DCOR vs. SCHK

Last updated Jun 24, 2026

DCOR (Dimensional US Core Equity 1 ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds. DCOR is actively managed, while SCHK is passively managed. Over the past year, DCOR returned 25.01% vs 23.67% for SCHK. With a 0.97 correlation, they move nearly in lockstep. DCOR charges 0.14%/yr vs 0.03%/yr for SCHK.

Performance

DCOR vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCOR achieves a 9.96% return, which is significantly higher than SCHK's 8.54% return.

DCOR

• 1D: -1.25%
• 1M: -0.16%
• YTD: 9.96%
• 6M: 8.83%
• 1Y: 25.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHK

• 1D: -1.42%
• 1M: -0.95%
• YTD: 8.54%
• 6M: 7.46%
• 1Y: 23.67%
• 3Y*: 20.74%
• 5Y*: 12.31%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR vs. SCHK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	9.96%	15.96%	21.19%	7.96%
SCHK Schwab 1000 Index ETF	8.54%	17.23%	24.48%	7.80%

Correlation

The correlation between DCOR and SCHK is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.97

The correlation between DCOR and SCHK has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

DCOR vs. SCHK - Sectors Allocation Comparison

Sectors	DCOR	SCHK
Technology	31.9%	38.0%
Financial Services	13.8%	11.2%
Industrials	11.6%	8.9%
Consumer Cyclical	10.3%	9.8%
Healthcare	8.8%	8.4%
Communication Services	8.7%	10.1%
Energy	5.0%	3.2%
Consumer Defensive	4.7%	4.3%
Basic Materials	2.7%	1.9%
Utilities	2.2%	2.1%
Real Estate	0.2%	2.0%

Return for Risk

DCOR vs. SCHK — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 66
DCOR Sharpe Ratio Rank: 66
DCOR Sortino Ratio Rank: 64
DCOR Omega Ratio Rank: 63
DCOR Calmar Ratio Rank: 64
DCOR Martin Ratio Rank: 74

SCHK

SCHK Risk / Return Rank: 58
SCHK Sharpe Ratio Rank: 57
SCHK Sortino Ratio Rank: 55
SCHK Omega Ratio Rank: 56
SCHK Calmar Ratio Rank: 56
SCHK Martin Ratio Rank: 67

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.

DCOR vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and Schwab 1000 Index ETF (SCHK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DCOR	SCHK	Difference
Sharpe ratio: Return per unit of total volatility	2.03	1.86	+0.17
Sortino ratio: Return per unit of downside risk	2.79	2.53	+0.26
Omega ratio: Gain probability vs. loss probability	1.36	1.33	+0.03
Calmar ratio: Return relative to maximum drawdown	3.04	2.65	+0.39
Martin ratio: Return relative to average drawdown	13.29	11.81	+1.48

DCOR vs. SCHK - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.03, which is comparable to the SCHK Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of DCOR and SCHK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DCOR vs. SCHK - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for DCOR and SCHK.

Drawdown Indicators

	DCOR	SCHK	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-34.80%	+15.70%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-8.97%	+0.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.44%	—
Current Drawdown Current decline from peak	-2.11%	-2.98%	+0.87%
Average Drawdown Average peak-to-trough decline	-2.18%	-5.16%	+2.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.01%	-0.12%

Volatility

DCOR vs. SCHK - Volatility Comparison

The current volatility for Dimensional US Core Equity 1 ETF (DCOR) is 4.58%, while Schwab 1000 Index ETF (SCHK) has a volatility of 4.96%. This indicates that DCOR experiences smaller price fluctuations and is considered to be less risky than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCOR	SCHK	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	4.96%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	10.10%	-0.50%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	12.84%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	17.34%	-2.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	19.12%	-3.90%

DCOR vs. SCHK - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is higher than SCHK's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DCOR vs. SCHK - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.93%, less than SCHK's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCOR Dimensional US Core Equity 1 ETF	0.93%	0.97%	0.98%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHK Schwab 1000 Index ETF	1.03%	1.09%	1.20%	1.38%	1.57%	1.17%	1.58%	1.82%	1.80%	0.31%

Frequently Asked Questions

Can I hold both DCOR and SCHK in my portfolio?

With a correlation of 0.97, DCOR and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DCOR or SCHK?

SCHK has higher volatility (4.96%) compared to DCOR (4.58%). In terms of maximum drawdown, DCOR dropped -19.10% vs SCHK's -34.80%.

Which ETF is better, DCOR or SCHK?

On 1-year performance, DCOR leads with 25.01% vs 23.67% for SCHK. On fees, SCHK is cheaper at 0.03% per year. On volatility, DCOR has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCOR or SCHK?

Over the 1-year period, DCOR has performed better with a 25.01% return vs 23.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or SCHK?

SCHK is cheaper with a 0.03% expense ratio, compared with 0.14% for DCOR.

Which ETF pays a higher dividend yield, DCOR or SCHK?

SCHK has the higher dividend yield at 1.03%, compared with 0.93% for DCOR.

What is the main difference between DCOR and SCHK?

They also come from different issuers: Dimensional and Charles Schwab. Their fees differ too: 0.14% for DCOR and 0.03% for SCHK.

Which has better risk-adjusted returns?

DCOR currently has the higher Sharpe Ratio (2.03 vs 1.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.