XPEV vs. SCHY
XPEV (XPeng Inc.) is a stock, while SCHY (Schwab International Dividend Equity ETF) is Dividend fund tracking the Dow Jones International Dividend 100 Index. Over the past 5 years, XPEV returned -18.49%/yr vs 8.67%/yr for SCHY. At a 0.28 correlation, their price movements are largely independent.
Performance
XPEV vs. SCHY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XPEV achieves a -30.77% return, which is significantly lower than SCHY's 10.53% return.
XPEV
- 1D
- 1.89%
- 1M
- 1.45%
- 6M
- -32.76%
- YTD
- -30.77%
- 1Y
- -21.70%
- 3Y*
- -0.07%
- 5Y*
- -18.49%
- 10Y*
- —
SCHY
- 1D
- 0.15%
- 1M
- 0.12%
- 6M
- 9.11%
- YTD
- 10.53%
- 1Y
- 22.69%
- 3Y*
- 14.57%
- 5Y*
- 8.67%
- 10Y*
- —
XPEV vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -30.77% | 71.57% | -18.99% | 46.78% | -80.25% | 58.82% |
SCHY Schwab International Dividend Equity ETF | 10.53% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
Correlation
The correlation between XPEV and SCHY is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.28 |
The correlation between XPEV and SCHY shifts across timeframes, from 0.17 (1 year) to 0.30 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XPEV vs. SCHY — Risk / Return Rank
XPEV
SCHY
XPEV vs. SCHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XPeng Inc. (XPEV) and Schwab International Dividend Equity ETF (SCHY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XPEV | SCHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.29 | ||
| Sortino ratioReturn per unit of downside risk | -2.88 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.34 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.50 | -2.89 |
| Martin ratioReturn relative to average drawdown | -0.69 | 7.13 | -7.82 |
Loading charts...
Drawdowns
XPEV vs. SCHY - Drawdown Comparison
The maximum XPEV drawdown since its inception was -91.12%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for XPEV and SCHY.
Loading charts...
Drawdown Indicators
| XPEV | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.12% | -24.04% | -67.08% |
Max Drawdown (1Y)Largest decline over 1 year | -56.93% | -9.11% | -47.82% |
Max Drawdown (3Y)Largest decline over 3 years | -71.65% | -12.16% | -59.49% |
Max Drawdown (5Y)Largest decline over 5 years | -88.35% | -24.04% | -64.31% |
Current DrawdownCurrent decline from peak | -80.55% | -2.86% | -77.69% |
Average DrawdownAverage peak-to-trough decline | -68.10% | -4.95% | -63.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.68% | 3.19% | +28.49% |
Volatility
XPEV vs. SCHY - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.81% compared to Schwab International Dividend Equity ETF (SCHY) at 3.14%. This indicates that XPEV's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XPEV | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.81% | 3.14% | +10.67% |
Volatility (6M)Calculated over the trailing 6-month period | 34.57% | 10.24% | +24.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.24% | 12.06% | +43.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.52% | 13.26% | +65.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.96% | 13.19% | +69.77% |
Dividends
XPEV vs. SCHY - Dividend Comparison
XPEV has not paid dividends to shareholders, while SCHY's dividend yield for the trailing twelve months is around 3.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 3.42% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% |
XPEV XPeng Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XPEV and SCHY have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.81%) compared to SCHY (3.14%). In terms of maximum drawdown, XPEV dropped -91.12% vs SCHY's -24.04%.
SCHY currently has the higher Sharpe Ratio (1.89 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for XPEV and SCHY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer