IDCBY vs. SCHD
Compare and contrast key facts about Industrial and Commercial Bank of China Limited (IDCBY) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IDCBY or SCHD.
Performance
IDCBY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IDCBY achieves a 32.09% return, which is significantly higher than SCHD's 17.35% return. Over the past 10 years, IDCBY has underperformed SCHD with an annualized return of 5.56%, while SCHD has yielded a comparatively higher 11.54% annualized return.
IDCBY
32.09%
-1.08%
7.36%
32.58%
3.48%
5.56%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| IDCBY | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.18 | 2.40 |
| Sortino Ratio | 1.84 | 3.44 |
| Omega Ratio | 1.24 | 1.42 |
| Calmar Ratio | 1.09 | 3.63 |
| Martin Ratio | 7.35 | 12.99 |
| Ulcer Index | 4.47% | 2.05% |
| Daily Std Dev | 27.85% | 11.09% |
| Max Drawdown | -46.03% | -33.37% |
| Current Drawdown | -6.13% | -0.62% |
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Correlation
The correlation between IDCBY and SCHD is 0.14, 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.
Risk-Adjusted Performance
IDCBY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Industrial and Commercial Bank of China Limited (IDCBY) and Schwab US 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.
Dividends
IDCBY vs. SCHD - Dividend Comparison
IDCBY's dividend yield for the trailing twelve months is around 7.07%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDCBY Industrial and Commercial Bank of China Limited | 7.07% | 8.64% | 8.51% | 7.37% | 5.73% | 4.70% | 5.33% | 4.23% | 6.00% | 6.81% | 5.77% | 5.70% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
IDCBY vs. SCHD - Drawdown Comparison
The maximum IDCBY drawdown since its inception was -46.03%, 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. For additional features, visit the drawdowns tool.
Volatility
IDCBY vs. SCHD - Volatility Comparison
Industrial and Commercial Bank of China Limited (IDCBY) has a higher volatility of 8.29% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. 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.