BLK vs. SCHD
Compare and contrast key facts about BlackRock, Inc. (BLK) 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: BLK or SCHD.
Key characteristics
| BLK | SCHD | |
|---|---|---|
| YTD Return | -6.54% | -7.11% |
| 1Y Return | 1.13% | -8.18% |
| 5Y Return (Ann) | 6.81% | 10.55% |
| 10Y Return (Ann) | 11.73% | 11.06% |
| Sharpe Ratio | 0.05 | -0.50 |
| Daily Std Dev | 33.54% | 17.61% |
| Max Drawdown | -60.36% | -33.37% |
Correlation
The correlation between BLK and SCHD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
BLK vs. SCHD - Performance Comparison
In the year-to-date period, BLK achieves a -6.54% return, which is significantly lower than SCHD's -7.11% return. Over the past 10 years, BLK has outperformed SCHD with an annualized return of 11.73%, while SCHD has yielded a comparatively lower 11.06% 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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BLK vs. SCHD - Dividend Comparison
BLK's dividend yield for the trailing twelve months is around 3.73%, less than SCHD's 4.54% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 3.73% | 2.77% | 1.87% | 2.13% | 2.84% | 3.42% | 2.23% | 2.82% | 3.08% | 2.66% | 2.68% | 3.76% |
SCHD Schwab US Dividend Equity ETF | 4.54% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
BLK vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock, Inc. (BLK) 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 | |
|---|---|---|---|---|---|
BLK BlackRock, Inc. | 0.05 | ||||
SCHD Schwab US Dividend Equity ETF | -0.50 |
BLK vs. SCHD - Drawdown Comparison
The maximum BLK drawdown for the period was -32.97%, lower than the maximum SCHD drawdown of -11.87%. The drawdown chart below compares losses from any high point along the way for BLK and SCHD
BLK vs. SCHD - Volatility Comparison
BlackRock, Inc. (BLK) has a higher volatility of 7.20% compared to Schwab US Dividend Equity ETF (SCHD) at 3.72%. This indicates that BLK'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.