WMT.DE vs. SWPPX
Compare and contrast key facts about Walmart Inc (WMT.DE) and Schwab S&P 500 Index Fund (SWPPX).
SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WMT.DE or SWPPX.
Key characteristics
| WMT.DE | SWPPX | |
|---|---|---|
| YTD Return | 16.46% | 11.85% |
| 1Y Return | 22.39% | 31.11% |
| 3Y Return (Ann) | 17.68% | 10.03% |
| 5Y Return (Ann) | 18.35% | 15.07% |
| 10Y Return (Ann) | 19.43% | 12.99% |
| Sharpe Ratio | 1.52 | 2.58 |
| Daily Std Dev | 15.38% | 11.73% |
| Max Drawdown | -51.10% | -55.06% |
| Current Drawdown | -2.91% | 0.00% |
Correlation
The correlation between WMT.DE and SWPPX is 0.20, 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.
Performance
WMT.DE vs. SWPPX - Performance Comparison
In the year-to-date period, WMT.DE achieves a 16.46% return, which is significantly higher than SWPPX's 11.85% return. Over the past 10 years, WMT.DE has outperformed SWPPX with an annualized return of 19.43%, while SWPPX has yielded a comparatively lower 12.99% 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
WMT.DE vs. SWPPX - Risk-Adjusted Performance 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.
Dividends
WMT.DE vs. SWPPX - Dividend Comparison
WMT.DE's dividend yield for the trailing twelve months is around 2.82%, more than SWPPX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WMT.DE Walmart Inc | 2.82% | 4.79% | 5.06% | 5.25% | 5.51% | 5.95% | 7.79% | 7.38% | 9.12% | 10.55% | 8.11% | 9.94% |
SWPPX Schwab S&P 500 Index Fund | 1.28% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
WMT.DE vs. SWPPX - Drawdown Comparison
The maximum WMT.DE drawdown since its inception was -51.10%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for WMT.DE and SWPPX. For additional features, visit the drawdowns tool.
Volatility
WMT.DE vs. SWPPX - Volatility Comparison
Walmart Inc (WMT.DE) has a higher volatility of 4.18% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.48%. 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.