TUI1.DE vs. SCHC

Last updated Jun 4, 2026

TUI1.DE (TUI AG) is a stock, while SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux). Over the past 10 years, TUI1.DE returned -13.35%/yr vs 7.79%/yr for SCHC. At a 0.41 correlation, their price movements are largely independent.

Performance

TUI1.DE vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in TUI AG (TUI1.DE) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

TUI1.DE is traded in EUR, while SCHC is traded in USD. To make them comparable, the SCHC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TUI1.DE achieves a -23.09% return, which is significantly lower than SCHC's 10.80% return. Over the past 10 years, TUI1.DE has underperformed SCHC with an annualized return of -13.35%, while SCHC has yielded a comparatively higher 7.79% annualized return.

TUI1.DE

• 1D: -0.23%
• 1M: 9.98%
• YTD: -23.09%
• 6M: -15.63%
• 1Y: -6.90%
• 3Y*: 4.19%
• 5Y*: -20.22%
• 10Y*: -13.35%

SCHC

• 1D: -1.05%
• 1M: 1.24%
• YTD: 10.80%
• 6M: 12.69%
• 1Y: 24.91%
• 3Y*: 14.83%
• 5Y*: 7.18%
• 10Y*: 7.79%

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

TUI1.DE vs. SCHC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TUI1.DE TUI AG	-23.09%	7.62%	18.18%	-12.23%	-42.03%	-2.24%	-52.24%	2.10%	-24.76%	34.92%
SCHC Schwab International Small-Cap Equity ETF	10.80%	21.26%	8.70%	10.93%	-16.89%	20.40%	1.37%	25.88%	-14.78%	13.51%

Correlation

The correlation between TUI1.DE and SCHC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jan 15, 2010	0.41

Return for Risk

TUI1.DE vs. SCHC — Risk / Return Rank

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

TUI1.DE

TUI1.DE Risk / Return Rank: 33
TUI1.DE Sharpe Ratio Rank: 34
TUI1.DE Sortino Ratio Rank: 31
TUI1.DE Omega Ratio Rank: 31
TUI1.DE Calmar Ratio Rank: 34
TUI1.DE Martin Ratio Rank: 33

SCHC

SCHC Risk / Return Rank: 49
SCHC Sharpe Ratio Rank: 51
SCHC Sortino Ratio Rank: 50
SCHC Omega Ratio Rank: 50
SCHC Calmar Ratio Rank: 44
SCHC Martin Ratio Rank: 49

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.

TUI1.DE vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TUI AG (TUI1.DE) and Schwab International Small-Cap Equity ETF (SCHC). 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.

	TUI1.DE	SCHC	Difference
Sharpe ratio: Return per unit of total volatility	-0.17	1.88	-2.05
Sortino ratio: Return per unit of downside risk	0.05	2.60	-2.56
Omega ratio: Gain probability vs. loss probability	1.01	1.35	-0.34
Calmar ratio: Return relative to maximum drawdown	-0.20	2.37	-2.57
Martin ratio: Return relative to average drawdown	-0.40	10.07	-10.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUI1.DE vs. SCHC - Sharpe Ratio Comparison

The current TUI1.DE Sharpe Ratio is -0.17, which is lower than the SCHC Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of TUI1.DE and SCHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TUI1.DE	SCHC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.17	1.88	-2.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.44	0.49	-0.93
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.27	0.48	-0.74
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.53	-0.64

Drawdowns

TUI1.DE vs. SCHC - Drawdown Comparison

The maximum TUI1.DE drawdown since its inception was -94.46%, which is greater than SCHC's maximum drawdown of -39.29%. Use the drawdown chart below to compare losses from any high point for TUI1.DE and SCHC.

Drawdown Indicators

	TUI1.DE	SCHC	Difference
Max Drawdown Largest peak-to-trough decline	-94.46%	-39.29%	-55.17%
Max Drawdown (1Y) Largest decline over 1 year	-34.01%	-10.56%	-23.45%
Max Drawdown (3Y) Largest decline over 3 years	-37.43%	-15.32%	-22.11%
Max Drawdown (5Y) Largest decline over 5 years	-78.90%	-24.00%	-54.90%
Max Drawdown (10Y) Largest decline over 10 years	-90.59%	-39.29%	-51.30%
Current Drawdown Current decline from peak	-91.69%	-2.27%	-89.42%
Average Drawdown Average peak-to-trough decline	-60.38%	-6.33%	-54.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.12%	2.48%	+14.64%

Volatility

TUI1.DE vs. SCHC - Volatility Comparison

TUI AG (TUI1.DE) has a higher volatility of 11.12% compared to Schwab International Small-Cap Equity ETF (SCHC) at 4.23%. This indicates that TUI1.DE's price experiences larger fluctuations and is considered to be riskier than SCHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TUI1.DE	SCHC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.12%	4.23%	+6.89%
Volatility (6M) Calculated over the trailing 6-month period	30.39%	11.13%	+19.26%
Volatility (1Y) Calculated over the trailing 1-year period	41.03%	13.28%	+27.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.77%	14.66%	+31.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	49.97%	16.40%	+33.57%

Dividends

TUI1.DE vs. SCHC - Dividend Comparison

TUI1.DE's dividend yield for the trailing twelve months is around 1.46%, less than SCHC's 3.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHC Schwab International Small-Cap Equity ETF	3.34%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%
TUI1.DE TUI AG	1.46%	0.00%	0.00%	0.00%	5.84%	0.00%	10.41%	8.55%	7.16%	3.67%	4.21%	1.97%

Frequently Asked Questions

Can I hold both TUI1.DE and SCHC in my portfolio?

TUI1.DE and SCHC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.