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CIND.L vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CIND.LSCHD
YTD Return10.88%11.52%
1Y Return20.61%16.42%
3Y Return (Ann)7.59%6.90%
5Y Return (Ann)10.34%12.29%
10Y Return (Ann)11.04%11.41%
Sharpe Ratio1.951.49
Daily Std Dev10.64%11.86%
Max Drawdown-36.68%-33.37%
Current Drawdown-0.24%-1.38%

Correlation

-0.50.00.51.00.5

The correlation between CIND.L and SCHD is 0.48, 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.

Performance

CIND.L vs. SCHD - Performance Comparison

In the year-to-date period, CIND.L achieves a 10.88% return, which is significantly lower than SCHD's 11.52% return. Both investments have delivered pretty close results over the past 10 years, with CIND.L having a 11.04% annualized return and SCHD not far ahead at 11.41%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


300.00%320.00%340.00%360.00%380.00%400.00%AprilMayJuneJulyAugustSeptember
351.01%
394.74%
CIND.L
SCHD

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CIND.L vs. SCHD - Expense Ratio Comparison

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


CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc
Expense ratio chart for CIND.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

CIND.L vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) 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.


CIND.L
Sharpe ratio
The chart of Sharpe ratio for CIND.L, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for CIND.L, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.0012.003.02
Omega ratio
The chart of Omega ratio for CIND.L, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for CIND.L, currently valued at 2.52, compared to the broader market0.005.0010.0015.002.53
Martin ratio
The chart of Martin ratio for CIND.L, currently valued at 10.85, compared to the broader market0.0020.0040.0060.0080.00100.0010.85
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.72, compared to the broader market0.002.004.001.72
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.51, compared to the broader market-2.000.002.004.006.008.0010.0012.002.51
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.52
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 8.77, compared to the broader market0.0020.0040.0060.0080.00100.008.77

CIND.L vs. SCHD - Sharpe Ratio Comparison

The current CIND.L Sharpe Ratio is 1.95, which is higher than the SCHD Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of CIND.L and SCHD.


Rolling 12-month Sharpe Ratio1.001.502.002.50AprilMayJuneJulyAugustSeptember
2.15
1.72
CIND.L
SCHD

Dividends

CIND.L vs. SCHD - Dividend Comparison

CIND.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.40%.


TTM20232022202120202019201820172016201520142013
CIND.L
iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

CIND.L vs. SCHD - Drawdown Comparison

The maximum CIND.L drawdown since its inception was -36.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CIND.L and SCHD. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.24%
-1.38%
CIND.L
SCHD

Volatility

CIND.L vs. SCHD - Volatility Comparison

iShares VII plc - iShares Dow Jones Indust Avg ETF USD Acc (CIND.L) has a higher volatility of 3.50% compared to Schwab US Dividend Equity ETF (SCHD) at 3.02%. This indicates that CIND.L'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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AprilMayJuneJulyAugustSeptember
3.50%
3.02%
CIND.L
SCHD