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DHHF.AX vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHHF.AX vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Betashares Diversified All Growth ETF (DHHF.AX) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DHHF.AX is traded in AUD, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to AUD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DHHF.AX achieves a 4.03% return, which is significantly lower than SCHD's 11.40% return.


DHHF.AX

1D
0.56%
1M
4.04%
YTD
4.03%
6M
4.45%
1Y
13.74%
3Y*
15.31%
5Y*
10.58%
10Y*

SCHD

1D
0.46%
1M
3.25%
YTD
11.40%
6M
9.84%
1Y
15.33%
3Y*
12.20%
5Y*
10.16%
10Y*
13.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHHF.AX vs. SCHD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DHHF.AX
Betashares Diversified All Growth ETF
4.03%11.88%21.74%17.00%-8.93%23.07%3.80%0.84%
SCHD
Schwab U.S. Dividend Equity ETF
11.40%-3.23%22.89%4.62%3.14%37.49%4.93%1.24%

Correlation

The correlation between DHHF.AX and SCHD is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2019

0.04

The correlation between DHHF.AX and SCHD shifts across timeframes, from -0.09 (1 year) to 0.05 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DHHF.AX vs. SCHD — Risk / Return Rank

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

DHHF.AX
DHHF.AX Risk / Return Rank: 3939
Overall Rank
DHHF.AX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DHHF.AX Sortino Ratio Rank: 3939
Sortino Ratio Rank
DHHF.AX Omega Ratio Rank: 4242
Omega Ratio Rank
DHHF.AX Calmar Ratio Rank: 3434
Calmar Ratio Rank
DHHF.AX Martin Ratio Rank: 3838
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
Martin Ratio Rank
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.

DHHF.AX vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Betashares Diversified All Growth ETF (DHHF.AX) and Schwab U.S. 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.


DHHF.AXSCHDDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratioReturn relative to maximum drawdown

1.70

3.03

-1.33

Martin ratioReturn relative to average drawdown

5.90

7.08

-1.18

DHHF.AX vs. SCHD - Sharpe Ratio Comparison

The current DHHF.AX Sharpe Ratio is 1.44, which is comparable to the SCHD Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of DHHF.AX and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DHHF.AXSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.32

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.77

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.10

-0.28

Drawdowns

DHHF.AX vs. SCHD - Drawdown Comparison

The maximum DHHF.AX drawdown since its inception was -28.54%, which is greater than SCHD's maximum drawdown of -23.52%. Use the drawdown chart below to compare losses from any high point for DHHF.AX and SCHD.


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Drawdown Indicators


DHHF.AXSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-28.54%

-23.52%

-5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.03%

-5.09%

-2.94%

Max Drawdown (3Y)

Largest decline over 3 years

-13.49%

-14.30%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-14.30%

-3.00%

Max Drawdown (10Y)

Largest decline over 10 years

-23.52%

Current Drawdown

Current decline from peak

0.00%

-1.43%

+1.43%

Average Drawdown

Average peak-to-trough decline

-4.18%

-3.27%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.17%

+0.15%

Volatility

DHHF.AX vs. SCHD - Volatility Comparison

The current volatility for Betashares Diversified All Growth ETF (DHHF.AX) is 2.34%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.73%. This indicates that DHHF.AX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHHF.AXSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.34%

3.73%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.31%

9.05%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

11.69%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.16%

13.29%

-2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

15.67%

-2.49%

DHHF.AX vs. SCHD - Expense Ratio Comparison

DHHF.AX has a 0.19% 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%.


Dividends

DHHF.AX vs. SCHD - Dividend Comparison

DHHF.AX's dividend yield for the trailing twelve months is around 2.17%, less than SCHD's 3.26% yield.


PositionTTM20252024202320222021202020192018201720162015
DHHF.AX
Betashares Diversified All Growth ETF
2.17%2.13%1.99%2.38%4.24%1.28%1.25%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


DHHF.AX and SCHD have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.19% for DHHF.AX.

DHHF.AX is categorized as Large Cap Growth Equities, while SCHD is Dividend. They also come from different issuers: BetaShares and Charles Schwab. Their fees differ too: 0.19% for DHHF.AX and 0.06% for SCHD.

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