IDCBY vs. SCHD
Compare and contrast key facts about Industrial and Commercial Bank of China Limited (IDCBY) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
IDCBY vs. SCHD - Performance Comparison
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IDCBY vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 8.84% | 32.13% | 47.21% | 3.91% | -2.05% | -6.39% | -12.54% | 13.02% | -8.08% | 42.02% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, IDCBY achieves a 8.84% return, which is significantly lower than SCHD's 12.17% return. Both investments have delivered pretty close results over the past 10 years, with IDCBY having a 12.36% annualized return and SCHD not far behind at 12.25%.
IDCBY
- 1D
- -0.90%
- 1M
- 8.34%
- YTD
- 8.84%
- 6M
- 22.14%
- 1Y
- 31.01%
- 3Y*
- 28.30%
- 5Y*
- 12.53%
- 10Y*
- 12.36%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
IDCBY vs. SCHD — Risk / Return Rank
IDCBY
SCHD
IDCBY vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) 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.
| IDCBY | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 0.88 | +0.68 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.32 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.45 | 1.05 | +1.40 |
Martin ratioReturn relative to average drawdown | 7.54 | 3.55 | +3.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IDCBY | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 0.88 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.58 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.74 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.84 | -0.69 |
Correlation
The correlation between IDCBY and SCHD is 0.39, 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.
Dividends
IDCBY vs. SCHD - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 4.88%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 4.88% | 7.76% | 6.36% | 8.69% | 8.61% | 7.32% | 4.84% | 3.91% | 4.48% | 3.49% | 12.32% | 7.11% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
IDCBY vs. SCHD - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -78.73%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IDCBY and SCHD.
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Drawdown Indicators
| IDCBY | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.73% | -33.37% | -45.36% |
Max Drawdown (1Y)Largest decline over 1 year | -12.37% | -12.74% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -30.39% | -16.85% | -13.54% |
Max Drawdown (10Y)Largest decline over 10 years | -39.70% | -33.37% | -6.33% |
Current DrawdownCurrent decline from peak | -3.11% | -3.43% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -49.49% | -3.34% | -46.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.75% | +0.27% |
Volatility
IDCBY vs. SCHD - Volatility Comparison
Industrial and Commercial Bank of China Limited (IDCBY) has a higher volatility of 6.05% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that IDCBY'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
| IDCBY | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 2.33% | +3.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.05% | 7.96% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.96% | 15.69% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.29% | 14.40% | +6.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.97% | 16.70% | +6.27% |