CIZ vs. SCHD
Compare and contrast key facts about VictoryShares Developed Enhanced Volatility Wtd ETF (CIZ) and Schwab US Dividend Equity ETF (SCHD).
CIZ and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIZ is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Long/Cash Volatility Weighted Index. It was launched on Oct 1, 2014. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both CIZ and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CIZ or SCHD.
Key characteristics
CIZ | SCHD | |
---|---|---|
YTD Return | 3.09% | 3.21% |
1Y Return | 1.08% | 15.78% |
3Y Return (Ann) | 0.36% | 4.47% |
5Y Return (Ann) | 1.80% | 11.41% |
Sharpe Ratio | 0.08 | 1.29 |
Daily Std Dev | 11.17% | 11.38% |
Max Drawdown | -37.74% | -33.37% |
Current Drawdown | -6.36% | -3.30% |
Correlation
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.
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CIZ vs. SCHD - Expense Ratio Comparison
CIZ has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.