^DVG vs. SCHD

Last updated Jun 24, 2026

^DVG (NASDAQ US Dividend Achievers Select Index) is an index, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index.

Performance

^DVG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ US Dividend Achievers Select Index (^DVG) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DVG

• 1D: 0.02%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.41%
• 1M: -2.47%
• YTD: 17.72%
• 6M: 17.25%
• 1Y: 24.56%
• 3Y*: 14.60%
• 5Y*: 8.71%
• 10Y*: 12.72%

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

^DVG vs. SCHD - Yearly Performance Comparison

	2026 (YTD)
^DVG NASDAQ US Dividend Achievers Select Index	0.02%
SCHD Schwab U.S. Dividend Equity ETF	0.41%

Return for Risk

^DVG vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DVG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHD

SCHD Risk / Return Rank: 77
SCHD Sharpe Ratio Rank: 72
SCHD Sortino Ratio Rank: 80
SCHD Omega Ratio Rank: 70
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

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.

^DVG vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ US Dividend Achievers Select Index (^DVG) 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.

	^DVG	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.23	—
Sortino ratio: Return per unit of downside risk	—	3.40	—
Omega ratio: Gain probability vs. loss probability	—	1.40	—
Calmar ratio: Return relative to maximum drawdown	—	5.35	—
Martin ratio: Return relative to average drawdown	—	12.94	—

Drawdowns

^DVG vs. SCHD - Drawdown Comparison

The maximum ^DVG drawdown since its inception was 0.00%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ^DVG and SCHD.

Drawdown Indicators

	^DVG	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.37%	+33.37%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.61%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	0.00%	-2.47%	+2.47%
Average Drawdown Average peak-to-trough decline	0.00%	-3.31%	+3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.90%	—

Volatility

Volatility by Period

	^DVG	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.58%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.07%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.36%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.71%	—