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

Correlation

The correlation between DYLG and SCHD is 0.80, 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.


-0.50.00.51.00.8

Performance

DYLG vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
10.40%
4.01%
DYLG
SCHD

Key characteristics

Sharpe Ratio

DYLG:

1.82

SCHD:

1.23

Sortino Ratio

DYLG:

2.61

SCHD:

1.82

Omega Ratio

DYLG:

1.35

SCHD:

1.21

Calmar Ratio

DYLG:

3.40

SCHD:

1.76

Martin Ratio

DYLG:

10.24

SCHD:

4.54

Ulcer Index

DYLG:

1.67%

SCHD:

3.09%

Daily Std Dev

DYLG:

9.40%

SCHD:

11.39%

Max Drawdown

DYLG:

-7.19%

SCHD:

-33.37%

Current Drawdown

DYLG:

-0.28%

SCHD:

-4.33%

Returns By Period

In the year-to-date period, DYLG achieves a 4.73% return, which is significantly higher than SCHD's 2.45% return.


DYLG

YTD

4.73%

1M

2.63%

6M

10.40%

1Y

16.68%

5Y*

N/A

10Y*

N/A

SCHD

YTD

2.45%

1M

0.00%

6M

4.00%

1Y

13.13%

5Y*

11.35%

10Y*

11.10%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DYLG vs. SCHD - Expense Ratio Comparison

DYLG has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


DYLG
Global X Dow 30 Covered Call & Growth ETF
Expense ratio chart for DYLG: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

DYLG vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYLG
The Risk-Adjusted Performance Rank of DYLG is 7777
Overall Rank
The Sharpe Ratio Rank of DYLG is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of DYLG is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DYLG is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DYLG is 7575
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 4949
Overall Rank
The Sharpe Ratio Rank of SCHD is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 4444
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DYLG vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) 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 ratio
The chart of Sharpe ratio for DYLG, currently valued at 1.82, compared to the broader market0.002.004.006.001.821.23
The chart of Sortino ratio for DYLG, currently valued at 2.61, compared to the broader market0.005.0010.002.611.82
The chart of Omega ratio for DYLG, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.21
The chart of Calmar ratio for DYLG, currently valued at 3.40, compared to the broader market0.005.0010.0015.0020.003.401.76
The chart of Martin ratio for DYLG, currently valued at 10.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.244.54
DYLG
SCHD

The current DYLG Sharpe Ratio is 1.82, which is higher than the SCHD Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of DYLG and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.82
1.23
DYLG
SCHD

Dividends

DYLG vs. SCHD - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 15.95%, more than SCHD's 3.55% yield.


TTM20242023202220212020201920182017201620152014
DYLG
Global X Dow 30 Covered Call & Growth ETF
15.95%16.55%1.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.55%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DYLG vs. SCHD - Drawdown Comparison

The maximum DYLG drawdown since its inception was -7.19%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DYLG and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.28%
-4.33%
DYLG
SCHD

Volatility

DYLG vs. SCHD - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 1.99%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.31%. This indicates that DYLG experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February
1.99%
3.31%
DYLG
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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