BGR vs. SCHD
Compare and contrast key facts about BlackRock Energy and Resources Trust (BGR) 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: BGR or SCHD.
Key characteristics
| BGR | SCHD | |
|---|---|---|
| YTD Return | 14.64% | 16.94% |
| 1Y Return | 13.08% | 26.08% |
| 3Y Return (Ann) | 16.54% | 6.78% |
| 5Y Return (Ann) | 10.37% | 12.63% |
| 10Y Return (Ann) | 1.97% | 11.59% |
| Sharpe Ratio | 0.84 | 2.44 |
| Sortino Ratio | 1.23 | 3.51 |
| Omega Ratio | 1.15 | 1.43 |
| Calmar Ratio | 1.24 | 3.30 |
| Martin Ratio | 4.49 | 13.27 |
| Ulcer Index | 2.91% | 2.04% |
| Daily Std Dev | 15.64% | 11.07% |
| Max Drawdown | -72.56% | -33.37% |
| Current Drawdown | -0.22% | -0.96% |
Correlation
The correlation between BGR and SCHD is 0.58, 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
BGR vs. SCHD - Performance Comparison
In the year-to-date period, BGR achieves a 14.64% return, which is significantly lower than SCHD's 16.94% return. Over the past 10 years, BGR has underperformed SCHD with an annualized return of 1.97%, while SCHD has yielded a comparatively higher 11.59% 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
BGR vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Energy and Resources Trust (BGR) 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
BGR vs. SCHD - Dividend Comparison
BGR's dividend yield for the trailing twelve months is around 5.98%, more than SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGR BlackRock Energy and Resources Trust | 5.98% | 6.25% | 4.64% | 4.81% | 9.28% | 7.88% | 8.96% | 6.60% | 6.93% | 11.93% | 13.83% | 16.95% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BGR vs. SCHD - Drawdown Comparison
The maximum BGR drawdown since its inception was -72.56%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BGR and SCHD. For additional features, visit the drawdowns tool.
Volatility
BGR vs. SCHD - Volatility Comparison
BlackRock Energy and Resources Trust (BGR) has a higher volatility of 4.55% compared to Schwab US Dividend Equity ETF (SCHD) at 3.44%. This indicates that BGR'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.