DLS vs. SCHD
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and Schwab US Dividend Equity ETF (SCHD).
DLS and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International SmallCap Dividend Index. It was launched on Jun 16, 2006. 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 DLS 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: DLS or SCHD.
Performance
DLS vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DLS achieves a 2.93% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, DLS has underperformed SCHD with an annualized return of 4.76%, while SCHD has yielded a comparatively higher 11.46% annualized return.
DLS
2.93%
-5.24%
-1.93%
11.94%
2.67%
4.76%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| DLS | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.25 |
| Sortino Ratio | 1.34 | 3.25 |
| Omega Ratio | 1.16 | 1.39 |
| Calmar Ratio | 0.69 | 3.05 |
| Martin Ratio | 4.59 | 12.25 |
| Ulcer Index | 2.77% | 2.04% |
| Daily Std Dev | 13.81% | 11.09% |
| Max Drawdown | -63.09% | -33.37% |
| Current Drawdown | -8.23% | -1.82% |
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DLS vs. SCHD - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DLS and SCHD is 0.72, 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
DLS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) 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
DLS vs. SCHD - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.97%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 3.97% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
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
DLS vs. SCHD - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DLS and SCHD. For additional features, visit the drawdowns tool.
Volatility
DLS vs. SCHD - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 4.12% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that DLS'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.