SCHD vs. VWRL.AS
SCHD (Schwab U.S. Dividend Equity ETF) and VWRL.AS (Vanguard FTSE All-World UCITS ETF (USD) Distributing) are both exchange-traded funds - SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while VWRL.AS is a Global Equities fund tracking the FTSE All-World Index. Both are passively managed. Over the past 10 years, SCHD returned 12.65%/yr vs 12.64%/yr for VWRL.AS. A 0.50 correlation means they provide meaningful diversification when combined. SCHD charges 0.06%/yr vs 0.19%/yr for VWRL.AS.
Performance
SCHD vs. VWRL.AS - Performance Comparison
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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%
SCHD vs. VWRL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
SCHD
VWRL.AS
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.
| SCHD | VWRL.AS | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHD | VWRL.AS | Difference | |
|---|---|---|---|
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
| SCHD | VWRL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.64% | -0.78% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -4.79% | +1.47% |
Ulcer IndexDepth 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
| SCHD | VWRL.AS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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