CGDV vs. SCHD

In the year-to-date period, CGDV achieves a 5.57% return, which is significantly higher than SCHD's -3.35% return.

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CGDV has a 0.33% expense ratio, which is higher than SCHD's 0.06% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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.

The current CGDV Sharpe Ratio is 0.93, which is higher than the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of CGDV 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.

CGDV's dividend yield for the trailing twelve months is around 1.54%, less than SCHD's 3.97% yield.

The maximum CGDV drawdown since its inception was -21.81%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CGDV and SCHD.

Capital Group Dividend Value ETF (CGDV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.80% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.