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

Correlation

The correlation between DHC and SCHD is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

DHC vs. SCHD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-18.53%
7.54%
DHC
SCHD

Key characteristics

Sharpe Ratio

DHC:

-0.63

SCHD:

1.15

Sortino Ratio

DHC:

-0.68

SCHD:

1.70

Omega Ratio

DHC:

0.92

SCHD:

1.20

Calmar Ratio

DHC:

-0.44

SCHD:

1.63

Martin Ratio

DHC:

-1.40

SCHD:

5.55

Ulcer Index

DHC:

26.67%

SCHD:

2.33%

Daily Std Dev

DHC:

59.78%

SCHD:

11.24%

Max Drawdown

DHC:

-96.19%

SCHD:

-33.37%

Current Drawdown

DHC:

-85.93%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, DHC achieves a -40.08% return, which is significantly lower than SCHD's 11.86% return. Over the past 10 years, DHC has underperformed SCHD with an annualized return of -15.96%, while SCHD has yielded a comparatively higher 10.89% annualized return.


DHC

YTD

-40.08%

1M

-8.30%

6M

-18.55%

1Y

-37.40%

5Y*

-20.56%

10Y*

-15.96%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

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Risk-Adjusted Performance

DHC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) 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 DHC, currently valued at -0.63, compared to the broader market-4.00-2.000.002.00-0.631.09
The chart of Sortino ratio for DHC, currently valued at -0.68, compared to the broader market-4.00-2.000.002.004.00-0.681.62
The chart of Omega ratio for DHC, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.19
The chart of Calmar ratio for DHC, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.441.54
The chart of Martin ratio for DHC, currently valued at -1.40, compared to the broader market0.0010.0020.00-1.405.18
DHC
SCHD

The current DHC Sharpe Ratio is -0.63, which is lower than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DHC 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.09
DHC
SCHD

Dividends

DHC vs. SCHD - Dividend Comparison

DHC's dividend yield for the trailing twelve months is around 1.81%, less than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
DHC
Diversified Healthcare Trust
1.81%1.07%6.18%1.29%4.37%10.26%13.72%8.40%8.49%10.83%7.34%7.30%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

DHC vs. SCHD - Drawdown Comparison

The maximum DHC drawdown since its inception was -96.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DHC and SCHD. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-85.93%
-6.45%
DHC
SCHD

Volatility

DHC vs. SCHD - Volatility Comparison

Diversified Healthcare Trust (DHC) has a higher volatility of 12.53% compared to Schwab US Dividend Equity ETF (SCHD) at 3.40%. This indicates that DHC'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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.53%
3.40%
DHC
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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