PortfoliosLab logoPortfoliosLab logo
VMID.DE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMID.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

VMID.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, VMID.DE achieves a 5.91% return, which is significantly lower than SCHD's 20.43% return.


VMID.DE

1D
0.49%
1M
3.93%
YTD
5.91%
6M
8.26%
1Y
11.06%
3Y*
10.20%
5Y*
3.22%
10Y*

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)

VMID.DE vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
5.91%8.64%11.29%10.54%-21.96%23.06%-8.99%38.05%-15.29%2.75%
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%3.15%

Correlation

The correlation between VMID.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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.33

The correlation between VMID.DE and SCHD shifts across timeframes, from 0.22 (3 years) to 0.33 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VMID.DE vs. SCHD — Risk / Return Rank

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

VMID.DE
VMID.DE Risk / Return Rank: 2424
Overall Rank
VMID.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VMID.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
VMID.DE Omega Ratio Rank: 2424
Omega Ratio Rank
VMID.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
VMID.DE Martin Ratio Rank: 2626
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF Distributing (VMID.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.


VMID.DESCHDDifference
Sharpe ratioReturn per unit of total volatility

-1.41

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.15

1.39

-0.24

Calmar ratioReturn relative to maximum drawdown

1.00

6.24

-5.24

Martin ratioReturn relative to average drawdown

3.57

14.97

-11.41

VMID.DE vs. SCHD - Sharpe Ratio Comparison

The current VMID.DE Sharpe Ratio is 0.80, which is lower than the SCHD Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of VMID.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.


Loading charts...

Sharpe Ratios by Period


VMID.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.22

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.65

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.88

-0.63

Drawdowns

VMID.DE vs. SCHD - Drawdown Comparison

The maximum VMID.DE drawdown since its inception was -46.58%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for VMID.DE and SCHD.


Loading charts...

Drawdown Indicators


VMID.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-46.58%

-32.28%

-14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-4.15%

-6.81%

Max Drawdown (3Y)

Largest decline over 3 years

-18.34%

-21.40%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-32.26%

-21.40%

-10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-32.28%

Current Drawdown

Current decline from peak

-1.19%

-1.46%

+0.27%

Average Drawdown

Average peak-to-trough decline

-10.67%

-4.43%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

1.73%

+1.36%

Volatility

VMID.DE vs. SCHD - Volatility Comparison

Vanguard FTSE 250 UCITS ETF Distributing (VMID.DE) has a higher volatility of 4.53% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.99%. This indicates that VMID.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.


Loading charts...

Volatility by Period


VMID.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

2.99%

+1.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

8.53%

+2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.71%

11.74%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

14.60%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

17.44%

+1.36%

VMID.DE vs. SCHD - Expense Ratio Comparison

VMID.DE has a 0.10% 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

VMID.DE vs. SCHD - Dividend Comparison

VMID.DE's dividend yield for the trailing twelve months is around 3.65%, 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%
VMID.DE
Vanguard FTSE 250 UCITS ETF Distributing
3.65%3.95%3.29%3.44%3.41%2.51%2.04%2.74%3.69%0.72%0.00%0.00%

Frequently Asked Questions


VMID.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 0.10% for VMID.DE.

VMID.DE is categorized as Europe Equities, while SCHD is Dividend. VMID.DE tracks FTSE 250 Ex Investment Trust TR GBP, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.10% for VMID.DE and 0.06% for SCHD.

Portfolio Optimizer

Find the right allocation for VMID.DE and SCHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer