SPYI.DE vs. SCHD

In the year-to-date period, SPYI.DE achieves a -2.86% return, which is significantly lower than SCHD's -2.42% return. Over the past 10 years, SPYI.DE has underperformed SCHD with an annualized return of 9.39%, while SCHD has yielded a comparatively higher 10.54% annualized return.

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SPYI.DE has a 0.17% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) and Schwab US 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.

The current SPYI.DE Sharpe Ratio is 0.45, which is higher than the SCHD Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of SPYI.DE and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPYI.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.94%.

The maximum SPYI.DE drawdown since its inception was -34.60%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPYI.DE and SCHD. For additional features, visit the drawdowns tool.

SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) has a higher volatility of 6.05% compared to Schwab US Dividend Equity ETF (SCHD) at 5.08%. This indicates that SPYI.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.