WMT.DE vs. SWPPX
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 21.70%/yr vs 14.61%/yr for SWPPX. At a 0.21 correlation, their price movements are largely independent.
Performance
WMT.DE vs. SWPPX - Performance Comparison
Loading charts...
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 4.33% return, which is significantly lower than SWPPX's 12.53% return. Over the past 10 years, WMT.DE has outperformed SWPPX with an annualized return of 21.70%, while SWPPX has yielded a comparatively lower 14.61% annualized return.
WMT.DE
- 1D
- -2.18%
- 1M
- -3.02%
- 6M
- -2.10%
- YTD
- 4.33%
- 1Y
- 22.31%
- 3Y*
- 29.86%
- 5Y*
- 23.52%
- 10Y*
- 21.70%
- ALL TIME*
- 14.51%
SWPPX
- 1D
- -1.00%
- 1M
- -0.31%
- 6M
- 13.09%
- YTD
- 12.53%
- 1Y
- 22.27%
- 3Y*
- 18.68%
- 5Y*
- 13.80%
- 10Y*
- 14.61%
- ALL TIME*
- 12.53%
WMT.DE vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT.DE Walmart Inc | 4.33% | 10.09% | 85.88% | 12.68% | 10.90% | 13.12% | 16.42% | 42.84% | 5.00% | 37.49% |
SWPPX Schwab S&P 500 Index Fund | 12.53% | 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 -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.21 |
The correlation between WMT.DE and SWPPX shifts across timeframes, from -0.10 (1 year) to 0.22 (10 years), 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
WMT.DE vs. SWPPX — Risk / Return Rank
WMT.DE
SWPPX
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 2.93 | -1.71 |
| Martin ratioReturn relative to average drawdown | 3.58 | 10.97 | -7.39 |
Loading charts...
Drawdowns
WMT.DE vs. SWPPX - Drawdown Comparison
The maximum WMT.DE drawdown since its inception was -34.69%, smaller than the maximum SWPPX drawdown of -47.86%. Use the drawdown chart below to compare losses from any high point for WMT.DE and SWPPX.
Loading charts...
Drawdown Indicators
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.69% | -47.86% | +13.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.22% | -7.33% | -10.89% |
Max Drawdown (3Y)Largest decline over 3 years | -23.66% | -23.82% | +0.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.66% | -23.82% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -23.66% | -33.29% | +9.63% |
Current DrawdownCurrent decline from peak | -14.36% | -1.78% | -12.58% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -7.10% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.22% | 1.96% | +4.26% |
Volatility
WMT.DE vs. SWPPX - Volatility Comparison
Walmart Inc (WMT.DE) has a higher volatility of 8.52% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.85%. 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.
Loading charts...
Volatility by Period
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 2.85% | +5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 20.92% | 9.25% | +11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.12% | 12.67% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.01% | 16.89% | +5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.99% | 18.78% | +3.21% |
Dividends
WMT.DE vs. SWPPX - Dividend Comparison
WMT.DE's dividend yield for the trailing twelve months is around 0.83%, less than SWPPX's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWPPX Schwab S&P 500 Index Fund | 1.01% | 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 | 0.83% | 0.87% | 0.88% | 4.41% | 5.06% | 5.25% | 5.51% | 5.95% | 7.79% | 7.38% | 0.00% | 0.00% |
Frequently Asked Questions
WMT.DE and SWPPX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WMT.DE and SWPPX
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