ICL vs. SCHD
ICL (ICL Group Ltd) 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, ICL returned 8.19%/yr vs 12.70%/yr for SCHD. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
ICL vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, ICL achieves a -9.51% return, which is significantly lower than SCHD's 24.36% return. Over the past 10 years, ICL has underperformed SCHD with an annualized return of 8.19%, while SCHD has yielded a comparatively higher 12.70% annualized return.
ICL
- 1D
- 0.40%
- 1M
- 0.99%
- 6M
- -3.60%
- YTD
- -9.51%
- 1Y
- -15.39%
- 3Y*
- -3.21%
- 5Y*
- -1.58%
- 10Y*
- 8.19%
- ALL TIME*
- 2.37%
SCHD
- 1D
- 0.27%
- 1M
- 3.61%
- 6M
- 13.71%
- YTD
- 24.36%
- 1Y
- 31.89%
- 3Y*
- 14.88%
- 5Y*
- 9.66%
- 10Y*
- 12.70%
- ALL TIME*
- 13.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.23M | $5.69M | $7.88M | |
| $806.58M | $724.91M | $690.35M |
ICL vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICL ICL Group Ltd | -9.51% | 18.12% | 2.81% | -27.23% | -14.74% | 97.88% | 7.98% | -11.61% | 52.00% | 5.43% |
SCHD Schwab U.S. Dividend Equity ETF | 24.36% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between ICL and SCHD is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2014 | 0.37 |
Over the past year, the correlation between ICL and SCHD has dropped to 0.10 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
ICL vs. SCHD — Risk / Return Rank
ICL
SCHD
ICL vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ICL Group Ltd (ICL) 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.
| ICL | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -4.81 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.52 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 6.94 | -7.47 |
| Martin ratioReturn relative to average drawdown | -0.86 | 17.53 | -18.39 |
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Drawdowns
ICL vs. SCHD - Drawdown Comparison
The maximum ICL drawdown since its inception was -63.87%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ICL and SCHD.
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Drawdown Indicators
| ICL | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.87% | -33.37% | -30.50% |
Max Drawdown (1Y)Largest decline over 1 year | -29.21% | -4.61% | -24.60% |
Max Drawdown (3Y)Largest decline over 3 years | -40.40% | -16.13% | -24.27% |
Max Drawdown (5Y)Largest decline over 5 years | -63.87% | -16.85% | -47.02% |
Max Drawdown (10Y)Largest decline over 10 years | -63.87% | -33.37% | -30.50% |
Current DrawdownCurrent decline from peak | -48.68% | -0.97% | -47.71% |
Average DrawdownAverage peak-to-trough decline | -30.58% | -3.29% | -27.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.94% | 1.82% | +16.12% |
Volatility
ICL vs. SCHD - Volatility Comparison
ICL Group Ltd (ICL) has a higher volatility of 9.77% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.82%. This indicates that ICL'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
| ICL | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.77% | 3.82% | +5.95% |
Volatility (6M)Calculated over the trailing 6-month period | 27.80% | 7.99% | +19.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.99% | 11.06% | +27.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.41% | 14.39% | +23.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.61% | 16.73% | +17.88% |
Dividends
ICL vs. SCHD - Dividend Comparison
ICL's dividend yield for the trailing twelve months is around 2.90%, less than SCHD's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICL ICL Group Ltd | 2.90% | 2.29% | 3.96% | 7.34% | 16.15% | 2.58% | 1.82% | 4.45% | 6.65% | 7.23% | 4.23% | 6.73% |
SCHD Schwab U.S. Dividend Equity ETF | 3.12% | 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
ICL and SCHD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ICL has higher volatility (9.77%) compared to SCHD (3.82%). In terms of maximum drawdown, ICL dropped -63.87% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.90 vs -0.40), 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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