PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
LI.PA vs. SCHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LI.PA vs. SCHH

Last updated Jun 4, 2026

LI.PA (Klepierre SA) is a stock, while SCHH (Schwab US REIT ETF) is REIT fund tracking the Dow Jones Equity All REIT Capped Index. Over the past 10 years, LI.PA returned 4.04%/yr vs 3.80%/yr for SCHH. At a 0.28 correlation, their price movements are largely independent.

Performance

LI.PA vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Klepierre SA (LI.PA) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LI.PA is traded in EUR, while SCHH is traded in USD. To make them comparable, the SCHH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LI.PA achieves a 5.17% return, which is significantly lower than SCHH's 12.41% return. Over the past 10 years, LI.PA has outperformed SCHH with an annualized return of 4.04%, while SCHH has yielded a comparatively lower 3.80% annualized return.

LI.PA

1D
-0.12%
1M
1.29%
YTD
5.17%
6M
6.24%
1Y
7.76%
3Y*
22.70%
5Y*
14.71%
10Y*
4.04%

SCHH

1D
0.26%
1M
0.02%
YTD
12.41%
6M
10.71%
1Y
9.86%
3Y*
6.92%
5Y*
3.92%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LI.PA vs. SCHH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LI.PA
Klepierre SA		5.17%28.66%17.45%24.13%11.69%18.41%-42.43%34.58%-22.07%3.30%
SCHH
Schwab US REIT ETF		12.41%-9.93%11.92%7.85%-20.34%51.62%-21.83%25.63%0.23%-9.06%

Correlation

The correlation between LI.PA and SCHH is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2011

0.28

Compare stocks, funds, or ETFs

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

Klepierre SA

Schwab US REIT ETF

Often compared with LI.PA:
LI.PA vs. ACAN.PALI.PA vs. EQRLI.PA vs. CARM.PALI.PA vs. OLI.PA vs. VICILI.PA vs. RITMLI.PA vs. LBS.TO
Often compared with SCHH:
SCHH vs. VNQSCHH vs. SCHDSCHH vs. XLRESCHH vs. FSRNXSCHH vs. FRELSCHH vs. VNQISCHH vs. REET

Return for Risk

LI.PA vs. SCHH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LI.PA
LI.PA Risk / Return Rank: 5353
Overall Rank
LI.PA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
LI.PA Sortino Ratio Rank: 4949
Sortino Ratio Rank
LI.PA Omega Ratio Rank: 4747
Omega Ratio Rank
LI.PA Calmar Ratio Rank: 5656
Calmar Ratio Rank
LI.PA Martin Ratio Rank: 5555
Martin Ratio Rank
SCHH
SCHH Risk / Return Rank: 2727
Overall Rank
SCHH Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 2424
Sortino Ratio Rank
SCHH Omega Ratio Rank: 2424
Omega Ratio Rank
SCHH Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHH Martin Ratio Rank: 3131
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.

LI.PA vs. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Klepierre SA (LI.PA) and Schwab US REIT ETF (SCHH). 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.

LI.PASCHHDifference
Sharpe ratioReturn per unit of total volatility
0.48
0.77

-0.29

Sortino ratioReturn per unit of downside risk
0.79
1.10

-0.32

Omega ratioGain probability vs. loss probability

1.10

1.14

-0.05

Calmar ratioReturn relative to maximum drawdown

0.69

1.41

-0.72

Martin ratioReturn relative to average drawdown

1.49

3.61

-2.12

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LI.PA vs. SCHH - Sharpe Ratio Comparison

The current LI.PA Sharpe Ratio is 0.48, which is lower than the SCHH Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of LI.PA and SCHH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

LI.PASCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

0.77

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.22

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.18

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.39

-0.03

Drawdowns

LI.PA vs. SCHH - Drawdown Comparison

The maximum LI.PA drawdown since its inception was -79.99%, which is greater than SCHH's maximum drawdown of -43.86%. Use the drawdown chart below to compare losses from any high point for LI.PA and SCHH.

Loading charts...

Drawdown Indicators

LI.PASCHHDifference

Max Drawdown

Largest peak-to-trough decline

-79.99%

-43.86%

-36.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-7.00%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.27%

-20.31%

+7.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.90%

-30.83%

+1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

-43.86%

-26.20%

Current Drawdown

Current decline from peak

-2.38%

-6.07%

+3.69%

Average Drawdown

Average peak-to-trough decline

-18.41%

-10.73%

-7.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

2.74%

+2.42%

Volatility

LI.PA vs. SCHH - Volatility Comparison

Klepierre SA (LI.PA) has a higher volatility of 3.95% compared to Schwab US REIT ETF (SCHH) at 3.46%. This indicates that LI.PA's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

LI.PASCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.46%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

9.52%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

12.89%

+3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.03%

18.06%

+7.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.72%

21.14%

+14.58%

Dividends

LI.PA vs. SCHH - Dividend Comparison

LI.PA's dividend yield for the trailing twelve months is around 5.43%, more than SCHH's 2.82% yield.

PositionTTM20252024202320222021202020192018201720162015
LI.PA
Klepierre SA		5.43%5.48%3.60%6.93%7.90%4.80%7.35%6.20%7.27%4.96%4.55%3.90%
SCHH
Schwab US REIT ETF		2.82%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Frequently Asked Questions

LI.PA and SCHH have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for LI.PA and SCHH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer