XDWE.L vs. SCHD
Compare and contrast key facts about Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) and Schwab US Dividend Equity ETF (SCHD).
XDWE.L and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWE.L is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 TR USD. It was launched on Jun 10, 2014. 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. Both XDWE.L and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDWE.L or SCHD.
Performance
XDWE.L vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with XDWE.L having a 16.80% return and SCHD slightly lower at 16.58%. Over the past 10 years, XDWE.L has outperformed SCHD with an annualized return of 12.48%, while SCHD has yielded a comparatively lower 11.44% annualized return.
XDWE.L
16.80%
3.36%
9.23%
24.85%
12.20%
12.48%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| XDWE.L | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.42 | 2.41 |
| Sortino Ratio | 3.55 | 3.46 |
| Omega Ratio | 1.46 | 1.42 |
| Calmar Ratio | 3.14 | 3.46 |
| Martin Ratio | 12.63 | 13.08 |
| Ulcer Index | 1.98% | 2.04% |
| Daily Std Dev | 10.30% | 11.08% |
| Max Drawdown | -31.08% | -33.37% |
| Current Drawdown | -0.72% | -1.27% |
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XDWE.L vs. SCHD - Expense Ratio Comparison
XDWE.L has a 0.20% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between XDWE.L and SCHD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XDWE.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) 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.
Dividends
XDWE.L vs. SCHD - Dividend Comparison
XDWE.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDWE.L Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 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 US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
XDWE.L vs. SCHD - Drawdown Comparison
The maximum XDWE.L drawdown since its inception was -31.08%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XDWE.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
XDWE.L vs. SCHD - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDWE.L) is 3.41%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.60%. This indicates that XDWE.L experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.