Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 30% |
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHD/TECH/TSX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
Loading graphics...
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 2, 2026, the SCHD/TECH/TSX returned 2.62% Year-To-Date and 16.38% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio SCHD/TECH/TSX | 0.45% | -1.92% | 2.62% | 5.02% | 27.03% | 19.14% | 12.79% | 16.38% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
XIU.TO iShares S&P/TSX 60 Index ETF | 0.00% | -3.07% | 2.33% | 9.64% | 32.62% | 18.32% | 12.04% | 11.98% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 21, 2011, SCHD/TECH/TSX's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SCHD/TECH/TSX closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.48% | 2.87% | -3.65% | 1.02% | 2.62% | ||||||||
| 2025 | 1.18% | -0.38% | -4.31% | -0.54% | 6.33% | 5.58% | 1.63% | 3.61% | 3.52% | 1.94% | -0.14% | 1.19% | 20.94% |
| 2024 | 0.59% | 2.76% | 3.17% | -4.76% | 4.93% | 2.63% | 2.79% | 2.32% | 2.05% | -0.88% | 5.94% | -3.68% | 18.73% |
| 2023 | 7.31% | -2.29% | 3.90% | 0.64% | 0.47% | 5.91% | 3.19% | -2.45% | -4.99% | -3.39% | 10.34% | 5.80% | 25.83% |
| 2022 | -4.17% | -2.19% | 3.84% | -8.25% | 1.12% | -9.09% | 7.84% | -4.37% | -9.60% | 8.51% | 6.33% | -6.04% | -17.02% |
| 2021 | -0.71% | 3.80% | 4.93% | 4.09% | 2.16% | 2.55% | 1.63% | 2.09% | -4.18% | 7.01% | -0.57% | 4.42% | 30.26% |
Benchmark Metrics
SCHD/TECH/TSX has an annualized alpha of 1.91%, beta of 0.99, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.
- This portfolio captured 104.82% of S&P 500 Index gains but only 96.06% of its losses — a favorable profile for investors.
- With beta of 0.99 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.91%
- Beta
- 0.99
- R²
- 0.95
- Upside Capture
- 104.82%
- Downside Capture
- 96.06%
Expense Ratio
SCHD/TECH/TSX has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
SCHD/TECH/TSX ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.88 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.37 | +0.78 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 6.62 | 1.39 | +5.23 |
Martin ratioReturn relative to average drawdown | 28.13 | 6.43 | +21.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
XIU.TO iShares S&P/TSX 60 Index ETF | 90 | 2.03 | 2.73 | 1.40 | 3.20 | 15.57 |
Loading graphics...
Dividends
Dividend yield
SCHD/TECH/TSX provided a 1.90% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 2.03% | 2.21% | 2.25% | 2.29% | 1.82% | 2.19% | 2.20% | 2.39% | 1.96% | 2.19% | 2.36% |
| Portfolio components: | ||||||||||||
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% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.32% | 2.39% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD/TECH/TSX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SCHD/TECH/TSX was 34.87%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current SCHD/TECH/TSX drawdown is 3.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 3, 2020 | 117 |
| -24.4% | Jan 4, 2022 | 199 | Oct 12, 2022 | 299 | Dec 12, 2023 | 498 |
| -19.52% | Oct 2, 2018 | 60 | Dec 24, 2018 | 60 | Mar 21, 2019 | 120 |
| -18.61% | Dec 5, 2024 | 86 | Apr 8, 2025 | 44 | Jun 10, 2025 | 130 |
| -17.92% | Apr 29, 2015 | 188 | Jan 20, 2016 | 98 | Jun 8, 2016 | 286 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XIU.TO | SCHD | VGT | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.82 | 0.89 | 0.95 |
| XIU.TO | 0.73 | 1.00 | 0.67 | 0.60 | 0.83 |
| SCHD | 0.82 | 0.67 | 1.00 | 0.63 | 0.82 |
| VGT | 0.89 | 0.60 | 0.63 | 1.00 | 0.91 |
| Portfolio | 0.95 | 0.83 | 0.82 | 0.91 | 1.00 |