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SCHD/TECH/TSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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.


300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
465.65%
366.02%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of May 9, 2025, the SCHD/TECH/TSX returned -2.37% Year-To-Date and 13.08% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
SCHD/TECH/TSX-2.37%14.77%-4.83%10.69%15.83%13.08%
SCHD
Schwab US Dividend Equity ETF
-4.79%6.00%-9.18%2.30%12.41%10.19%
VGT
Vanguard Information Technology ETF
-8.02%21.43%-8.47%11.41%18.39%18.93%
XIU.TO
iShares S&P/TSX 60 Index ETF
6.76%14.80%3.18%15.49%14.07%7.14%
*Annualized

Monthly Returns

The table below presents the monthly returns of SCHD/TECH/TSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.18%-0.38%-4.32%-0.55%1.78%-2.37%
20240.59%2.75%3.17%-4.77%4.94%2.63%2.78%2.34%2.04%-0.89%5.96%-3.69%18.73%
20237.32%-2.29%3.90%0.63%0.48%5.94%3.16%-2.44%-4.99%-3.39%10.35%5.80%25.84%
2022-4.18%-2.20%3.86%-8.27%1.13%-9.10%7.85%-4.37%-9.59%8.49%6.36%-6.06%-17.04%
2021-0.71%3.82%4.92%4.09%2.15%2.56%1.61%2.09%-4.16%6.99%-0.56%4.43%30.27%
20201.03%-7.69%-13.18%12.49%5.50%3.84%5.57%7.55%-3.93%-2.66%12.96%4.09%24.57%
20198.83%4.81%2.02%4.57%-7.06%7.32%1.77%-1.41%2.44%1.79%3.93%2.93%35.84%
20184.57%-3.64%-2.32%0.21%4.08%0.11%3.13%3.91%0.37%-7.45%0.82%-8.14%-5.24%
20172.86%2.40%1.26%0.45%2.27%-0.26%3.34%1.31%2.25%3.99%1.88%1.69%26.03%
2016-3.78%0.96%8.40%0.20%1.41%0.35%4.77%0.89%1.39%-0.93%1.84%1.73%18.09%
2015-4.69%6.61%-2.70%2.92%-0.13%-3.55%0.01%-5.40%-2.01%7.79%-0.09%-3.24%-5.32%
2014-3.51%4.47%0.90%1.09%2.10%3.27%-0.24%3.29%-2.44%0.79%2.88%-1.43%11.41%

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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHD/TECH/TSX is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCHD/TECH/TSX is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD/TECH/TSX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD/TECH/TSX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SCHD/TECH/TSX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD/TECH/TSX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD/TECH/TSX is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.140.181.020.050.16
VGT
Vanguard Information Technology ETF
0.380.651.090.351.15
XIU.TO
iShares S&P/TSX 60 Index ETF
0.941.371.191.194.66

The current SCHD/TECH/TSX Sharpe ratio is 0.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of SCHD/TECH/TSX with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.56
0.48
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

SCHD/TECH/TSX provided a 2.30% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.30%2.21%2.25%2.29%1.82%2.19%2.20%2.39%1.96%2.19%2.36%2.03%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.90%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%2.65%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.60%
-7.82%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

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 34.84%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current SCHD/TECH/TSX drawdown is 6.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.84%Feb 20, 202023Mar 23, 202094Aug 3, 2020117
-24.42%Jan 4, 2022199Oct 12, 2022299Dec 12, 2023498
-19.53%Oct 2, 201860Dec 24, 201860Mar 21, 2019120
-18.61%Dec 5, 202486Apr 8, 2025
-17.89%Apr 29, 2015188Jan 20, 201698Jun 8, 2016286

Volatility

Volatility Chart

The current SCHD/TECH/TSX volatility is 10.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.56%
11.21%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCXIU.TOSCHDVGTPortfolio
^GSPC1.000.730.850.890.95
XIU.TO0.731.000.690.600.83
SCHD0.850.691.000.660.84
VGT0.890.600.661.000.91
Portfolio0.950.830.840.911.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011