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WW vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WWSCHD
YTD Return-81.03%3.43%
1Y Return-76.88%12.26%
3Y Return (Ann)-61.40%4.90%
5Y Return (Ann)-37.95%11.58%
10Y Return (Ann)-22.26%11.22%
Sharpe Ratio-0.750.89
Daily Std Dev104.11%11.77%
Max Drawdown-98.49%-33.37%
Current Drawdown-98.39%-3.10%

Correlation

-0.50.00.51.00.4

The correlation between WW and SCHD is 0.36, 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

WW vs. SCHD - Performance Comparison

In the year-to-date period, WW achieves a -81.03% return, which is significantly lower than SCHD's 3.43% return. Over the past 10 years, WW has underperformed SCHD with an annualized return of -22.26%, while SCHD has yielded a comparatively higher 11.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2024FebruaryMarchApril
-80.87%
16.06%
WW
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WW International, Inc.

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

WW vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) and Schwab US 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.


WW
Sharpe ratio
The chart of Sharpe ratio for WW, currently valued at -0.75, compared to the broader market-2.00-1.000.001.002.003.00-0.75
Sortino ratio
The chart of Sortino ratio for WW, currently valued at -1.27, compared to the broader market-4.00-2.000.002.004.006.00-1.27
Omega ratio
The chart of Omega ratio for WW, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for WW, currently valued at -0.79, compared to the broader market0.001.002.003.004.005.006.00-0.79
Martin ratio
The chart of Martin ratio for WW, currently valued at -1.65, compared to the broader market0.0010.0020.0030.00-1.65
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.89, compared to the broader market-2.00-1.000.001.002.003.000.89
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.006.001.34
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.16, compared to the broader market0.501.001.501.16
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.79, compared to the broader market0.001.002.003.004.005.006.000.79
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.04, compared to the broader market0.0010.0020.0030.003.04

WW vs. SCHD - Sharpe Ratio Comparison

The current WW Sharpe Ratio is -0.75, which is lower than the SCHD Sharpe Ratio of 0.89. The chart below compares the 12-month rolling Sharpe Ratio of WW and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
-0.75
0.89
WW
SCHD

Dividends

WW vs. SCHD - Dividend Comparison

WW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.42%.


TTM20232022202120202019201820172016201520142013
WW
WW International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%1.59%
SCHD
Schwab US Dividend Equity ETF
3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

WW vs. SCHD - Drawdown Comparison

The maximum WW drawdown since its inception was -98.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WW and SCHD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-98.39%
-3.10%
WW
SCHD

Volatility

WW vs. SCHD - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 27.53% compared to Schwab US Dividend Equity ETF (SCHD) at 3.87%. This indicates that WW'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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
27.53%
3.87%
WW
SCHD