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 -14.65%/yr vs 8.08%/yr for SCHY. At a 0.29 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 -17.11% return, which is significantly lower than SCHY's 8.55% return.
XPEV
- 1D
- -3.72%
- 1M
- 6.26%
- YTD
- -17.11%
- 6M
- -13.79%
- 1Y
- -17.48%
- 3Y*
- 25.77%
- 5Y*
- -14.65%
- 10Y*
- —
SCHY
- 1D
- 0.56%
- 1M
- 0.16%
- YTD
- 8.55%
- 6M
- 10.58%
- 1Y
- 22.67%
- 3Y*
- 15.58%
- 5Y*
- 8.08%
- 10Y*
- —
XPEV vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XPEV XPeng Inc. | -17.11% | 71.57% | -18.99% | 46.78% | -80.25% | 64.91% |
SCHY Schwab International Dividend Equity ETF | 8.55% | 33.98% | -1.79% | 14.27% | -9.43% | 4.08% |
Correlation
The correlation between XPEV and SCHY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2021 | 0.29 |
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.
| XPEV | SCHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -2.73 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.34 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.50 | -2.88 |
| Martin ratioReturn relative to average drawdown | -0.65 | 7.95 | -8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XPEV | SCHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 1.92 | -2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 0.61 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.67 | -0.72 |
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 | -46.78% | -9.11% | -37.67% |
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 | -76.71% | -4.60% | -72.11% |
Average DrawdownAverage peak-to-trough decline | -67.85% | -4.97% | -62.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.91% | 2.86% | +24.05% |
Volatility
XPEV vs. SCHY - Volatility Comparison
XPeng Inc. (XPEV) has a higher volatility of 13.17% compared to Schwab International Dividend Equity ETF (SCHY) at 3.33%. 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 | 13.17% | 3.33% | +9.84% |
Volatility (6M)Calculated over the trailing 6-month period | 35.64% | 9.80% | +25.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.33% | 11.88% | +43.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.76% | 13.25% | +65.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.46% | 13.23% | +70.23% |
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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XPEV has higher volatility (13.17%) compared to SCHY (3.33%). In terms of maximum drawdown, XPEV dropped -91.12% vs SCHY's -24.04%.
SCHY currently has the higher Sharpe Ratio (1.92 vs -0.32), 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