DIA vs. SCHD
Compare and contrast key facts about SPDR Dow Jones Industrial Average ETF (DIA) and Schwab US Dividend Equity ETF (SCHD).
DIA and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. 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 DIA 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: DIA or SCHD.
Performance
DIA vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DIA achieves a 16.92% return, which is significantly higher than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with DIA having a 11.73% annualized return and SCHD not far behind at 11.46%.
DIA
16.92%
0.49%
9.45%
26.38%
11.36%
11.73%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| DIA | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.40 | 2.25 |
| Sortino Ratio | 3.41 | 3.25 |
| Omega Ratio | 1.45 | 1.39 |
| Calmar Ratio | 4.35 | 3.05 |
| Martin Ratio | 13.74 | 12.25 |
| Ulcer Index | 1.92% | 2.04% |
| Daily Std Dev | 10.98% | 11.09% |
| Max Drawdown | -51.87% | -33.37% |
| Current Drawdown | -1.86% | -1.82% |
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DIA vs. SCHD - Expense Ratio Comparison
DIA 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%.
Correlation
The correlation between DIA and SCHD is 0.91, 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
DIA vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF (DIA) 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
DIA vs. SCHD - Dividend Comparison
DIA's dividend yield for the trailing twelve months is around 1.48%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA SPDR Dow Jones Industrial Average ETF | 1.48% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DIA vs. SCHD - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DIA and SCHD. For additional features, visit the drawdowns tool.
Volatility
DIA vs. SCHD - Volatility Comparison
SPDR Dow Jones Industrial Average ETF (DIA) has a higher volatility of 4.54% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that DIA'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.