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KWT vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KWT vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Kuwait ETF (KWT) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.20%
14.96%
KWT
SCHD

Returns By Period

In the year-to-date period, KWT achieves a 11.34% return, which is significantly lower than SCHD's 18.85% return.


KWT

YTD

11.34%

1M

4.62%

6M

2.21%

1Y

14.24%

5Y (annualized)

N/A

10Y (annualized)

N/A

SCHD

YTD

18.85%

1M

3.78%

6M

14.95%

1Y

27.79%

5Y (annualized)

13.14%

10Y (annualized)

11.69%

Key characteristics


KWTSCHD
Sharpe Ratio1.172.49
Sortino Ratio1.733.58
Omega Ratio1.231.44
Calmar Ratio0.653.79
Martin Ratio5.8613.58
Ulcer Index2.43%2.05%
Daily Std Dev12.17%11.15%
Max Drawdown-25.37%-33.37%
Current Drawdown-10.00%0.00%

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KWT vs. SCHD - Expense Ratio Comparison

KWT has a 0.74% expense ratio, which is higher than SCHD's 0.06% expense ratio.


KWT
iShares MSCI Kuwait ETF
Expense ratio chart for KWT: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.4

The correlation between KWT and SCHD is 0.37, 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

KWT vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Kuwait ETF (KWT) 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.


Sharpe ratio
The chart of Sharpe ratio for KWT, currently valued at 1.17, compared to the broader market0.002.004.001.172.49
The chart of Sortino ratio for KWT, currently valued at 1.73, compared to the broader market-2.000.002.004.006.008.0010.0012.001.733.58
The chart of Omega ratio for KWT, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.44
The chart of Calmar ratio for KWT, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.000.653.79
The chart of Martin ratio for KWT, currently valued at 5.86, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.8613.58
KWT
SCHD

The current KWT Sharpe Ratio is 1.17, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of KWT 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.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.17
2.49
KWT
SCHD

Dividends

KWT vs. SCHD - Dividend Comparison

KWT's dividend yield for the trailing twelve months is around 4.55%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
KWT
iShares MSCI Kuwait ETF
4.55%2.26%4.49%7.65%0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

KWT vs. SCHD - Drawdown Comparison

The maximum KWT drawdown since its inception was -25.37%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KWT and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.00%
0
KWT
SCHD

Volatility

KWT vs. SCHD - Volatility Comparison

The current volatility for iShares MSCI Kuwait ETF (KWT) is 3.20%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.67%. This indicates that KWT experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.20%
3.67%
KWT
SCHD