SCHW vs. XLF

In the year-to-date period, SCHW achieves a 14.88% return, which is significantly higher than XLF's 3.54% return. Over the past 10 years, SCHW has underperformed XLF with an annualized return of 11.70%, while XLF has yielded a comparatively higher 14.17% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) and Financial Select Sector SPDR Fund (XLF). 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.

The current SCHW Sharpe Ratio is 0.45, which is lower than the XLF Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SCHW and XLF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCHW's dividend yield for the trailing twelve months is around 1.23%, less than XLF's 1.43% yield.

The maximum SCHW drawdown since its inception was -86.79%, which is greater than XLF's maximum drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for SCHW and XLF. For additional features, visit the drawdowns tool.

The Charles Schwab Corporation (SCHW) and Financial Select Sector SPDR Fund (XLF) have volatilities of 6.55% and 6.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.