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

Correlation

The correlation between DFUS 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.


-0.50.00.51.00.8

Performance

DFUS vs. SCHD - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
44.39%
21.26%
DFUS
SCHD

Key characteristics

Sharpe Ratio

DFUS:

2.08

SCHD:

1.20

Sortino Ratio

DFUS:

2.76

SCHD:

1.76

Omega Ratio

DFUS:

1.39

SCHD:

1.21

Calmar Ratio

DFUS:

3.13

SCHD:

1.69

Martin Ratio

DFUS:

13.42

SCHD:

5.86

Ulcer Index

DFUS:

2.02%

SCHD:

2.30%

Daily Std Dev

DFUS:

13.03%

SCHD:

11.25%

Max Drawdown

DFUS:

-24.62%

SCHD:

-33.37%

Current Drawdown

DFUS:

-3.25%

SCHD:

-6.72%

Returns By Period

In the year-to-date period, DFUS achieves a 25.06% return, which is significantly higher than SCHD's 11.54% return.


DFUS

YTD

25.06%

1M

-0.12%

6M

9.64%

1Y

25.74%

5Y*

N/A

10Y*

N/A

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

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


DFUS vs. SCHD - Expense Ratio Comparison

DFUS has a 0.11% expense ratio, which is higher than SCHD's 0.06% 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%.


DFUS
Dimensional U.S. Equity ETF
Expense ratio chart for DFUS: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
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

DFUS vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) 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.


Sharpe ratio
The chart of Sharpe ratio for DFUS, currently valued at 2.08, compared to the broader market0.002.004.002.081.20
The chart of Sortino ratio for DFUS, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.002.761.76
The chart of Omega ratio for DFUS, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.391.21
The chart of Calmar ratio for DFUS, currently valued at 3.13, compared to the broader market0.005.0010.0015.003.131.69
The chart of Martin ratio for DFUS, currently valued at 13.42, compared to the broader market0.0020.0040.0060.0080.00100.0013.425.86
DFUS
SCHD

The current DFUS Sharpe Ratio is 2.08, which is higher than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DFUS 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.08
1.20
DFUS
SCHD

Dividends

DFUS vs. SCHD - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.67%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
DFUS
Dimensional U.S. Equity ETF
0.67%1.33%1.48%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

DFUS vs. SCHD - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DFUS and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.25%
-6.72%
DFUS
SCHD

Volatility

DFUS vs. SCHD - Volatility Comparison

Dimensional U.S. Equity ETF (DFUS) has a higher volatility of 4.11% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that DFUS'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%JulyAugustSeptemberOctoberNovemberDecember
4.11%
3.88%
DFUS
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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