DES vs. SCHD
Compare and contrast key facts about WisdomTree U.S. SmallCap Dividend Fund (DES) and Schwab US Dividend Equity ETF (SCHD).
DES and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both DES and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DES or SCHD.
Performance
DES vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DES having a 18.62% return and SCHD slightly higher at 18.85%. Over the past 10 years, DES has underperformed SCHD with an annualized return of 7.91%, while SCHD has yielded a comparatively higher 11.69% annualized return.
DES
18.62%
9.25%
19.26%
32.41%
9.25%
7.91%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| DES | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.64 | 2.49 |
| Sortino Ratio | 2.44 | 3.58 |
| Omega Ratio | 1.30 | 1.44 |
| Calmar Ratio | 3.61 | 3.79 |
| Martin Ratio | 8.56 | 13.58 |
| Ulcer Index | 3.79% | 2.05% |
| Daily Std Dev | 19.81% | 11.15% |
| Max Drawdown | -65.49% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
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DES vs. SCHD - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DES and SCHD is 0.82, 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.
Risk-Adjusted Performance
DES vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) 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.
Dividends
DES vs. SCHD - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.70%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.54% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% | 2.44% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DES vs. SCHD - Drawdown Comparison
The maximum DES drawdown since its inception was -65.49%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DES and SCHD. For additional features, visit the drawdowns tool.
Volatility
DES vs. SCHD - Volatility Comparison
WisdomTree U.S. SmallCap Dividend Fund (DES) has a higher volatility of 8.12% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that DES'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.