XZW0.DE vs. SCHD
XZW0.DE (Xtrackers MSCI World ESG UCITS ETF 1C) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - XZW0.DE is a Global Equities fund tracking the MSCI World Low Carbon SRI Leaders, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 5 years, XZW0.DE returned 12.44%/yr vs 9.38%/yr for SCHD. At a 0.41 correlation, their price movements are largely independent. XZW0.DE charges 0.20%/yr vs 0.06%/yr for SCHD.
Performance
XZW0.DE vs. SCHD - Performance Comparison
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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 7.60% return, which is significantly lower than SCHD's 20.43% return.
XZW0.DE
- 1D
- 0.53%
- 1M
- 4.77%
- YTD
- 7.60%
- 6M
- 8.79%
- 1Y
- 20.15%
- 3Y*
- 16.56%
- 5Y*
- 12.44%
- 10Y*
- —
SCHD
- 1D
- 0.00%
- 1M
- 2.89%
- YTD
- 20.43%
- 6M
- 19.23%
- 1Y
- 25.81%
- 3Y*
- 12.28%
- 5Y*
- 9.38%
- 10Y*
- 12.47%
XZW0.DE vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XZW0.DE Xtrackers MSCI World ESG UCITS ETF 1C | 7.60% | 6.65% | 27.16% | 22.75% | -16.66% | 37.46% | 5.71% | 33.05% | -6.04% |
SCHD Schwab U.S. Dividend Equity ETF | 21.18% | -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 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 14, 2018 | 0.41 |
Over the past year, the correlation between XZW0.DE and SCHD has dropped to 0.11 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
XZW0.DE vs. SCHD — Risk / Return Rank
XZW0.DE
SCHD
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.DE | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.39 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 6.24 | -4.30 |
| Martin ratioReturn relative to average drawdown | 7.27 | 14.97 | -7.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZW0.DE | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.22 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.65 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.88 | -0.09 |
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.DE | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.22% | -32.28% | -0.94% |
Max Drawdown (1Y)Largest decline over 1 year | -10.30% | -4.15% | -6.15% |
Max Drawdown (3Y)Largest decline over 3 years | -22.36% | -21.40% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -21.40% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.28% | — |
Current DrawdownCurrent decline from peak | -0.58% | -1.46% | +0.88% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -4.43% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.73% | +1.03% |
Volatility
XZW0.DE vs. SCHD - Volatility Comparison
Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.11% and 2.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZW0.DE | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.11% | 2.99% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.87% | 8.53% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.32% | 11.74% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.88% | 14.60% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 17.44% | -1.06% |
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%.
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 3.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% |
Frequently Asked Questions
XZW0.DE and SCHD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.20% for XZW0.DE.
XZW0.DE is categorized as Global Equities, while SCHD is Dividend. XZW0.DE tracks MSCI World Low Carbon SRI Leaders, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Xtrackers and Charles Schwab. Their fees differ too: 0.20% for XZW0.DE and 0.06% for SCHD.
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