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

Key characteristics


CSMLSCHD
YTD Return-2.71%2.29%
1Y Return19.64%13.67%
3Y Return (Ann)1.10%4.36%
5Y Return (Ann)7.39%11.21%
Sharpe Ratio0.701.11
Daily Std Dev19.25%11.38%
Max Drawdown-50.71%-33.37%
Current Drawdown-6.31%-4.17%

Correlation

-0.50.00.51.00.8

The correlation between CSML and SCHD is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

CSML vs. SCHD - Performance Comparison

In the year-to-date period, CSML achieves a -2.71% return, which is significantly lower than SCHD's 2.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
50.66%
116.68%
CSML
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQ Chaikin U.S. Small Cap ETF

Schwab US Dividend Equity ETF

CSML vs. SCHD - Expense Ratio Comparison

CSML has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


CSML
IQ Chaikin U.S. Small Cap ETF
Expense ratio chart for CSML: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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

CSML vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Chaikin U.S. Small Cap ETF (CSML) 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.


CSML
Sharpe ratio
The chart of Sharpe ratio for CSML, currently valued at 0.95, compared to the broader market-1.000.001.002.003.004.005.000.95
Sortino ratio
The chart of Sortino ratio for CSML, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.53
Omega ratio
The chart of Omega ratio for CSML, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for CSML, currently valued at 0.80, compared to the broader market0.002.004.006.008.0010.0012.000.80
Martin ratio
The chart of Martin ratio for CSML, currently valued at 3.29, compared to the broader market0.0020.0040.0060.0080.003.29
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.11, compared to the broader market-1.000.001.002.003.004.005.001.11
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.67
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.000.96
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.75, compared to the broader market0.0020.0040.0060.0080.003.75

CSML vs. SCHD - Sharpe Ratio Comparison

The current CSML Sharpe Ratio is 0.70, which is lower than the SCHD Sharpe Ratio of 1.11. The chart below compares the 12-month rolling Sharpe Ratio of CSML and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.95
1.11
CSML
SCHD

Dividends

CSML vs. SCHD - Dividend Comparison

CSML's dividend yield for the trailing twelve months is around 1.40%, less than SCHD's 3.46% yield.


TTM20232022202120202019201820172016201520142013
CSML
IQ Chaikin U.S. Small Cap ETF
1.40%1.41%1.32%1.18%1.02%1.29%0.96%0.31%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

CSML vs. SCHD - Drawdown Comparison

The maximum CSML drawdown since its inception was -50.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for CSML and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.31%
-4.17%
CSML
SCHD

Volatility

CSML vs. SCHD - Volatility Comparison

IQ Chaikin U.S. Small Cap ETF (CSML) has a higher volatility of 4.06% compared to Schwab US Dividend Equity ETF (SCHD) at 3.59%. This indicates that CSML'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%December2024FebruaryMarchAprilMay
4.06%
3.59%
CSML
SCHD