WEC vs. SCHD
Compare and contrast key facts about WEC Energy Group, Inc. (WEC) and Schwab U.S. 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.
Performance
WEC vs. SCHD - Performance Comparison
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WEC vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEC WEC Energy Group, Inc. | 10.70% | 15.96% | 16.11% | -7.00% | -0.45% | 8.66% | 2.49% | 37.05% | 7.87% | 17.11% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, WEC achieves a 10.70% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, WEC has underperformed SCHD with an annualized return of 10.31%, while SCHD has yielded a comparatively higher 12.31% annualized return.
WEC
- 1D
- 0.38%
- 1M
- -1.02%
- YTD
- 10.70%
- 6M
- 2.70%
- 1Y
- 9.82%
- 3Y*
- 10.78%
- 5Y*
- 7.97%
- 10Y*
- 10.31%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
WEC vs. SCHD — Risk / Return Rank
WEC
SCHD
WEC vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEC Energy Group, Inc. (WEC) 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.
| WEC | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 0.89 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.35 | -0.38 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.00 | 1.19 | -0.19 |
Martin ratioReturn relative to average drawdown | 2.56 | 3.99 | -1.43 |
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
| WEC | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 0.89 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.59 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.74 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.84 | -0.23 |
Correlation
The correlation between WEC and SCHD is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
WEC vs. SCHD - Dividend Comparison
WEC's dividend yield for the trailing twelve months is around 3.14%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEC WEC Energy Group, Inc. | 3.14% | 3.39% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.81% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
WEC vs. SCHD - Drawdown Comparison
The maximum WEC drawdown since its inception was -45.06%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WEC and SCHD.
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Drawdown Indicators
| WEC | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.06% | -33.37% | -11.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.22% | -12.74% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -26.02% | -16.85% | -9.17% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | -33.37% | +1.06% |
Current DrawdownCurrent decline from peak | -1.81% | -2.89% | +1.08% |
Average DrawdownAverage peak-to-trough decline | -8.34% | -3.34% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 3.89% | +0.52% |
Volatility
WEC vs. SCHD - Volatility Comparison
WEC Energy Group, Inc. (WEC) has a higher volatility of 5.23% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that WEC'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
| WEC | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 2.40% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 7.96% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.42% | 15.74% | -0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.97% | 14.40% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.60% | 16.70% | +4.90% |