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

Key characteristics


DEEPSCHD
YTD Return-6.47%2.25%
1Y Return9.06%9.46%
3Y Return (Ann)0.47%4.52%
5Y Return (Ann)3.04%10.99%
Sharpe Ratio0.420.79
Daily Std Dev19.84%11.77%
Max Drawdown-51.92%-33.37%
Current Drawdown-9.51%-4.20%

Correlation

-0.50.00.51.00.8

The correlation between DEEP and SCHD is 0.78, 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

DEEP vs. SCHD - Performance Comparison

In the year-to-date period, DEEP achieves a -6.47% return, which is significantly lower than SCHD's 2.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%80.00%100.00%120.00%140.00%160.00%180.00%NovemberDecember2024FebruaryMarchApril
79.05%
170.37%
DEEP
SCHD

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Roundhill Acquirers Deep Value ETF

Schwab US Dividend Equity ETF

DEEP vs. SCHD - Expense Ratio Comparison

DEEP has a 0.80% expense ratio, which is higher than SCHD's 0.06% expense ratio.


DEEP
Roundhill Acquirers Deep Value ETF
Expense ratio chart for DEEP: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
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

DEEP vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) 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.


DEEP
Sharpe ratio
The chart of Sharpe ratio for DEEP, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for DEEP, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.000.76
Omega ratio
The chart of Omega ratio for DEEP, currently valued at 1.09, compared to the broader market1.001.502.001.09
Calmar ratio
The chart of Calmar ratio for DEEP, currently valued at 0.39, compared to the broader market0.002.004.006.008.0010.000.39
Martin ratio
The chart of Martin ratio for DEEP, currently valued at 1.43, compared to the broader market0.0010.0020.0030.0040.0050.001.43
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.001.19
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.14, compared to the broader market1.001.502.001.14
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.000.70
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 2.60, compared to the broader market0.0010.0020.0030.0040.0050.002.60

DEEP vs. SCHD - Sharpe Ratio Comparison

The current DEEP Sharpe Ratio is 0.42, which is lower than the SCHD Sharpe Ratio of 0.79. The chart below compares the 12-month rolling Sharpe Ratio of DEEP and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.42
0.79
DEEP
SCHD

Dividends

DEEP vs. SCHD - Dividend Comparison

DEEP's dividend yield for the trailing twelve months is around 1.75%, less than SCHD's 3.46% yield.


TTM20232022202120202019201820172016201520142013
DEEP
Roundhill Acquirers Deep Value ETF
1.75%1.67%1.28%1.43%4.03%3.49%2.78%2.01%3.14%3.98%0.42%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

DEEP vs. SCHD - Drawdown Comparison

The maximum DEEP drawdown since its inception was -51.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DEEP and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.51%
-4.20%
DEEP
SCHD

Volatility

DEEP vs. SCHD - Volatility Comparison

Roundhill Acquirers Deep Value ETF (DEEP) has a higher volatility of 5.27% compared to Schwab US Dividend Equity ETF (SCHD) at 3.77%. This indicates that DEEP'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%NovemberDecember2024FebruaryMarchApril
5.27%
3.77%
DEEP
SCHD