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SELD.DE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SELD.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, SELD.DE achieves a 14.08% return, which is significantly lower than SCHD's 20.43% return. Over the past 10 years, SELD.DE has underperformed SCHD with an annualized return of 9.59%, while SCHD has yielded a comparatively higher 12.47% annualized return.


SELD.DE

1D
0.52%
1M
4.00%
YTD
14.08%
6M
19.29%
1Y
32.34%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%

SCHD

1D
0.00%
1M
2.89%
YTD
20.43%
6M
19.23%
1Y
25.81%
3Y*
12.28%
5Y*
9.38%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SELD.DE vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%
SCHD
Schwab U.S. Dividend Equity ETF
21.18%-8.04%19.03%1.41%2.74%39.59%5.55%30.17%-1.13%6.00%

Correlation

The correlation between SELD.DE and SCHD 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

0.20

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

0.27

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

0.36

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.41

The correlation between SELD.DE and SCHD shifts across timeframes, from 0.20 (3 years) to 0.41 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SELD.DE vs. SCHD — Risk / Return Rank

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

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
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.

SELD.DE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) 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.


SELD.DESCHDDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.49

1.39

+0.10

Calmar ratioReturn relative to maximum drawdown

4.79

6.24

-1.45

Martin ratioReturn relative to average drawdown

16.20

14.97

+1.23

SELD.DE vs. SCHD - Sharpe Ratio Comparison

The current SELD.DE Sharpe Ratio is 2.73, which is comparable to the SCHD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SELD.DE 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.


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Sharpe Ratios by Period


SELD.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.22

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.65

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.72

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.88

-0.71

Drawdowns

SELD.DE vs. SCHD - Drawdown Comparison

The maximum SELD.DE drawdown since its inception was -70.30%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for SELD.DE and SCHD.


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Drawdown Indicators


SELD.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-70.30%

-32.28%

-38.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-4.15%

-2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-21.40%

+7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.02%

-21.40%

-1.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.65%

-32.28%

-8.37%

Current Drawdown

Current decline from peak

-1.80%

-1.46%

-0.34%

Average Drawdown

Average peak-to-trough decline

-25.32%

-4.43%

-20.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.73%

+0.26%

Volatility

SELD.DE vs. SCHD - Volatility Comparison

Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a higher volatility of 3.83% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.99%. This indicates that SELD.DE'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.


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Volatility by Period


SELD.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

2.99%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

8.53%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

11.74%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

14.60%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

17.44%

-0.02%

SELD.DE vs. SCHD - Expense Ratio Comparison

SELD.DE has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

SELD.DE vs. SCHD - Dividend Comparison

SELD.DE's dividend yield for the trailing twelve months is around 5.68%, more than SCHD's 3.24% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.24%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


SELD.DE and SCHD 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 0.30% for SELD.DE.

SELD.DE is categorized as Europe Equities, while SCHD is Dividend. SELD.DE tracks STOXX® Europe Select Dividend 30, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Amundi and Charles Schwab. Their fees differ too: 0.30% for SELD.DE and 0.06% for SCHD.

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