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IDCBY vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDCBY vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Industrial and Commercial Bank of China Limited (IDCBY) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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IDCBY vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IDCBY vs. SCHD — Risk / Return Rank

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

IDCBY
IDCBY Risk / Return Rank: 8181
Overall Rank
IDCBY Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IDCBY Sortino Ratio Rank: 8181
Sortino Ratio Rank
IDCBY Omega Ratio Rank: 7777
Omega Ratio Rank
IDCBY Calmar Ratio Rank: 8181
Calmar Ratio Rank
IDCBY Martin Ratio Rank: 8484
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

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.


IDCBYSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.56

0.88

+0.68

Sortino ratio

Return per unit of downside risk

2.20

1.32

+0.87

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.45

1.05

+1.40

Martin ratio

Return relative to average drawdown

7.54

3.55

+3.98

IDCBY vs. SCHD - Sharpe Ratio Comparison

The current IDCBY Sharpe Ratio is 1.56, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of IDCBY and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IDCBYSCHDDifference

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.


TTM20252024202320222021202020192018201720162015
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


IDCBYSCHDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.11%

-3.43%

+0.32%

Average Drawdown

Average peak-to-trough decline

-49.49%

-3.34%

-46.15%

Ulcer Index

Depth 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


IDCBYSCHDDifference

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%