WMT.DE vs. SWPPX

Last updated Jun 5, 2026

WMT.DE (Walmart Inc) is a stock, while SWPPX (Schwab S&P 500 Index Fund) is Large Cap Blend Equities fund tracking the S&P 500 Index. Over the past 10 years, WMT.DE returned 18.91%/yr vs 15.29%/yr for SWPPX. At a 0.22 correlation, their price movements are largely independent.

Performance

WMT.DE vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Walmart Inc (WMT.DE) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WMT.DE achieves a 6.60% return, which is significantly lower than SWPPX's 12.63% return. Over the past 10 years, WMT.DE has outperformed SWPPX with an annualized return of 18.91%, while SWPPX has yielded a comparatively lower 15.29% annualized return.

WMT.DE

• 1D: 1.18%
• 1M: -8.23%
• YTD: 6.60%
• 6M: 2.41%
• 1Y: 18.94%
• 3Y*: 30.80%
• 5Y*: 22.54%
• 10Y*: 18.91%

SWPPX

• 1D: 0.33%
• 1M: 4.31%
• YTD: 12.63%
• 6M: 11.32%
• 1Y: 27.36%
• 3Y*: 19.43%
• 5Y*: 15.05%
• 10Y*: 15.29%

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

WMT.DE vs. SWPPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WMT.DE Walmart Inc	6.60%	9.95%	86.14%	9.08%	6.92%	8.42%	11.62%	35.79%	-1.45%	28.90%
SWPPX Schwab S&P 500 Index Fund	12.63%	3.88%	33.21%	22.47%	-13.06%	38.30%	8.63%	34.43%	0.01%	6.84%

Correlation

The correlation between WMT.DE and SWPPX is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.22

The correlation between WMT.DE and SWPPX shifts across timeframes, from -0.01 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WMT.DE vs. SWPPX — Risk / Return Rank

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

WMT.DE

WMT.DE Risk / Return Rank: 61
WMT.DE Sharpe Ratio Rank: 63
WMT.DE Sortino Ratio Rank: 56
WMT.DE Omega Ratio Rank: 55
WMT.DE Calmar Ratio Rank: 63
WMT.DE Martin Ratio Rank: 70

SWPPX

SWPPX Risk / Return Rank: 73
SWPPX Sharpe Ratio Rank: 73
SWPPX Sortino Ratio Rank: 66
SWPPX Omega Ratio Rank: 66
SWPPX Calmar Ratio Rank: 74
SWPPX Martin Ratio Rank: 84

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.

WMT.DE vs. SWPPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Walmart Inc (WMT.DE) and Schwab S&P 500 Index Fund (SWPPX). 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.

	WMT.DE	SWPPX	Difference
Sharpe ratio: Return per unit of total volatility	0.65	2.16	-1.51
Sortino ratio: Return per unit of downside risk	1.06	2.80	-1.73
Omega ratio: Gain probability vs. loss probability	1.13	1.40	-0.26
Calmar ratio: Return relative to maximum drawdown	1.02	3.62	-2.59
Martin ratio: Return relative to average drawdown	3.65	13.71	-10.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WMT.DE vs. SWPPX - Sharpe Ratio Comparison

The current WMT.DE Sharpe Ratio is 0.65, which is lower than the SWPPX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WMT.DE and SWPPX, 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

	WMT.DE	SWPPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.65	2.16	-1.51
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.90	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	0.82	+0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.63	-0.27

Drawdowns

WMT.DE vs. SWPPX - Drawdown Comparison

The maximum WMT.DE drawdown since its inception was -59.44%, which is greater than SWPPX's maximum drawdown of -49.70%. Use the drawdown chart below to compare losses from any high point for WMT.DE and SWPPX.

Drawdown Indicators

	WMT.DE	SWPPX	Difference
Max Drawdown Largest peak-to-trough decline	-59.44%	-49.70%	-9.74%
Max Drawdown (1Y) Largest decline over 1 year	-16.00%	-7.33%	-8.67%
Max Drawdown (3Y) Largest decline over 3 years	-23.69%	-23.82%	+0.13%
Max Drawdown (5Y) Largest decline over 5 years	-23.69%	-23.82%	+0.13%
Max Drawdown (10Y) Largest decline over 10 years	-23.69%	-33.29%	+9.60%
Current Drawdown Current decline from peak	-12.45%	-0.16%	-12.29%
Average Drawdown Average peak-to-trough decline	-22.05%	-7.67%	-14.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	1.93%	+2.54%

Volatility

WMT.DE vs. SWPPX - Volatility Comparison

Walmart Inc (WMT.DE) has a higher volatility of 11.77% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.22%. This indicates that WMT.DE's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WMT.DE	SWPPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.77%	2.22%	+9.55%
Volatility (6M) Calculated over the trailing 6-month period	19.88%	8.62%	+11.26%
Volatility (1Y) Calculated over the trailing 1-year period	25.28%	12.29%	+12.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.76%	16.83%	+4.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.86%	18.76%	+3.10%

Dividends

WMT.DE vs. SWPPX - Dividend Comparison

WMT.DE's dividend yield for the trailing twelve months is around 0.70%, less than SWPPX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SWPPX Schwab S&P 500 Index Fund	1.00%	1.11%	1.23%	1.43%	1.67%	1.27%	1.81%	1.95%	2.67%	1.79%	2.55%	3.17%
WMT.DE Walmart Inc	0.70%	0.75%	0.97%	1.27%	1.37%	1.28%	1.39%	1.52%	1.90%	1.89%	2.36%	2.79%

Frequently Asked Questions

Can I hold both WMT.DE and SWPPX in my portfolio?

WMT.DE and SWPPX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.