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DVY vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


DVYSCHD
YTD Return5.32%6.21%
1Y Return11.63%16.75%
3Y Return (Ann)5.92%6.45%
5Y Return (Ann)8.48%12.79%
10Y Return (Ann)9.12%11.66%
Sharpe Ratio0.881.47
Daily Std Dev13.78%11.53%
Max Drawdown-62.59%-33.37%
Current Drawdown-0.13%0.00%

Correlation

0.91
-1.001.00

The correlation between DVY 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.

Performance

DVY vs. SCHD - Performance Comparison

In the year-to-date period, DVY achieves a 5.32% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, DVY has underperformed SCHD with an annualized return of 9.12%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
271.73%
371.17%
DVY
SCHD

Compare stocks, funds, or ETFs


iShares Select Dividend ETF

Schwab US Dividend Equity ETF

DVY vs. SCHD - Expense Ratio Comparison

DVY has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.

DVY
iShares Select Dividend ETF
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

DVY vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Select Dividend ETF (DVY) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DVY
iShares Select Dividend ETF
0.88
SCHD
Schwab US Dividend Equity ETF
1.47

DVY vs. SCHD - Sharpe Ratio Comparison

The current DVY Sharpe Ratio is 0.88, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of DVY and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.88
1.47
DVY
SCHD

Dividends

DVY vs. SCHD - Dividend Comparison

DVY's dividend yield for the trailing twelve months is around 3.65%, more than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
DVY
iShares Select Dividend ETF
3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

DVY vs. SCHD - Drawdown Comparison

The maximum DVY drawdown since its inception was -62.59%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for DVY and SCHD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.13%
0
DVY
SCHD

Volatility

DVY vs. SCHD - Volatility Comparison

iShares Select Dividend ETF (DVY) has a higher volatility of 3.24% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that DVY'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.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.24%
2.69%
DVY
SCHD