TSWE.AS vs. SCHD
TSWE.AS (VanEck Sustainable World Equal Weight UCITS ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - TSWE.AS is a Global Equities fund tracking the MSCI ACWI NR USD, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, TSWE.AS returned 12.01%/yr vs 12.52%/yr for SCHD. At a 0.49 correlation, their price movements are largely independent. TSWE.AS charges 0.20%/yr vs 0.06%/yr for SCHD.
Performance
TSWE.AS vs. SCHD - Performance Comparison
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Different Trading Currencies
TSWE.AS 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, TSWE.AS achieves a 13.49% return, which is significantly lower than SCHD's 20.22% return. Both investments have delivered pretty close results over the past 10 years, with TSWE.AS having a 12.01% annualized return and SCHD not far ahead at 12.52%.
TSWE.AS
- 1D
- -0.19%
- 1M
- 7.45%
- YTD
- 13.49%
- 6M
- 16.16%
- 1Y
- 26.33%
- 3Y*
- 17.11%
- 5Y*
- 11.64%
- 10Y*
- 12.01%
SCHD
- 1D
- 0.00%
- 1M
- 3.25%
- YTD
- 20.22%
- 6M
- 19.07%
- 1Y
- 24.41%
- 3Y*
- 11.97%
- 5Y*
- 9.34%
- 10Y*
- 12.52%
TSWE.AS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 13.49% | 13.10% | 17.22% | 16.38% | -13.18% | 29.50% | 5.58% | 26.46% | -5.21% | 8.51% |
SCHD Schwab U.S. Dividend Equity ETF | 20.43% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 5.55% | 30.17% | -1.13% | 6.00% |
Correlation
The correlation between TSWE.AS and SCHD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 16, 2013 | 0.49 |
Over the past year, the correlation between TSWE.AS and SCHD has dropped to 0.23 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.
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Return for Risk
TSWE.AS vs. SCHD — Risk / Return Rank
TSWE.AS
SCHD
TSWE.AS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) 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.
| TSWE.AS | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.26 | 5.90 | -2.64 |
| Martin ratioReturn relative to average drawdown | 12.78 | 14.17 | -1.40 |
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
| TSWE.AS | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.10 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.64 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.72 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.88 | -0.15 |
Drawdowns
TSWE.AS vs. SCHD - Drawdown Comparison
The maximum TSWE.AS drawdown since its inception was -33.67%, roughly equal to the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for TSWE.AS and SCHD.
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Drawdown Indicators
| TSWE.AS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.67% | -32.28% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -7.97% | -4.15% | -3.82% |
Max Drawdown (3Y)Largest decline over 3 years | -19.53% | -21.40% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.53% | -21.40% | +1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -33.67% | -32.28% | -1.39% |
Current DrawdownCurrent decline from peak | -0.19% | -1.63% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -4.83% | -4.43% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 1.73% | +0.32% |
Volatility
TSWE.AS vs. SCHD - Volatility Comparison
VanEck Sustainable World Equal Weight UCITS ETF (TSWE.AS) has a higher volatility of 3.66% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.87%. This indicates that TSWE.AS'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
| TSWE.AS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 2.87% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.92% | 8.51% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.76% | 11.77% | +0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.65% | 14.59% | -0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 17.44% | -2.51% |
TSWE.AS vs. SCHD - Expense Ratio Comparison
TSWE.AS has a 0.20% 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%.
Dividends
TSWE.AS vs. SCHD - Dividend Comparison
TSWE.AS's dividend yield for the trailing twelve months is around 2.57%, less than SCHD's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.26% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
TSWE.AS VanEck Sustainable World Equal Weight UCITS ETF | 2.57% | 1.94% | 2.18% | 2.23% | 2.38% | 1.64% | 1.88% | 2.34% | 2.45% | 2.09% | 1.85% | 1.87% |
Frequently Asked Questions
TSWE.AS and SCHD have a correlation of 0.23, 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 0.20% for TSWE.AS.
TSWE.AS is categorized as Global Equities, while SCHD is Dividend. TSWE.AS tracks MSCI ACWI NR USD, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: VanEck and Charles Schwab. Their fees differ too: 0.20% for TSWE.AS and 0.06% for SCHD.
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