SCHX vs. ^W1DOW

Last updated Apr 2, 2026

Compare and contrast key facts about Schwab U.S. Large-Cap ETF (SCHX) and Dow Jones Global Index (^W1DOW).

SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.

Performance

SCHX vs. ^W1DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap ETF (SCHX) and Dow Jones Global Index (^W1DOW). The values are adjusted to include any dividend payments, if applicable.

SCHX vs. ^W1DOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHX Schwab U.S. Large-Cap ETF	-3.70%	17.46%	24.88%	26.84%	-19.41%	26.81%	20.81%	31.22%	-4.66%	21.95%
^W1DOW Dow Jones Global Index	-1.39%	20.33%	14.87%	19.32%	-19.86%	16.24%	14.08%	23.71%	-11.68%	21.83%

Returns By Period

In the year-to-date period, SCHX achieves a -3.70% return, which is significantly lower than ^W1DOW's -1.39% return. Over the past 10 years, SCHX has outperformed ^W1DOW with an annualized return of 14.02%, while ^W1DOW has yielded a comparatively lower 9.40% annualized return.

SCHX

• 1D: 0.78%
• 1M: -4.31%
• YTD: -3.70%
• 6M: -1.70%
• 1Y: 17.91%
• 3Y*: 18.55%
• 5Y*: 11.30%
• 10Y*: 14.02%

^W1DOW

• 1D: 1.89%
• 1M: -5.16%
• YTD: -1.39%
• 6M: 1.10%
• 1Y: 20.09%
• 3Y*: 15.21%
• 5Y*: 7.47%
• 10Y*: 9.40%

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

Return for Risk

SCHX vs. ^W1DOW — Risk / Return Rank

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

SCHX

SCHX Risk / Return Rank: 58
SCHX Sharpe Ratio Rank: 52
SCHX Sortino Ratio Rank: 56
SCHX Omega Ratio Rank: 59
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 67

^W1DOW

^W1DOW Risk / Return Rank: 89
^W1DOW Sharpe Ratio Rank: 85
^W1DOW Sortino Ratio Rank: 86
^W1DOW Omega Ratio Rank: 90
^W1DOW Calmar Ratio Rank: 90
^W1DOW Martin Ratio Rank: 93

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.

SCHX vs. ^W1DOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap ETF (SCHX) and Dow Jones Global Index (^W1DOW). 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.

	SCHX	^W1DOW	Difference
Sharpe ratio Return per unit of total volatility	0.98	1.43	-0.45
Sortino ratio Return per unit of downside risk	1.50	1.96	-0.46
Omega ratio Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio Return relative to maximum drawdown	1.51	2.76	-1.25
Martin ratio Return relative to average drawdown	7.02	13.07	-6.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHX vs. ^W1DOW - Sharpe Ratio Comparison

The current SCHX Sharpe Ratio is 0.98, which is lower than the ^W1DOW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SCHX and ^W1DOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SCHX	^W1DOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	1.43	-0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	0.54	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.61	+0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.33	+0.48

Correlation

The correlation between SCHX and ^W1DOW is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

SCHX vs. ^W1DOW - Drawdown Comparison

The maximum SCHX drawdown since its inception was -34.33%, smaller than the maximum ^W1DOW drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for SCHX and ^W1DOW.

Drawdown Indicators

	SCHX	^W1DOW	Difference
Max Drawdown Largest peak-to-trough decline	-34.33%	-59.33%	+25.00%
Max Drawdown (1Y) Largest decline over 1 year	-12.19%	-11.09%	-1.10%
Max Drawdown (5Y) Largest decline over 5 years	-25.41%	-27.87%	+2.46%
Max Drawdown (10Y) Largest decline over 10 years	-34.33%	-34.28%	-0.05%
Current Drawdown Current decline from peak	-5.67%	-6.13%	+0.46%
Average Drawdown Average peak-to-trough decline	-4.00%	-13.79%	+9.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.00%	+0.62%

Volatility

SCHX vs. ^W1DOW - Volatility Comparison

Schwab U.S. Large-Cap ETF (SCHX) has a higher volatility of 5.36% compared to Dow Jones Global Index (^W1DOW) at 4.69%. This indicates that SCHX's price experiences larger fluctuations and is considered to be riskier than ^W1DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHX	^W1DOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.36%	4.69%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	9.67%	8.11%	+1.56%
Volatility (1Y) Calculated over the trailing 1-year period	18.33%	13.44%	+4.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.13%	13.27%	+3.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	13.56%	+4.57%