WMT.DE vs. SWPPX
Compare and contrast key facts about Walmart Inc (WMT.DE) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
WMT.DE vs. SWPPX - Performance Comparison
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WMT.DE vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT.DE Walmart Inc | 12.32% | 9.95% | 86.14% | 9.08% | 6.93% | 8.42% | 11.62% | 35.79% | -1.45% | 28.91% |
SWPPX Schwab S&P 500 Index Fund | -2.82% | 3.88% | 33.21% | 22.47% | -13.06% | 38.30% | 8.63% | 34.43% | 0.01% | 6.84% |
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 12.32% return, which is significantly higher than SWPPX's -2.82% return. Over the past 10 years, WMT.DE has outperformed SWPPX with an annualized return of 19.99%, while SWPPX has yielded a comparatively lower 13.88% annualized return.
WMT.DE
- 1D
- -0.22%
- 1M
- -1.93%
- YTD
- 12.32%
- 6M
- 24.51%
- 1Y
- 31.13%
- 3Y*
- 34.71%
- 5Y*
- 24.12%
- 10Y*
- 19.99%
SWPPX
- 1D
- 2.05%
- 1M
- -3.94%
- YTD
- -2.82%
- 6M
- -0.67%
- 1Y
- 9.54%
- 3Y*
- 15.78%
- 5Y*
- 12.18%
- 10Y*
- 13.88%
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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.
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.50 | +0.78 |
Sortino ratioReturn per unit of downside risk | 1.95 | 0.81 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 0.77 | +2.82 |
Martin ratioReturn relative to average drawdown | 7.55 | 3.26 | +4.28 |
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
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.50 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 0.73 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.74 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.56 | -0.19 |
Correlation
The correlation between WMT.DE and SWPPX is 0.22, 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
WMT.DE vs. SWPPX - Dividend Comparison
WMT.DE's dividend yield for the trailing twelve months is around 0.66%, less than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT.DE Walmart Inc | 0.66% | 0.75% | 0.97% | 1.27% | 1.37% | 1.28% | 1.40% | 1.53% | 1.90% | 1.89% | 2.37% | 2.80% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
WMT.DE vs. SWPPX - Drawdown Comparison
The maximum WMT.DE drawdown since its inception was -58.98%, which is greater than SWPPX's maximum drawdown of -50.96%. Use the drawdown chart below to compare losses from any high point for WMT.DE and SWPPX.
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Drawdown Indicators
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.98% | -55.06% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -12.10% | +3.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.69% | -24.51% | +0.82% |
Max Drawdown (10Y)Largest decline over 10 years | -23.69% | -33.80% | +10.11% |
Current DrawdownCurrent decline from peak | -5.02% | -6.26% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -21.95% | -10.00% | -11.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 2.52% | +1.50% |
Volatility
WMT.DE vs. SWPPX - Volatility Comparison
Walmart Inc (WMT.DE) has a higher volatility of 7.34% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.38%. 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.
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Volatility by Period
| WMT.DE | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 4.38% | +2.96% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 9.93% | +8.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.36% | 20.69% | +3.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 16.85% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 18.81% | +3.02% |