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CLOU vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CLOU vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Cloud Computing ETF (CLOU) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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CLOU vs. SCHD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CLOU
Global X Cloud Computing ETF
-12.73%-5.59%5.74%41.36%-39.56%-3.27%77.18%4.79%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%9.83%

Returns By Period

In the year-to-date period, CLOU achieves a -12.73% return, which is significantly lower than SCHD's 12.17% return.


CLOU

1D
1.23%
1M
4.33%
YTD
-12.73%
6M
-14.32%
1Y
-6.71%
3Y*
2.46%
5Y*
-5.36%
10Y*

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

CLOU vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLOU
CLOU Risk / Return Rank: 88
Overall Rank
CLOU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CLOU Sortino Ratio Rank: 88
Sortino Ratio Rank
CLOU Omega Ratio Rank: 88
Omega Ratio Rank
CLOU Calmar Ratio Rank: 88
Calmar Ratio Rank
CLOU Martin Ratio Rank: 77
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CLOU vs. SCHD - Risk-Adjusted Trends Comparison

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


CLOUSCHDDifference

Sharpe ratio

Return per unit of total volatility

-0.23

0.88

-1.11

Sortino ratio

Return per unit of downside risk

-0.13

1.32

-1.45

Omega ratio

Gain probability vs. loss probability

0.98

1.19

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.24

1.05

-1.28

Martin ratio

Return relative to average drawdown

-0.62

3.55

-4.18

CLOU vs. SCHD - Sharpe Ratio Comparison

The current CLOU Sharpe Ratio is -0.23, which is lower than the SCHD Sharpe Ratio of 0.88. 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.


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Sharpe Ratios by Period


CLOUSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

0.88

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.58

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.84

-0.70

Correlation

The correlation between CLOU and SCHD is 0.42, 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.


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 3.46%.


TTM20252024202320222021202020192018201720162015
CLOU
Global X Cloud Computing ETF
0.00%0.00%0.00%0.00%0.00%1.76%0.00%0.05%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

CLOU vs. SCHD - Drawdown Comparison

The maximum CLOU drawdown since its inception was -53.74%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CLOU and SCHD.


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Drawdown Indicators


CLOUSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-33.37%

-20.37%

Max Drawdown (1Y)

Largest decline over 1 year

-25.13%

-12.74%

-12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-53.74%

-16.85%

-36.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-37.50%

-3.43%

-34.07%

Average Drawdown

Average peak-to-trough decline

-24.22%

-3.34%

-20.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.54%

3.75%

+5.79%

Volatility

CLOU vs. SCHD - Volatility Comparison

Global X Cloud Computing ETF (CLOU) has a higher volatility of 7.91% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. 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.


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Volatility by Period


CLOUSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

2.33%

+5.58%

Volatility (6M)

Calculated over the trailing 6-month period

18.79%

7.96%

+10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

29.28%

15.69%

+13.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.61%

14.40%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.31%

16.70%

+13.61%