WW vs. SCHD
Compare and contrast key facts about WW International, Inc. (WW) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
WW vs. SCHD - Performance Comparison
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WW vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WW WW International, Inc. | -51.87% | 2,200.39% | -85.49% | 126.68% | -76.07% | -33.89% | -36.14% | -0.88% | -12.94% | 286.72% |
SCHD Schwab U.S. Dividend Equity ETF | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, WW achieves a -51.87% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, WW has underperformed SCHD with an annualized return of -0.25%, while SCHD has yielded a comparatively higher 12.25% annualized return.
WW
- 1D
- 2.33%
- 1M
- -35.50%
- YTD
- -51.87%
- 6M
- -45.76%
- 1Y
- 2,471.79%
- 3Y*
- 50.56%
- 5Y*
- -15.06%
- 10Y*
- -0.25%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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Return for Risk
WW vs. SCHD — Risk / Return Rank
WW
SCHD
WW vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) and Schwab U.S. 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.88 | -0.63 |
Sortino ratioReturn per unit of downside risk | 170.24 | 1.32 | +168.92 |
Omega ratioGain probability vs. loss probability | 26.29 | 1.19 | +25.11 |
Calmar ratioReturn relative to maximum drawdown | 18.33 | 1.05 | +17.28 |
Martin ratioReturn relative to average drawdown | 37.05 | 3.55 | +33.49 |
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
| WW | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.88 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.58 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | 0.74 | -0.74 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.84 | -0.84 |
Correlation
The correlation between WW and SCHD is 0.32, 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
WW vs. SCHD - Dividend Comparison
WW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
WW vs. SCHD - Drawdown Comparison
The maximum WW drawdown since its inception was -99.87%, 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.
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Drawdown Indicators
| WW | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.87% | -33.37% | -66.50% |
Max Drawdown (1Y)Largest decline over 1 year | -76.21% | -12.74% | -63.47% |
Max Drawdown (5Y)Largest decline over 5 years | -99.68% | -16.85% | -82.83% |
Max Drawdown (10Y)Largest decline over 10 years | -99.87% | -33.37% | -66.50% |
Current DrawdownCurrent decline from peak | -86.36% | -3.43% | -82.93% |
Average DrawdownAverage peak-to-trough decline | -51.09% | -3.34% | -47.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 42.15% | 3.75% | +38.40% |
Volatility
WW vs. SCHD - Volatility Comparison
WW International, Inc. (WW) has a higher volatility of 22.58% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. 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.
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Volatility by Period
| WW | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.58% | 2.33% | +20.25% |
Volatility (6M)Calculated over the trailing 6-month period | 59.54% | 7.96% | +51.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17,085.05% | 15.69% | +17,069.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7,233.51% | 14.40% | +7,219.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5,076.77% | 16.70% | +5,060.07% |