81%
3Y*
12.28%
5Y*
9.38%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXW.DE vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
13.56%15.94%13.25%9.56%4.03%12.54%-18.74%18.28%-10.70%2.63%
SCHD
Schwab U.S. Dividend Equity ETF
21.18%-8.04%19.03%1.41%2.74%39.59%5.55%30.17%-1.13%6.00%

Correlation

The correlation between EXXW.DE and SCHD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.27

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

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

0.42

Over the past year, the correlation between EXXW.DE and SCHD has dropped to 0.22 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

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Return for Risk

EXXW.DE vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXXW.DE
EXXW.DE Risk / Return Rank: 8989
Overall Rank
EXXW.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EXXW.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
EXXW.DE Omega Ratio Rank: 8787
Omega Ratio Rank
EXXW.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXW.DE Martin Ratio Rank: 9090
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.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.


EXXW.DESCHDDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.53

1.39

+0.14

Calmar ratioReturn relative to maximum drawdown

5.69

6.24

-0.55

Martin ratioReturn relative to average drawdown

20.43

14.97

+5.45

EXXW.DE vs. SCHD - Sharpe Ratio Comparison

The current EXXW.DE Sharpe Ratio is 2.88, which is higher than the SCHD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EXXW.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


EXXW.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

2.22

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.65

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.72

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.88

-0.60

Drawdowns

EXXW.DE vs. SCHD - Drawdown Comparison

The maximum EXXW.DE drawdown since its inception was -66.89%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for EXXW.DE and SCHD.


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Drawdown Indicators


EXXW.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-66.89%

-32.28%

-34.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.34%

-4.15%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-21.40%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-20.10%

-21.40%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-41.88%

-32.28%

-9.60%

Current Drawdown

Current decline from peak

-2.21%

-1.46%

-0.75%

Average Drawdown

Average peak-to-trough decline

-11.54%

-4.43%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.73%

+0.04%

Volatility

EXXW.DE vs. SCHD - Volatility Comparison

The current volatility for iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE) (EXXW.DE) is 2.42%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.99%. This indicates that EXXW.DE 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.


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Volatility by Period


EXXW.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.42%

2.99%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

8.92%

8.53%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

11.74%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

14.60%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.81%

17.44%

-1.63%

EXXW.DE vs. SCHD - Expense Ratio Comparison

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


Dividends

EXXW.DE vs. SCHD - Dividend Comparison

EXXW.DE's dividend yield for the trailing twelve months is around 4.04%, more than SCHD's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
EXXW.DE
iShares Dow Jones Asia Pacific Select Dividend 50 UCITS ETF (DE)
4.04%4.60%5.32%5.98%7.16%5.56%4.64%5.67%5.04%7.91%4.27%5.52%
SCHD
Schwab U.S. Dividend Equity ETF
3.24%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


EXXW.DE and SCHD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.31% for EXXW.DE.

EXXW.DE is categorized as Asia Pacific Equities, while SCHD is Dividend. EXXW.DE tracks Dow Jones Asia/Pacific Select Dividend 50, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.31% for EXXW.DE and 0.06% for SCHD.

Portfolio Optimizer

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