WBA vs. SCHD
Compare and contrast key facts about Walgreens Boots Alliance, Inc. (WBA) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBA or SCHD.
Key characteristics
| WBA | SCHD | |
|---|---|---|
| YTD Return | -62.24% | 18.08% |
| 1Y Return | -51.37% | 30.78% |
| 3Y Return (Ann) | -39.48% | 7.17% |
| 5Y Return (Ann) | -28.02% | 13.03% |
| 10Y Return (Ann) | -14.90% | 11.72% |
| Sharpe Ratio | -1.03 | 2.85 |
| Sortino Ratio | -1.53 | 4.10 |
| Omega Ratio | 0.80 | 1.51 |
| Calmar Ratio | -0.58 | 3.16 |
| Martin Ratio | -1.20 | 15.75 |
| Ulcer Index | 42.19% | 2.04% |
| Daily Std Dev | 49.24% | 11.24% |
| Max Drawdown | -87.93% | -33.37% |
| Current Drawdown | -86.27% | 0.00% |
Correlation
The correlation between WBA and SCHD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WBA vs. SCHD - Performance Comparison
In the year-to-date period, WBA achieves a -62.24% return, which is significantly lower than SCHD's 18.08% return. Over the past 10 years, WBA has underperformed SCHD with an annualized return of -14.90%, while SCHD has yielded a comparatively higher 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WBA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Walgreens Boots Alliance, Inc. (WBA) 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.
Dividends
WBA vs. SCHD - Dividend Comparison
WBA's dividend yield for the trailing twelve months is around 13.10%, more than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | 7.99% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% | 2.05% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
WBA vs. SCHD - Drawdown Comparison
The maximum WBA drawdown since its inception was -87.93%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WBA and SCHD. For additional features, visit the drawdowns tool.
Volatility
WBA vs. SCHD - Volatility Comparison
Walgreens Boots Alliance, Inc. (WBA) has a higher volatility of 20.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. This indicates that WBA'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.