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BEPC vs. SCHD

Last updated Jun 3, 2023

Compare and contrast key facts about Brookfield Renewable Corporation (BEPC) 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: BEPC or SCHD.

Key characteristics


BEPCSCHD
YTD Return30.17%-4.91%
1Y Return-0.41%-6.00%
5Y Return (Ann)11.30%11.05%
10Y Return (Ann)11.30%11.26%
Sharpe Ratio0.10-0.29
Daily Std Dev30.86%17.70%
Max Drawdown-53.48%-33.37%

Correlation

0.31
-1.001.00

The correlation between BEPC and SCHD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

BEPC vs. SCHD - Performance Comparison

In the year-to-date period, BEPC achieves a 30.17% return, which is significantly lower than SCHD's -4.91% return. Both investments have delivered pretty close results over the past 10 years, with BEPC having a 11.30% annualized return and SCHD not far behind at 11.26%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
10.07%
-6.63%
BEPC
SCHD

Compare stocks, funds, or ETFs


Brookfield Renewable Corporation

Schwab US Dividend Equity ETF

BEPC vs. SCHD - Dividend Comparison

BEPC's dividend yield for the trailing twelve months is around 5.58%, more than SCHD's 4.43% yield.


TTM20222021202020192018201720162015201420132012
BEPC
Brookfield Renewable Corporation
5.58%4.75%3.50%1.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.43%3.42%2.90%3.40%3.33%3.53%3.12%3.53%3.74%3.41%3.28%3.91%

BEPC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Renewable Corporation (BEPC) 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BEPC
Brookfield Renewable Corporation
0.10
SCHD
Schwab US Dividend Equity ETF
-0.29

BEPC vs. SCHD - Sharpe Ratio Comparison

The current BEPC Sharpe Ratio is 0.10, which is higher than the SCHD Sharpe Ratio of -0.29. The chart below compares the 12-month rolling Sharpe Ratio of BEPC and SCHD.


-1.00-0.80-0.60-0.40-0.200.000.202023FebruaryMarchAprilMayJune
0.10
-0.29
BEPC
SCHD

BEPC vs. SCHD - Drawdown Comparison

The maximum BEPC drawdown for the period was -53.48%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for BEPC and SCHD


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2023FebruaryMarchAprilMayJune
-38.71%
-9.25%
BEPC
SCHD

BEPC vs. SCHD - Volatility Comparison

Brookfield Renewable Corporation (BEPC) has a higher volatility of 10.67% compared to Schwab US Dividend Equity ETF (SCHD) at 4.04%. This indicates that BEPC'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.


2.00%4.00%6.00%8.00%10.00%12.00%2023FebruaryMarchAprilMayJune
10.67%
4.04%
BEPC
SCHD