EMR vs. SCHD
Compare and contrast key facts about Emerson Electric Co. (EMR) and Schwab U.S. Dividend Equity ETF (SCHD).
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
EMR vs. SCHD - Performance Comparison
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EMR vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | -0.90% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, EMR achieves a -0.90% return, which is significantly lower than SCHD's 12.79% return. Both investments have delivered pretty close results over the past 10 years, with EMR having a 11.93% annualized return and SCHD not far ahead at 12.31%.
EMR
- 1D
- 6.26%
- 1M
- -13.09%
- YTD
- -0.90%
- 6M
- 0.70%
- 1Y
- 21.49%
- 3Y*
- 16.76%
- 5Y*
- 9.92%
- 10Y*
- 11.93%
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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Return for Risk
EMR vs. SCHD — Risk / Return Rank
EMR
SCHD
EMR vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Emerson Electric Co. (EMR) 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.
| EMR | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.89 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.35 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.19 | -0.23 |
Martin ratioReturn relative to average drawdown | 2.41 | 3.99 | -1.58 |
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
| EMR | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.89 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.74 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.84 | -0.50 |
Correlation
The correlation between EMR and SCHD is 0.70, 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.
Dividends
EMR vs. SCHD - Dividend Comparison
EMR's dividend yield for the trailing twelve months is around 1.65%, less than SCHD's 3.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.65% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
EMR vs. SCHD - Drawdown Comparison
The maximum EMR drawdown since its inception was -59.05%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EMR and SCHD.
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Drawdown Indicators
| EMR | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.05% | -33.37% | -25.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -12.74% | -10.71% |
Max Drawdown (5Y)Largest decline over 5 years | -29.62% | -16.85% | -12.77% |
Max Drawdown (10Y)Largest decline over 10 years | -50.77% | -33.37% | -17.40% |
Current DrawdownCurrent decline from peak | -18.66% | -2.89% | -15.77% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -3.34% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.39% | 3.89% | +5.50% |
Volatility
EMR vs. SCHD - Volatility Comparison
Emerson Electric Co. (EMR) has a higher volatility of 10.81% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that EMR'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
| EMR | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 2.40% | +8.41% |
Volatility (6M)Calculated over the trailing 6-month period | 22.90% | 7.96% | +14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.95% | 15.74% | +17.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.63% | 14.40% | +12.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.84% | 16.70% | +12.14% |