BHP vs. SCHD
Compare and contrast key facts about BHP Group (BHP) 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: BHP or SCHD.
Key characteristics
| BHP | SCHD | |
|---|---|---|
| YTD Return | -2.60% | -4.91% |
| 1Y Return | -4.28% | -6.00% |
| 5Y Return (Ann) | 16.17% | 11.05% |
| 10Y Return (Ann) | 7.95% | 11.26% |
| Sharpe Ratio | 0.15 | -0.29 |
| Daily Std Dev | 37.14% | 17.70% |
| Max Drawdown | -75.42% | -33.37% |
Correlation
The correlation between BHP and SCHD is 0.56, 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.
BHP vs. SCHD - Performance Comparison
In the year-to-date period, BHP achieves a -2.60% return, which is significantly lower than SCHD's -4.91% return. Over the past 10 years, BHP has underperformed SCHD with an annualized return of 7.95%, while SCHD has yielded a comparatively higher 11.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
BHP vs. SCHD - Dividend Comparison
BHP's dividend yield for the trailing twelve months is around 13.92%, more than SCHD's 4.43% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BHP BHP Group | 13.92% | 10.57% | 12.93% | 5.26% | 12.99% | 8.22% | 6.43% | 3.13% | 17.80% | 10.47% | 7.25% | 6.32% |
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% |
BHP vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BHP Group (BHP) 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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BHP BHP Group | 0.15 | ||||
SCHD Schwab US Dividend Equity ETF | -0.29 |
BHP vs. SCHD - Drawdown Comparison
The maximum BHP drawdown for the period was -20.68%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for BHP and SCHD
BHP vs. SCHD - Volatility Comparison
BHP Group (BHP) has a higher volatility of 10.75% compared to Schwab US Dividend Equity ETF (SCHD) at 4.04%. This indicates that BHP'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.