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

Key characteristics


CLOUSCHD
YTD Return2.43%18.08%
1Y Return22.16%30.78%
3Y Return (Ann)-8.54%7.17%
5Y Return (Ann)9.85%13.03%
Sharpe Ratio1.202.85
Sortino Ratio1.684.10
Omega Ratio1.221.51
Calmar Ratio0.603.16
Martin Ratio2.1015.75
Ulcer Index11.85%2.04%
Daily Std Dev20.71%11.24%
Max Drawdown-52.92%-33.37%
Current Drawdown-25.20%0.00%

Correlation

-0.50.00.51.00.5

The correlation between CLOU and SCHD is 0.45, 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

CLOU vs. SCHD - Performance Comparison

In the year-to-date period, CLOU achieves a 2.43% return, which is significantly lower than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.42%
12.11%
CLOU
SCHD

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CLOU vs. SCHD - Expense Ratio Comparison

CLOU has a 0.68% expense ratio, which is higher than SCHD's 0.06% expense ratio.


CLOU
Global X Cloud Computing ETF
Expense ratio chart for CLOU: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
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

CLOU vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Cloud Computing ETF (CLOU) 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.


CLOU
Sharpe ratio
The chart of Sharpe ratio for CLOU, currently valued at 1.20, compared to the broader market-2.000.002.004.006.001.20
Sortino ratio
The chart of Sortino ratio for CLOU, currently valued at 1.68, compared to the broader market0.005.0010.001.68
Omega ratio
The chart of Omega ratio for CLOU, currently valued at 1.22, compared to the broader market1.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for CLOU, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.60
Martin ratio
The chart of Martin ratio for CLOU, currently valued at 2.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.10
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.85, compared to the broader market-2.000.002.004.006.002.85
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.51, compared to the broader market1.001.502.002.503.001.51
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.16
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 15.75, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.75

CLOU vs. SCHD - Sharpe Ratio Comparison

The current CLOU Sharpe Ratio is 1.20, which is lower than the SCHD Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of CLOU 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.20
2.85
CLOU
SCHD

Dividends

CLOU vs. SCHD - Dividend Comparison

CLOU has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.35%.


TTM20232022202120202019201820172016201520142013
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%1.76%0.00%0.10%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.35%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CLOU vs. SCHD - Drawdown Comparison

The maximum CLOU drawdown since its inception was -52.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CLOU and SCHD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-25.20%
0
CLOU
SCHD

Volatility

CLOU vs. SCHD - Volatility Comparison

Global X Cloud Computing ETF (CLOU) has a higher volatility of 5.36% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. This indicates that CLOU'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.36%
3.41%
CLOU
SCHD