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

Correlation

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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.89%
4.56%
KWT
SCHD

Key characteristics

Sharpe Ratio

KWT:

1.15

SCHD:

1.19

Sortino Ratio

KWT:

1.68

SCHD:

1.76

Omega Ratio

KWT:

1.23

SCHD:

1.21

Calmar Ratio

KWT:

0.78

SCHD:

1.70

Martin Ratio

KWT:

5.47

SCHD:

4.36

Ulcer Index

KWT:

2.43%

SCHD:

3.10%

Daily Std Dev

KWT:

11.53%

SCHD:

11.38%

Max Drawdown

KWT:

-25.37%

SCHD:

-33.37%

Current Drawdown

KWT:

-0.73%

SCHD:

-3.68%

Returns By Period

In the year-to-date period, KWT achieves a 10.34% return, which is significantly higher than SCHD's 3.15% return.


KWT

YTD

10.34%

1M

7.32%

6M

10.08%

1Y

12.39%

5Y*

N/A

10Y*

N/A

SCHD

YTD

3.15%

1M

0.68%

6M

4.27%

1Y

13.92%

5Y*

11.66%

10Y*

11.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%

Risk-Adjusted Performance

KWT vs. SCHD — Risk-Adjusted Performance Rank

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

KWT
The Risk-Adjusted Performance Rank of KWT is 4545
Overall Rank
The Sharpe Ratio Rank of KWT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of KWT is 4545
Sortino Ratio Rank
The Omega Ratio Rank of KWT is 5050
Omega Ratio Rank
The Calmar Ratio Rank of KWT is 3434
Calmar Ratio Rank
The Martin Ratio Rank of KWT is 5252
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4848
Overall Rank
The Sharpe Ratio Rank of SCHD is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.15, compared to the broader market0.002.004.001.151.19
The chart of Sortino ratio for KWT, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.0012.001.681.76
The chart of Omega ratio for KWT, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.21
The chart of Calmar ratio for KWT, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.781.70
The chart of Martin ratio for KWT, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.474.36
KWT
SCHD

The current KWT Sharpe Ratio is 1.15, which is comparable to the SCHD Sharpe Ratio of 1.19. 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.15
1.19
KWT
SCHD

Dividends

KWT vs. SCHD - Dividend Comparison

KWT's dividend yield for the trailing twelve months is around 5.52%, more than SCHD's 3.53% yield.


TTM20242023202220212020201920182017201620152014
KWT
iShares MSCI Kuwait ETF
5.52%6.09%2.26%4.49%7.65%0.27%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.53%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.73%
-3.68%
KWT
SCHD

Volatility

KWT vs. SCHD - Volatility Comparison

iShares MSCI Kuwait ETF (KWT) has a higher volatility of 4.08% compared to Schwab US Dividend Equity ETF (SCHD) at 3.33%. This indicates that KWT'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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%SeptemberOctoberNovemberDecember2025February
4.08%
3.33%
KWT
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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