XRX vs. SCHD
XRX (Xerox Holdings Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, XRX returned -14.97%/yr vs 12.73%/yr for SCHD. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
XRX vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, XRX achieves a 36.21% return, which is significantly higher than SCHD's 24.66% return. Over the past 10 years, XRX has underperformed SCHD with an annualized return of -14.97%, while SCHD has yielded a comparatively higher 12.73% annualized return.
XRX
- 1D
- -2.79%
- 1M
- 9.03%
- 6M
- 40.97%
- YTD
- 36.21%
- 1Y
- -19.34%
- 3Y*
- -37.53%
- 5Y*
- -29.12%
- 10Y*
- -14.97%
- ALL TIME*
- -1.83%
SCHD
- 1D
- -0.62%
- 1M
- 4.34%
- 6M
- 10.27%
- YTD
- 24.66%
- 1Y
- 30.42%
- 3Y*
- 14.97%
- 5Y*
- 9.52%
- 10Y*
- 12.73%
- ALL TIME*
- 13.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $862.86M | $734.09M | $695.28M | |
| $20.13M | $12.63M | $15.35M |
XRX vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRX Xerox Holdings Corporation | 36.21% | -70.56% | -49.82% | 33.82% | -31.32% | 1.98% | -33.61% | 92.27% | -29.38% | 31.01% |
SCHD Schwab U.S. Dividend Equity ETF | 24.66% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between XRX and SCHD is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.56 |
Over the past year, the correlation between XRX and SCHD has dropped to 0.30 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.
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Return for Risk
XRX vs. SCHD — Risk / Return Rank
XRX
SCHD
XRX vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) 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.
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.
| XRX | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.97 | ||
| Sortino ratioReturn per unit of downside risk | -3.94 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.50 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 6.62 | -6.90 |
| Martin ratioReturn relative to average drawdown | -0.48 | 16.71 | -17.20 |
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Drawdowns
XRX vs. SCHD - Drawdown Comparison
The maximum XRX drawdown since its inception was -98.47%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XRX and SCHD.
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Drawdown Indicators
| XRX | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.47% | -33.37% | -65.10% |
Max Drawdown (1Y)Largest decline over 1 year | -70.91% | -4.61% | -66.30% |
Max Drawdown (3Y)Largest decline over 3 years | -92.75% | -16.13% | -76.62% |
Max Drawdown (5Y)Largest decline over 5 years | -93.25% | -16.85% | -76.40% |
Max Drawdown (10Y)Largest decline over 10 years | -95.44% | -33.37% | -62.07% |
Current DrawdownCurrent decline from peak | -96.04% | -0.74% | -95.30% |
Average DrawdownAverage peak-to-trough decline | -52.32% | -3.29% | -49.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.05% | 1.82% | +38.23% |
Volatility
XRX vs. SCHD - Volatility Comparison
Xerox Holdings Corporation (XRX) has a higher volatility of 36.38% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.84%. This indicates that XRX'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
| XRX | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.38% | 3.84% | +32.54% |
Volatility (6M)Calculated over the trailing 6-month period | 75.63% | 7.89% | +67.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 92.78% | 11.06% | +81.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.70% | 14.38% | +46.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.25% | 16.73% | +34.52% |
Dividends
XRX vs. SCHD - Dividend Comparison
XRX's dividend yield for the trailing twelve months is around 3.18%, more than SCHD's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.12% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
XRX Xerox Holdings Corporation | 3.18% | 8.44% | 11.86% | 5.46% | 6.85% | 4.42% | 4.31% | 2.71% | 5.06% | 44.32% | 3.55% | 2.63% |
Frequently Asked Questions
XRX and SCHD have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRX has higher volatility (36.38%) compared to SCHD (3.84%). In terms of maximum drawdown, XRX dropped -98.47% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.77 vs -0.21), 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.
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