ACRE vs. SCHD
Compare and contrast key facts about Ares Commercial Real Estate Corporation (ACRE) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACRE or SCHD.
Key characteristics
| ACRE | SCHD | |
|---|---|---|
| YTD Return | -30.80% | 3.43% |
| 1Y Return | -3.33% | 12.26% |
| 3Y Return (Ann) | -13.46% | 4.90% |
| 5Y Return (Ann) | -5.23% | 11.58% |
| 10Y Return (Ann) | 3.27% | 11.22% |
| Sharpe Ratio | -0.25 | 0.89 |
| Daily Std Dev | 33.96% | 11.77% |
| Max Drawdown | -75.68% | -33.37% |
| Current Drawdown | -46.58% | -3.10% |
Correlation
The correlation between ACRE and SCHD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACRE vs. SCHD - Performance Comparison
In the year-to-date period, ACRE achieves a -30.80% return, which is significantly lower than SCHD's 3.43% return. Over the past 10 years, ACRE has underperformed SCHD with an annualized return of 3.27%, while SCHD has yielded a comparatively higher 11.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ACRE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Commercial Real Estate Corporation (ACRE) and Schwab US 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.
Dividends
ACRE vs. SCHD - Dividend Comparison
ACRE's dividend yield for the trailing twelve months is around 17.89%, more than SCHD's 3.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | 17.89% | 12.74% | 6.80% | 9.08% | 10.91% | 8.20% | 8.75% | 8.24% | 7.45% | 8.60% | 8.57% | 7.51% |
SCHD Schwab US Dividend Equity ETF | 3.42% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ACRE vs. SCHD - Drawdown Comparison
The maximum ACRE drawdown since its inception was -75.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ACRE and SCHD. For additional features, visit the drawdowns tool.
Volatility
ACRE vs. SCHD - Volatility Comparison
Ares Commercial Real Estate Corporation (ACRE) has a higher volatility of 9.86% compared to Schwab US Dividend Equity ETF (SCHD) at 3.87%. This indicates that ACRE's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.