DTD vs. SCHD
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and Schwab US Dividend Equity ETF (SCHD).
DTD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTD is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. 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 DTD 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: DTD or SCHD.
Performance
DTD vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, DTD achieves a 22.55% return, which is significantly higher than SCHD's 16.58% return. Over the past 10 years, DTD has underperformed SCHD with an annualized return of 10.69%, while SCHD has yielded a comparatively higher 11.44% annualized return.
DTD
22.55%
0.38%
12.59%
30.49%
11.84%
10.69%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| DTD | SCHD | |
|---|---|---|
| Sharpe Ratio | 3.06 | 2.41 |
| Sortino Ratio | 4.21 | 3.46 |
| Omega Ratio | 1.56 | 1.42 |
| Calmar Ratio | 6.03 | 3.46 |
| Martin Ratio | 20.94 | 13.08 |
| Ulcer Index | 1.49% | 2.04% |
| Daily Std Dev | 10.19% | 11.08% |
| Max Drawdown | -58.20% | -33.37% |
| Current Drawdown | -1.20% | -1.27% |
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DTD vs. SCHD - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between DTD and SCHD is 0.94, 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
DTD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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
DTD vs. SCHD - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 2.19%, less than SCHD's 3.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 2.19% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
DTD vs. SCHD - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.20%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DTD and SCHD. For additional features, visit the drawdowns tool.
Volatility
DTD vs. SCHD - Volatility Comparison
WisdomTree U.S. Total Dividend Fund (DTD) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.47% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.