EPD vs. SCHD
Compare and contrast key facts about Enterprise Products Partners L.P. (EPD) and Schwab US 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPD or SCHD.
Key characteristics
| EPD | SCHD | |
|---|---|---|
| YTD Return | 10.64% | 3.21% |
| 1Y Return | 19.76% | 15.78% |
| 3Y Return (Ann) | 14.96% | 4.47% |
| 5Y Return (Ann) | 7.64% | 11.41% |
| 10Y Return (Ann) | 4.10% | 11.17% |
| Sharpe Ratio | 1.76 | 1.29 |
| Daily Std Dev | 10.32% | 11.38% |
| Max Drawdown | -58.78% | -33.37% |
| Current Drawdown | -4.26% | -3.30% |
Correlation
The correlation between EPD and SCHD is 0.46, 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.
Performance
EPD vs. SCHD - Performance Comparison
In the year-to-date period, EPD achieves a 10.64% return, which is significantly higher than SCHD's 3.21% return. Over the past 10 years, EPD has underperformed SCHD with an annualized return of 4.10%, while SCHD has yielded a comparatively higher 11.17% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EPD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Enterprise Products Partners L.P. (EPD) 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.
Dividends
EPD vs. SCHD - Dividend Comparison
EPD's dividend yield for the trailing twelve months is around 7.22%, more than SCHD's 3.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPD Enterprise Products Partners L.P. | 7.22% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% | 3.96% | 4.07% |
SCHD Schwab US Dividend Equity ETF | 3.43% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
EPD vs. SCHD - Drawdown Comparison
The maximum EPD drawdown since its inception was -58.78%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EPD and SCHD. For additional features, visit the drawdowns tool.
Volatility
EPD vs. SCHD - Volatility Comparison
Enterprise Products Partners L.P. (EPD) has a higher volatility of 3.84% compared to Schwab US Dividend Equity ETF (SCHD) at 3.61%. This indicates that EPD'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.