DLR vs. SCHD
Compare and contrast key facts about Digital Realty Trust, Inc. (DLR) and Schwab US Dividend Equity ETF (SCHD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DLR or SCHD.
Performance
DLR vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DLR achieves a 39.55% return, which is significantly higher than SCHD's 15.93% return. Over the past 10 years, DLR has outperformed SCHD with an annualized return of 14.59%, while SCHD has yielded a comparatively lower 11.46% annualized return.
DLR
39.55%
10.83%
29.90%
40.86%
12.58%
14.59%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| DLR | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.54 | 2.25 |
| Sortino Ratio | 2.20 | 3.25 |
| Omega Ratio | 1.29 | 1.39 |
| Calmar Ratio | 2.04 | 3.05 |
| Martin Ratio | 7.99 | 12.25 |
| Ulcer Index | 5.03% | 2.04% |
| Daily Std Dev | 26.16% | 11.09% |
| Max Drawdown | -56.80% | -33.37% |
| Current Drawdown | -0.01% | -1.82% |
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Correlation
The correlation between DLR and SCHD is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
DLR vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Digital Realty Trust, Inc. (DLR) 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
DLR vs. SCHD - Dividend Comparison
DLR's dividend yield for the trailing twelve months is around 2.66%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLR Digital Realty Trust, Inc. | 2.66% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
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
DLR vs. SCHD - Drawdown Comparison
The maximum DLR drawdown since its inception was -56.80%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DLR and SCHD. For additional features, visit the drawdowns tool.
Volatility
DLR vs. SCHD - Volatility Comparison
Digital Realty Trust, Inc. (DLR) has a higher volatility of 11.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that DLR'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.