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CIZ vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CIZSCHD
YTD Return3.09%3.21%
1Y Return1.08%15.78%
3Y Return (Ann)0.36%4.47%
5Y Return (Ann)1.80%11.41%
Sharpe Ratio0.081.29
Daily Std Dev11.17%11.38%
Max Drawdown-37.74%-33.37%
Current Drawdown-6.36%-3.30%

Correlation

-0.50.00.51.00.6

The correlation between CIZ and SCHD is 0.62, 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

CIZ vs. SCHD - Performance Comparison

The year-to-date returns for both investments are quite close, with CIZ having a 3.09% return and SCHD slightly higher at 3.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
11.10%
177.22%
CIZ
SCHD

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VictoryShares Developed Enhanced Volatility Wtd ETF

Schwab US Dividend Equity ETF

CIZ vs. SCHD - Expense Ratio Comparison

CIZ has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.


CIZ
VictoryShares Developed Enhanced Volatility Wtd ETF
Expense ratio chart for CIZ: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
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

CIZ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares Developed Enhanced Volatility Wtd ETF (CIZ) 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.


CIZ
Sharpe ratio
The chart of Sharpe ratio for CIZ, currently valued at 0.08, compared to the broader market0.002.004.000.08
Sortino ratio
The chart of Sortino ratio for CIZ, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.000.18
Omega ratio
The chart of Omega ratio for CIZ, currently valued at 1.02, compared to the broader market0.501.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for CIZ, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.0014.000.05
Martin ratio
The chart of Martin ratio for CIZ, currently valued at 0.16, compared to the broader market0.0020.0040.0060.0080.000.16
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.29, compared to the broader market0.002.004.001.29
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.001.92
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.11
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.35, compared to the broader market0.0020.0040.0060.0080.004.35

CIZ vs. SCHD - Sharpe Ratio Comparison

The current CIZ Sharpe Ratio is 0.08, which is lower than the SCHD Sharpe Ratio of 1.29. The chart below compares the 12-month rolling Sharpe Ratio of CIZ and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.08
1.29
CIZ
SCHD

Dividends

CIZ vs. SCHD - Dividend Comparison

CIZ's dividend yield for the trailing twelve months is around 3.33%, less than SCHD's 3.43% yield.


TTM20232022202120202019201820172016201520142013
CIZ
VictoryShares Developed Enhanced Volatility Wtd ETF
3.33%3.60%1.92%3.02%1.50%2.82%2.76%1.74%1.99%1.83%0.22%0.00%
SCHD
Schwab US Dividend Equity ETF
3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CIZ vs. SCHD - Drawdown Comparison

The maximum CIZ drawdown since its inception was -37.74%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CIZ and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.36%
-3.30%
CIZ
SCHD

Volatility

CIZ vs. SCHD - Volatility Comparison

VictoryShares Developed Enhanced Volatility Wtd ETF (CIZ) has a higher volatility of 3.99% compared to Schwab US Dividend Equity ETF (SCHD) at 3.61%. This indicates that CIZ'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.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.99%
3.61%
CIZ
SCHD