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BUI vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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BUI vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
4.23%21.79%14.62%12.29%-16.77%12.48%20.30%20.60%-1.81%26.06%
SCHD
Schwab U.S. Dividend Equity ETF
12.79%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Returns By Period

In the year-to-date period, BUI achieves a 4.23% return, which is significantly lower than SCHD's 12.79% return. Over the past 10 years, BUI has underperformed SCHD with an annualized return of 11.44%, while SCHD has yielded a comparatively higher 12.31% annualized return.


BUI

1D
2.01%
1M
-13.33%
YTD
4.23%
6M
8.05%
1Y
29.10%
3Y*
11.67%
5Y*
8.28%
10Y*
11.44%

SCHD

1D
0.66%
1M
-2.61%
YTD
12.79%
6M
14.49%
1Y
13.97%
3Y*
12.05%
5Y*
8.44%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BUI vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUI
BUI Risk / Return Rank: 8383
Overall Rank
BUI Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BUI Sortino Ratio Rank: 8282
Sortino Ratio Rank
BUI Omega Ratio Rank: 8686
Omega Ratio Rank
BUI Calmar Ratio Rank: 7777
Calmar Ratio Rank
BUI Martin Ratio Rank: 8585
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 5252
Overall Rank
SCHD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHD Omega Ratio Rank: 5454
Omega Ratio Rank
SCHD Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHD Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUI vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) and Schwab U.S. 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.


BUISCHDDifference

Sharpe ratio

Return per unit of total volatility

1.64

0.89

+0.75

Sortino ratio

Return per unit of downside risk

2.17

1.35

+0.82

Omega ratio

Gain probability vs. loss probability

1.34

1.19

+0.15

Calmar ratio

Return relative to maximum drawdown

1.89

1.19

+0.70

Martin ratio

Return relative to average drawdown

7.41

3.99

+3.41

BUI vs. SCHD - Sharpe Ratio Comparison

The current BUI Sharpe Ratio is 1.64, which is higher than the SCHD Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BUI and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUISCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.89

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.59

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.74

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.84

-0.35

Correlation

The correlation between BUI and SCHD is 0.41, 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.


Dividends

BUI vs. SCHD - Dividend Comparison

BUI's dividend yield for the trailing twelve months is around 10.12%, more than SCHD's 3.44% yield.


TTM20252024202320222021202020192018201720162015
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
10.12%10.39%6.26%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%
SCHD
Schwab U.S. Dividend Equity ETF
3.44%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

BUI vs. SCHD - Drawdown Comparison

The maximum BUI drawdown since its inception was -46.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BUI and SCHD.


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Drawdown Indicators


BUISCHDDifference

Max Drawdown

Largest peak-to-trough decline

-46.49%

-33.37%

-13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-15.68%

-12.74%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-27.41%

-16.85%

-10.56%

Max Drawdown (10Y)

Largest decline over 10 years

-46.49%

-33.37%

-13.12%

Current Drawdown

Current decline from peak

-13.41%

-2.89%

-10.52%

Average Drawdown

Average peak-to-trough decline

-6.01%

-3.34%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

3.89%

+0.12%

Volatility

BUI vs. SCHD - Volatility Comparison

BlackRock Utilities, Infrastructure & Power Opportunities Trust (BUI) has a higher volatility of 8.40% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that BUI'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.


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Volatility by Period


BUISCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

2.40%

+6.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

7.96%

+5.84%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

15.74%

+2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.21%

14.40%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

16.70%

+5.20%