EIT-UN.TO vs. SCHD
Compare and contrast key facts about Canoe EIT Income Fund (EIT-UN.TO) and Schwab U.S. Dividend Equity ETF (SCHD).
EIT-UN.TO is an actively managed fund by Canoe. It was launched on Aug 6, 1997. 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.
Performance
EIT-UN.TO vs. SCHD - Performance Comparison
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EIT-UN.TO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIT-UN.TO Canoe EIT Income Fund | 7.65% | 11.81% | 27.99% | 5.94% | 10.49% | 4,164.28% | 1,973.94% | 12.45% | -3.08% | 10.49% |
SCHD Schwab U.S. Dividend Equity ETF | 14.32% | -0.44% | 21.25% | 2.24% | 3.64% | 28.70% | 13.08% | 21.03% | 2.45% | 13.15% |
Different Trading Currencies
EIT-UN.TO is traded in CAD, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to CAD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EIT-UN.TO achieves a 7.65% return, which is significantly lower than SCHD's 14.32% return. Over the past 10 years, EIT-UN.TO has outperformed SCHD with an annualized return of 117.77%, while SCHD has yielded a comparatively lower 13.07% annualized return.
EIT-UN.TO
- 1D
- -0.84%
- 1M
- -2.89%
- YTD
- 7.65%
- 6M
- 11.53%
- 1Y
- 18.90%
- 3Y*
- 19.06%
- 5Y*
- 130.78%
- 10Y*
- 117.77%
SCHD
- 1D
- 0.00%
- 1M
- -1.23%
- YTD
- 14.32%
- 6M
- 13.31%
- 1Y
- 11.18%
- 3Y*
- 13.12%
- 5Y*
- 10.70%
- 10Y*
- 13.07%
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EIT-UN.TO vs. SCHD - Expense Ratio Comparison
EIT-UN.TO has a 1.10% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
EIT-UN.TO vs. SCHD — Risk / Return Rank
EIT-UN.TO
SCHD
EIT-UN.TO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Canoe EIT Income Fund (EIT-UN.TO) and Schwab U.S. 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.
| EIT-UN.TO | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.72 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.06 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.15 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 0.78 | +1.42 |
Martin ratioReturn relative to average drawdown | 10.73 | 1.81 | +8.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EIT-UN.TO | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.72 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.85 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.86 | -0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 1.11 | — |
Correlation
The correlation between EIT-UN.TO and SCHD is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EIT-UN.TO vs. SCHD - Dividend Comparison
EIT-UN.TO's dividend yield for the trailing twelve months is around 7.22%, more than SCHD's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIT-UN.TO Canoe EIT Income Fund | 7.22% | 7.64% | 7.90% | 9.29% | 8.97% | 104.98% | 108.64% | 11.53% | 11.62% | 11.01% | 10.06% | 10.71% |
SCHD Schwab U.S. Dividend Equity ETF | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
EIT-UN.TO vs. SCHD - Drawdown Comparison
The maximum EIT-UN.TO drawdown since its inception was -100.11%, which is greater than SCHD's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for EIT-UN.TO and SCHD.
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Drawdown Indicators
| EIT-UN.TO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.11% | -33.37% | -66.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.68% | -12.74% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -15.57% | -16.85% | +1.28% |
Max Drawdown (10Y)Largest decline over 10 years | -50.36% | -33.37% | -16.99% |
Current DrawdownCurrent decline from peak | -100.00% | -3.43% | -96.57% |
Average DrawdownAverage peak-to-trough decline | -99.24% | -3.34% | -95.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | 3.75% | -1.97% |
Volatility
EIT-UN.TO vs. SCHD - Volatility Comparison
Canoe EIT Income Fund (EIT-UN.TO) has a higher volatility of 4.95% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.68%. This indicates that EIT-UN.TO'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.
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Volatility by Period
| EIT-UN.TO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 2.68% | +2.27% |
Volatility (6M)Calculated over the trailing 6-month period | 7.21% | 8.35% | -1.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.67% | 15.70% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,193.82% | 12.64% | +1,181.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,019.98% | 15.17% | +1,004.81% |