LYB vs. SCHD

Last updated Jul 11, 2026

LYB (LyondellBasell Industries N.V.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, LYB returned 4.51%/yr vs 12.35%/yr for SCHD. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

LYB vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LyondellBasell Industries N.V. (LYB) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYB achieves a 33.10% return, which is significantly higher than SCHD's 20.06% return. Over the past 10 years, LYB has underperformed SCHD with an annualized return of 4.51%, while SCHD has yielded a comparatively higher 12.35% annualized return.

LYB

• 1D: 1.73%
• 1M: -12.74%
• 6M: 18.31%
• YTD: 33.10%
• 1Y: -5.96%
• 3Y*: -9.20%
• 5Y*: -5.00%
• 10Y*: 4.51%

SCHD

• 1D: 0.43%
• 1M: -0.50%
• 6M: 15.35%
• YTD: 20.06%
• 1Y: 22.91%
• 3Y*: 14.03%
• 5Y*: 8.85%
• 10Y*: 12.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYB vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYB LyondellBasell Industries N.V.	33.10%	-35.96%	-17.38%	20.70%	-0.98%	5.07%	2.64%	44.63%	-21.69%	33.72%
SCHD Schwab U.S. Dividend Equity ETF	20.06%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between LYB and SCHD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.58
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.61

Over the past year, the correlation between LYB and SCHD has dropped to 0.38 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

Return for Risk

LYB vs. SCHD — Risk / Return Rank

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

LYB

LYB Risk / Return Rank: 38
LYB Sharpe Ratio Rank: 39
LYB Sortino Ratio Rank: 36
LYB Omega Ratio Rank: 36
LYB Calmar Ratio Rank: 39
LYB Martin Ratio Rank: 40

SCHD

SCHD Risk / Return Rank: 83
SCHD Sharpe Ratio Rank: 80
SCHD Sortino Ratio Rank: 87
SCHD Omega Ratio Rank: 77
SCHD Calmar Ratio Rank: 92
SCHD Martin Ratio Rank: 78

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.

LYB vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LyondellBasell Industries N.V. (LYB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LYB	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.16	2.03	-2.19
Sortino ratio: Return per unit of downside risk	0.10	3.13	-3.03
Omega ratio: Gain probability vs. loss probability	1.01	1.36	-0.35
Calmar ratio: Return relative to maximum drawdown	-0.20	4.81	-5.01
Martin ratio: Return relative to average drawdown	-0.33	11.71	-12.04

LYB vs. SCHD - Sharpe Ratio Comparison

The current LYB Sharpe Ratio is -0.16, which is lower than the SCHD Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LYB and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LYB vs. SCHD - Drawdown Comparison

The maximum LYB drawdown since its inception was -63.26%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for LYB and SCHD.

Drawdown Indicators

	LYB	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-63.26%	-33.37%	-29.89%
Max Drawdown (1Y) Largest decline over 1 year	-35.51%	-4.61%	-30.90%
Max Drawdown (3Y) Largest decline over 3 years	-55.35%	-16.13%	-39.22%
Max Drawdown (5Y) Largest decline over 5 years	-55.35%	-16.85%	-38.50%
Max Drawdown (10Y) Largest decline over 10 years	-63.26%	-33.37%	-29.89%
Current Drawdown Current decline from peak	-37.54%	-0.53%	-37.01%
Average Drawdown Average peak-to-trough decline	-15.22%	-3.31%	-11.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.71%	1.93%	+19.78%

Volatility

LYB vs. SCHD - Volatility Comparison

LyondellBasell Industries N.V. (LYB) has a higher volatility of 9.01% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.54%. This indicates that LYB'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.

Volatility by Period

	LYB	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.01%	3.54%	+5.47%
Volatility (6M) Calculated over the trailing 6-month period	34.45%	7.88%	+26.57%
Volatility (1Y) Calculated over the trailing 1-year period	45.66%	10.95%	+34.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.88%	14.36%	+18.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.75%	16.69%	+20.06%

Dividends

LYB vs. SCHD - Dividend Comparison

LYB's dividend yield for the trailing twelve months is around 7.31%, more than SCHD's 3.23% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LYB LyondellBasell Industries N.V.	7.31%	12.59%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%
SCHD Schwab U.S. Dividend Equity ETF	3.23%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both LYB and SCHD in my portfolio?

LYB and SCHD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LYB or SCHD?

LYB has higher volatility (9.01%) compared to SCHD (3.54%). In terms of maximum drawdown, LYB dropped -63.26% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.03 vs -0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.