ITW vs. SCHD
Compare and contrast key facts about Illinois Tool Works Inc. (ITW) 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
ITW vs. SCHD - Performance Comparison
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ITW vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 6.45% | -0.43% | -0.97% | 21.56% | -8.46% | 23.60% | 16.42% | 45.60% | -22.10% | 38.92% |
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, ITW achieves a 6.45% return, which is significantly lower than SCHD's 12.17% return. Both investments have delivered pretty close results over the past 10 years, with ITW having a 12.29% annualized return and SCHD not far behind at 12.25%.
ITW
- 1D
- 0.10%
- 1M
- -9.95%
- YTD
- 6.45%
- 6M
- 1.52%
- 1Y
- 7.41%
- 3Y*
- 4.72%
- 5Y*
- 5.76%
- 10Y*
- 12.29%
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
ITW vs. SCHD — Risk / Return Rank
ITW
SCHD
ITW vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) 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.
| ITW | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.88 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.64 | 1.32 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.19 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.05 | -0.52 |
Martin ratioReturn relative to average drawdown | 1.35 | 3.55 | -2.21 |
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
| ITW | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.88 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.58 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.74 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.84 | -0.32 |
Correlation
The correlation between ITW and SCHD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ITW vs. SCHD - Dividend Comparison
ITW's dividend yield for the trailing twelve months is around 2.43%, less than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 2.43% | 2.53% | 2.29% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% |
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
ITW vs. SCHD - Drawdown Comparison
The maximum ITW drawdown since its inception was -54.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ITW and SCHD.
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Drawdown Indicators
| ITW | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.90% | -33.37% | -21.53% |
Max Drawdown (1Y)Largest decline over 1 year | -14.49% | -12.74% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.05% | -16.85% | -11.20% |
Max Drawdown (10Y)Largest decline over 10 years | -37.85% | -33.37% | -4.48% |
Current DrawdownCurrent decline from peak | -12.49% | -3.43% | -9.06% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -3.34% | -6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 3.75% | +1.97% |
Volatility
ITW vs. SCHD - Volatility Comparison
Illinois Tool Works Inc. (ITW) has a higher volatility of 5.99% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that ITW'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
| ITW | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 2.33% | +3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 7.96% | +7.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.04% | 15.69% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 14.40% | +6.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 16.70% | +6.98% |