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SCHD vs. VWRL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHD vs. VWRL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SCHD is traded in USD, while VWRL.AS is traded in EUR. To make them comparable, the VWRL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCHD achieves a 18.71% return, which is significantly higher than VWRL.AS's 11.59% return. Both investments have delivered pretty close results over the past 10 years, with SCHD having a 12.65% annualized return and VWRL.AS not far behind at 12.64%.


SCHD

1D
-0.03%
1M
2.12%
YTD
18.71%
6M
19.28%
1Y
26.37%
3Y*
14.73%
5Y*
8.49%
10Y*
12.65%

VWRL.AS

1D
-0.08%
1M
2.08%
YTD
11.59%
6M
12.87%
1Y
28.24%
3Y*
21.05%
5Y*
11.24%
10Y*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. VWRL.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHD
Schwab U.S. Dividend Equity ETF
18.71%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
11.59%22.96%17.81%21.80%-18.84%19.77%15.72%25.27%-9.12%24.36%

Correlation

The correlation between SCHD and VWRL.AS 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

0.35

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

0.47

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.50

Over the past year, the correlation between SCHD and VWRL.AS has dropped to 0.22 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

SCHD vs. VWRL.AS — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8181
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
Martin Ratio Rank

VWRL.AS
VWRL.AS Risk / Return Rank: 7777
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7575
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7979
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
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.

SCHD vs. VWRL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). 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.


SCHDVWRL.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.43

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

5.74

3.17

+2.57

Martin ratioReturn relative to average drawdown

14.06

13.66

+0.40

SCHD vs. VWRL.AS - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 2.43, which is comparable to the VWRL.AS Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of SCHD and VWRL.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHDVWRL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

2.36

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.73

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.79

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.70

+0.16

Drawdowns

SCHD vs. VWRL.AS - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, roughly equal to the maximum VWRL.AS drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for SCHD and VWRL.AS.


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Drawdown Indicators


SCHDVWRL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-33.75%

+0.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-8.89%

+4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-17.19%

+1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-26.23%

+9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-33.75%

+0.38%

Current Drawdown

Current decline from peak

-1.64%

-0.78%

-0.86%

Average Drawdown

Average peak-to-trough decline

-3.32%

-4.79%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.08%

-0.20%

Volatility

SCHD vs. VWRL.AS - Volatility Comparison

The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 2.83%, while Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) has a volatility of 3.46%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than VWRL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDVWRL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

3.46%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

9.19%

-1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

11.98%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

15.24%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

15.70%

+1.02%

SCHD vs. VWRL.AS - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is lower than VWRL.AS's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHD vs. VWRL.AS - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.27%, more than VWRL.AS's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.27%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%

Frequently Asked Questions


SCHD and VWRL.AS 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.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.19% for VWRL.AS.

SCHD is categorized as Dividend, while VWRL.AS is Global Equities. SCHD tracks Dow Jones U.S. Dividend 100 Index, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.06% for SCHD and 0.19% for VWRL.AS.

Portfolio Optimizer

Find the right allocation for SCHD and VWRL.AS

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