PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AIEQ vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AIEQ and SCHD is 0.68, 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.


-0.50.00.51.00.7

Performance

AIEQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
82.25%
116.58%
AIEQ
SCHD

Key characteristics

Sharpe Ratio

AIEQ:

0.89

SCHD:

1.20

Sortino Ratio

AIEQ:

1.28

SCHD:

1.76

Omega Ratio

AIEQ:

1.17

SCHD:

1.21

Calmar Ratio

AIEQ:

0.66

SCHD:

1.69

Martin Ratio

AIEQ:

3.88

SCHD:

5.86

Ulcer Index

AIEQ:

3.91%

SCHD:

2.30%

Daily Std Dev

AIEQ:

17.11%

SCHD:

11.25%

Max Drawdown

AIEQ:

-38.97%

SCHD:

-33.37%

Current Drawdown

AIEQ:

-7.47%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, AIEQ achieves a 12.94% return, which is significantly higher than SCHD's 11.54% return.


AIEQ

YTD

12.94%

1M

-1.05%

6M

11.00%

1Y

12.98%

5Y*

7.95%

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AIEQ vs. SCHD - Expense Ratio Comparison

AIEQ has a 0.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.


AIEQ
AI Powered Equity ETF
Expense ratio chart for AIEQ: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

AIEQ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) 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.


Sharpe ratio
The chart of Sharpe ratio for AIEQ, currently valued at 0.89, compared to the broader market0.002.004.000.891.20
The chart of Sortino ratio for AIEQ, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.001.281.76
The chart of Omega ratio for AIEQ, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.21
The chart of Calmar ratio for AIEQ, currently valued at 0.66, compared to the broader market0.005.0010.0015.000.661.69
The chart of Martin ratio for AIEQ, currently valued at 3.88, compared to the broader market0.0020.0040.0060.0080.00100.003.885.86
AIEQ
SCHD

The current AIEQ Sharpe Ratio is 0.89, which is comparable to the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AIEQ and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.89
1.20
AIEQ
SCHD

Dividends

AIEQ vs. SCHD - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.64%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
AIEQ
AI Powered Equity ETF
0.64%0.97%0.11%1.76%0.39%0.60%9.11%0.16%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

AIEQ vs. SCHD - Drawdown Comparison

The maximum AIEQ drawdown since its inception was -38.97%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AIEQ and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.47%
-6.72%
AIEQ
SCHD

Volatility

AIEQ vs. SCHD - Volatility Comparison

AI Powered Equity ETF (AIEQ) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.88% and 3.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
3.88%
AIEQ
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab