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XZW0.DE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XZW0.DE vs. SCHD

Last updated Apr 4, 2026

Compare and contrast key facts about Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Schwab U.S. Dividend Equity ETF (SCHD).

XZW0.DE and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZW0.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI World Low Carbon SRI Leaders. It was launched on Apr 24, 2018. 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 XZW0.DE 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.

Performance

XZW0.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XZW0.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZW0.DE achieves a -5.32% return, which is significantly lower than SCHD's 14.33% return.

XZW0.DE

1D
-0.08%
1M
-3.52%
YTD
-5.32%
6M
-2.50%
1Y
20.03%
3Y*
14.01%
5Y*
10.06%
10Y*
—

SCHD

1D
0.57%
1M
-0.85%
YTD
14.33%
6M
15.56%
1Y
19.23%
3Y*
9.59%
5Y*
8.79%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZW0.DE vs. SCHD - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C		-5.32%6.65%27.16%22.75%-16.66%37.46%5.71%33.05%-6.04%
SCHD
Schwab U.S. Dividend Equity ETF		14.33%-8.04%19.03%1.41%2.74%39.59%5.55%30.17%1.81%

Correlation

The correlation between XZW0.DE and SCHD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners. Combining low-correlation assets is one of the most reliable ways to reduce portfolio risk without sacrificing expected returns.

XZW0.DE vs. SCHD - Expense Ratio Comparison

XZW0.DE 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%.

XZW0.DE
Xtrackers MSCI World ESG UCITS ETF 1C
SCHD
Schwab U.S. Dividend Equity ETF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI World ESG UCITS ETF 1C

Schwab U.S. Dividend Equity ETF

Often compared with XZW0.DE:
XZW0.DE vs. VOOXZW0.DE vs. VXUSXZW0.DE vs. SWRD.ASXZW0.DE vs. TSLXXZW0.DE vs. VTIXZW0.DE vs. QDVE.DEXZW0.DE vs. VUAA.DE
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

XZW0.DE vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XZW0.DE
XZW0.DE Risk / Return Rank: 3535
Overall Rank
XZW0.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XZW0.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XZW0.DE Omega Ratio Rank: 2828
Omega Ratio Rank
XZW0.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
XZW0.DE Martin Ratio Rank: 4646
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 4040
Overall Rank
SCHD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4444
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XZW0.DE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) 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.

XZW0.DESCHDDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.38

+0.22

Sortino ratio

Return per unit of downside risk

0.92

0.64

+0.28

Omega ratio

Gain probability vs. loss probability

1.13

1.09

+0.04

Calmar ratio

Return relative to maximum drawdown

1.46

0.42

+1.04

Martin ratio

Return relative to average drawdown

5.66

0.83

+4.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XZW0.DE vs. SCHD - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 0.60, which is higher than the SCHD Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XZW0.DE and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XZW0.DESCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.38

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.60

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.70

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.87

-0.16

Drawdowns

XZW0.DE vs. SCHD - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.22%, roughly equal to the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for XZW0.DE and SCHD.

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Drawdown Indicators

XZW0.DESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-33.22%

-33.37%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.30%

-4.61%

-5.69%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-16.85%

-5.51%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-7.33%

-3.27%

-4.06%

Average Drawdown

Average peak-to-trough decline

-5.19%

-3.34%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

3.76%

-1.10%

Volatility

XZW0.DE vs. SCHD - Volatility Comparison

Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) has a higher volatility of 4.64% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.53%. This indicates that XZW0.DE'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

XZW0.DESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

2.53%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.67%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

18.09%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.86%

14.60%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.44%

17.44%

-1.00%

Dividends

XZW0.DE vs. SCHD - Dividend Comparison

XZW0.DE has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.45%.

TTM20252024202320222021202020192018201720162015
XZW0.DE
Xtrackers MSCI World ESG 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 U.S. Dividend Equity ETF		3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%