DIA.AS vs. SCHD
DIA.AS (SPDR Dow Jones Industrial Average ETF Trust) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - DIA.AS is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, DIA.AS returned 13.06%/yr vs 12.52%/yr for SCHD. At a 0.48 correlation, their price movements are largely independent. DIA.AS charges 0.16%/yr vs 0.06%/yr for SCHD.
Performance
DIA.AS vs. SCHD - Performance Comparison
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Different Trading Currencies
DIA.AS is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DIA.AS achieves a 7.19% return, which is significantly lower than SCHD's 20.22% return. Both investments have delivered pretty close results over the past 10 years, with DIA.AS having a 13.06% annualized return and SCHD not far behind at 12.52%.
DIA.AS
- 1D
- 1.09%
- 1M
- 4.34%
- YTD
- 7.19%
- 6M
- 7.57%
- 1Y
- 20.20%
- 3Y*
- 13.70%
- 5Y*
- 10.94%
- 10Y*
- 13.06%
SCHD
- 1D
- 0.00%
- 1M
- 3.25%
- YTD
- 20.22%
- 6M
- 19.07%
- 1Y
- 24.41%
- 3Y*
- 11.97%
- 5Y*
- 9.34%
- 10Y*
- 12.52%
DIA.AS vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 7.19% | 2.13% | 22.48% | 11.53% | -1.09% | 31.76% | -0.04% | 26.82% | 0.96% | 12.57% |
SCHD Schwab U.S. Dividend Equity ETF | 20.43% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 5.55% | 30.17% | -1.13% | 6.00% |
Correlation
The correlation between DIA.AS and SCHD is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.48 |
Over the past year, the correlation between DIA.AS and SCHD has dropped to 0.16 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
DIA.AS vs. SCHD — Risk / Return Rank
DIA.AS
SCHD
DIA.AS vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) 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.
| DIA.AS | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 2.12 | 1.37 | +0.75 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 5.90 | -2.41 |
| Martin ratioReturn relative to average drawdown | 12.35 | 14.17 | -1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIA.AS | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.10 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.64 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.72 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.88 | -0.78 |
Drawdowns
DIA.AS vs. SCHD - Drawdown Comparison
The maximum DIA.AS drawdown since its inception was -59.02%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for DIA.AS and SCHD.
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Drawdown Indicators
| DIA.AS | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -32.28% | -26.74% |
Max Drawdown (1Y)Largest decline over 1 year | -5.71% | -4.15% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -21.40% | +0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -21.40% | +0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -32.28% | -3.80% |
Current DrawdownCurrent decline from peak | 0.00% | -1.63% | +1.63% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -4.43% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.73% | -0.11% |
Volatility
DIA.AS vs. SCHD - Volatility Comparison
The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 2.35%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.87%. This indicates that DIA.AS 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
| DIA.AS | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 2.87% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 8.51% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 11.77% | -2.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 14.59% | -1.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 17.44% | -0.40% |
DIA.AS vs. SCHD - Expense Ratio Comparison
DIA.AS has a 0.16% 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
DIA.AS vs. SCHD - Dividend Comparison
DIA.AS's dividend yield for the trailing twelve months is around 1.37%, less than SCHD's 3.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.47% | 1.55% | 1.85% | 1.93% | 1.52% | 2.03% | 2.10% | 2.18% | 2.08% | 2.16% | 2.51% |
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
DIA.AS and SCHD have a correlation of 0.16, 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 0.16% for DIA.AS.
DIA.AS is categorized as Large Cap Value Equities, while SCHD is Dividend. DIA.AS tracks Russell 1000 Value TR USD, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.16% for DIA.AS and 0.06% for SCHD.
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