XOM vs. SCHD
Compare and contrast key facts about Exxon Mobil Corporation (XOM) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XOM or SCHD.
Performance
XOM vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, XOM achieves a 23.40% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, XOM has underperformed SCHD with an annualized return of 6.89%, while SCHD has yielded a comparatively higher 11.46% annualized return.
XOM
23.40%
-0.31%
1.35%
20.42%
17.09%
6.89%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| XOM | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.99 | 2.25 |
| Sortino Ratio | 1.48 | 3.25 |
| Omega Ratio | 1.17 | 1.39 |
| Calmar Ratio | 1.02 | 3.05 |
| Martin Ratio | 4.48 | 12.25 |
| Ulcer Index | 4.25% | 2.04% |
| Daily Std Dev | 19.30% | 11.09% |
| Max Drawdown | -62.40% | -33.37% |
| Current Drawdown | -4.05% | -1.82% |
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Correlation
The correlation between XOM and SCHD is 0.61, 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
XOM vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Exxon Mobil Corporation (XOM) 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
XOM vs. SCHD - Dividend Comparison
XOM's dividend yield for the trailing twelve months is around 3.22%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XOM Exxon Mobil Corporation | 3.22% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
XOM vs. SCHD - Drawdown Comparison
The maximum XOM drawdown since its inception was -62.40%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XOM and SCHD. For additional features, visit the drawdowns tool.
Volatility
XOM vs. SCHD - Volatility Comparison
Exxon Mobil Corporation (XOM) has a higher volatility of 4.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that XOM'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.