Correlation
The correlation between DYLG and SCHD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DYLG vs. SCHD
Compare and contrast key facts about Global X Dow 30 Covered Call & Growth ETF (DYLG) and Schwab US Dividend Equity ETF (SCHD).
DYLG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYLG is a passively managed fund by Global X that tracks the performance of the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross. It was launched on Jul 25, 2023. 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 DYLG 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: DYLG or SCHD.
Performance
DYLG vs. SCHD - Performance Comparison
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Key characteristics
DYLG:
0.80
SCHD:
0.35
DYLG:
1.06
SCHD:
0.56
DYLG:
1.16
SCHD:
1.07
DYLG:
0.73
SCHD:
0.33
DYLG:
2.80
SCHD:
0.99
DYLG:
3.66%
SCHD:
5.36%
DYLG:
15.36%
SCHD:
16.40%
DYLG:
-13.98%
SCHD:
-33.37%
DYLG:
-5.05%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, DYLG achieves a -0.62% return, which is significantly higher than SCHD's -3.35% return.
DYLG
-0.62%
2.43%
-3.59%
10.55%
N/A
N/A
N/A
SCHD
-3.35%
1.79%
-9.75%
3.76%
3.71%
12.22%
10.58%
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DYLG vs. SCHD - Expense Ratio Comparison
DYLG has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
DYLG vs. SCHD — Risk-Adjusted Performance Rank
DYLG
SCHD
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.
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Dividends
DYLG vs. SCHD - Dividend Comparison
DYLG's dividend yield for the trailing twelve months is around 17.19%, more than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DYLG Global X Dow 30 Covered Call & Growth ETF | 17.19% | 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 | 3.97% | 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 -13.98%, 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.
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Volatility
DYLG vs. SCHD - Volatility Comparison
The current volatility for Global X Dow 30 Covered Call & Growth ETF (DYLG) is 3.15%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 4.90%. 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.
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