C vs. SCHD

Last updated Jun 9, 2026

C (Citigroup Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, C returned 15.14%/yr vs 12.65%/yr for SCHD. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

C vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 15.36% return, which is significantly lower than SCHD's 18.71% return. Over the past 10 years, C has outperformed SCHD with an annualized return of 15.14%, while SCHD has yielded a comparatively lower 12.65% annualized return.

C

• 1D: 0.61%
• 1M: 6.16%
• YTD: 15.36%
• 6M: 23.58%
• 1Y: 74.17%
• 3Y*: 44.93%
• 5Y*: 15.19%
• 10Y*: 15.14%

SCHD

• 1D: -0.03%
• 1M: 2.12%
• YTD: 18.71%
• 6M: 19.28%
• 1Y: 26.37%
• 3Y*: 14.73%
• 5Y*: 8.49%
• 10Y*: 12.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
SCHD Schwab U.S. Dividend Equity ETF	18.71%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between C and SCHD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.62
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.63

Over the past year, the correlation between C and SCHD has dropped to 0.26 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

Return for Risk

C vs. SCHD — Risk / Return Rank

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

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

SCHD

SCHD Risk / Return Rank: 85
SCHD Sharpe Ratio Rank: 83
SCHD Sortino Ratio Rank: 89
SCHD Omega Ratio Rank: 81
SCHD Calmar Ratio Rank: 92
SCHD Martin Ratio Rank: 80

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.

C vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) 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.

	C	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.65	2.43	+0.22
Sortino ratio: Return per unit of downside risk	3.30	3.75	-0.45
Omega ratio: Gain probability vs. loss probability	1.42	1.43	-0.01
Calmar ratio: Return relative to maximum drawdown	5.05	5.74	-0.69
Martin ratio: Return relative to average drawdown	14.54	14.06	+0.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C vs. SCHD - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is comparable to the SCHD Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of C and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	C	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	2.43	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.59	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.76	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.86	-0.71

Drawdowns

C vs. SCHD - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for C and SCHD.

Drawdown Indicators

	C	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-33.37%	-64.63%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-4.61%	-10.15%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-16.13%	-15.18%
Max Drawdown (5Y) Largest decline over 5 years	-45.78%	-16.85%	-28.93%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-33.37%	-23.14%
Current Drawdown Current decline from peak	-64.43%	-1.64%	-62.79%
Average Drawdown Average peak-to-trough decline	-43.51%	-3.32%	-40.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	1.88%	+3.24%

Volatility

C vs. SCHD - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.43% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.83%. This indicates that C'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.

Volatility by Period

	C	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.43%	2.83%	+5.60%
Volatility (6M) Calculated over the trailing 6-month period	22.84%	7.60%	+15.24%
Volatility (1Y) Calculated over the trailing 1-year period	28.19%	10.94%	+17.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.18%	14.38%	+14.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	16.72%	+16.51%

Dividends

C vs. SCHD - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, less than SCHD's 3.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.80%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both C and SCHD in my portfolio?

C and SCHD have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, C or SCHD?

C has higher volatility (8.43%) compared to SCHD (2.83%). In terms of maximum drawdown, C dropped -98.00% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 2.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.