XZW0.DE vs. SCHD

Last updated Jul 22, 2026

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 11.23%/yr vs 10.00%/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

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.

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 8.25% return, which is significantly lower than SCHD's 24.88% return.

XZW0.DE

• 1D: 0.19%
• 1M: 0.36%
• 6M: 8.77%
• YTD: 8.25%
• 1Y: 17.97%
• 3Y*: 16.22%
• 5Y*: 11.23%
• 10Y*: —
• ALL TIME*: 10.78%

SCHD

• 1D: 0.00%
• 1M: 4.04%
• 6M: 19.13%
• YTD: 24.88%
• 1Y: 29.05%
• 3Y*: 12.57%
• 5Y*: 10.00%
• 10Y*: 11.89%
• ALL TIME*: 14.70%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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	8.25%	6.64%	27.16%	22.75%	-16.65%	37.46%	5.68%	33.09%	-19.91%
SCHD Schwab U.S. Dividend Equity ETF	25.24%	-8.04%	19.03%	1.41%	2.74%	39.59%	5.55%	30.17%	5.17%

Correlation

The correlation between XZW0.DE and SCHD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	0.41

Over the past year, the correlation between XZW0.DE and SCHD has dropped to 0.08 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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: 52
XZW0.DE Sharpe Ratio Rank: 57
XZW0.DE Sortino Ratio Rank: 55
XZW0.DE Omega Ratio Rank: 54
XZW0.DE Calmar Ratio Rank: 45
XZW0.DE Martin Ratio Rank: 51

SCHD

SCHD Risk / Return Rank: 92
SCHD Sharpe Ratio Rank: 91
SCHD Sortino Ratio Rank: 93
SCHD Omega Ratio Rank: 89
SCHD Calmar Ratio Rank: 95
SCHD Martin Ratio Rank: 88

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.

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.

	XZW0.DE	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.44	2.50	-1.06
Sortino ratio: Return per unit of downside risk	2.05	3.68	-1.64
Omega ratio: Gain probability vs. loss probability	1.26	1.44	-0.18
Calmar ratio: Return relative to maximum drawdown	1.73	7.03	-5.30
Martin ratio: Return relative to average drawdown	6.39	17.71	-11.32

XZW0.DE vs. SCHD - Sharpe Ratio Comparison

The current XZW0.DE Sharpe Ratio is 1.44, which is lower than the SCHD Sharpe Ratio of 2.50. 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.

Drawdowns

XZW0.DE vs. SCHD - Drawdown Comparison

The maximum XZW0.DE drawdown since its inception was -33.24%, 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.

Drawdown Indicators

	XZW0.DE	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-33.24%	-32.28%	-0.96%
Max Drawdown (1Y) Largest decline over 1 year	-10.37%	-4.15%	-6.22%
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 Drawdown Current decline from peak	-1.11%	-0.64%	-0.47%
Average Drawdown Average peak-to-trough decline	-6.52%	-4.40%	-2.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	1.64%	+1.17%

Volatility

XZW0.DE vs. SCHD - Volatility Comparison

The current volatility for Xtrackers MSCI World ESG UCITS ETF 1C (XZW0.DE) is 3.25%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.94%. This indicates that XZW0.DE experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XZW0.DE	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	3.94%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	8.75%	+0.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.41%	11.70%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	14.60%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.02%	17.46%	+1.56%

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 3.19%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.19%	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

Can I hold both XZW0.DE and SCHD in my portfolio?

XZW0.DE and SCHD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XZW0.DE or SCHD?

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.

Which ETF is cheaper, XZW0.DE or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.20% for XZW0.DE.

What is the main difference between XZW0.DE and SCHD?

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.