BST vs. SCHD
Compare and contrast key facts about BlackRock Science and Technology Trust (BST) 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: BST or SCHD.
Performance
BST vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with BST having a 16.32% return and SCHD slightly lower at 16.26%. Over the past 10 years, BST has outperformed SCHD with an annualized return of 13.87%, while SCHD has yielded a comparatively lower 11.40% annualized return.
BST
16.32%
-0.90%
2.69%
15.86%
9.94%
13.87%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| BST | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.89 | 2.27 |
| Sortino Ratio | 1.26 | 3.27 |
| Omega Ratio | 1.16 | 1.40 |
| Calmar Ratio | 0.50 | 3.34 |
| Martin Ratio | 2.90 | 12.25 |
| Ulcer Index | 5.34% | 2.05% |
| Daily Std Dev | 17.47% | 11.06% |
| Max Drawdown | -46.58% | -33.37% |
| Current Drawdown | -17.83% | -1.54% |
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Correlation
The correlation between BST and SCHD is 0.49, 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.
Risk-Adjusted Performance
BST vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Science and Technology Trust (BST) 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
BST vs. SCHD - Dividend Comparison
BST's dividend yield for the trailing twelve months is around 8.27%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BST BlackRock Science and Technology Trust | 8.27% | 8.91% | 10.57% | 8.53% | 3.85% | 5.46% | 6.41% | 4.80% | 6.69% | 6.93% | 0.57% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BST vs. SCHD - Drawdown Comparison
The maximum BST drawdown since its inception was -46.58%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BST and SCHD. For additional features, visit the drawdowns tool.
Volatility
BST vs. SCHD - Volatility Comparison
BlackRock Science and Technology Trust (BST) has a higher volatility of 4.69% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that BST'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.