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BHP vs. SCHD

Last updated Jun 3, 2023

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


BHPSCHD
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 Ratio0.15-0.29
Daily Std Dev37.14%17.70%
Max Drawdown-75.42%-33.37%

Correlation

0.56
-1.001.00

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%2023FebruaryMarchAprilMayJune
-3.26%
-6.64%
BHP
SCHD

Compare stocks, funds, or ETFs


BHP Group

Schwab US Dividend Equity ETF

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.


TTM20222021202020192018201720162015201420132012
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BHP
BHP Group
0.15
SCHD
Schwab US Dividend Equity ETF
-0.29

BHP vs. SCHD - Sharpe Ratio Comparison

The current BHP Sharpe Ratio is 0.15, which is higher than the SCHD Sharpe Ratio of -0.29. The chart below compares the 12-month rolling Sharpe Ratio of BHP and SCHD.


-0.500.000.501.002023FebruaryMarchAprilMayJune
0.15
-0.29
BHP
SCHD

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


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMayJune
-15.16%
-9.25%
BHP
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.


2.00%4.00%6.00%8.00%10.00%2023FebruaryMarchAprilMayJune
10.75%
4.04%
BHP
SCHD