EQWL vs. SCHD

In the year-to-date period, EQWL achieves a -8.26% return, which is significantly lower than SCHD's -6.63% return. Over the past 10 years, EQWL has outperformed SCHD with an annualized return of 11.35%, while SCHD has yielded a comparatively lower 10.26% annualized return.

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EQWL has a 0.25% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 100 Equal Weight ETF (EQWL) 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.

The current EQWL Sharpe Ratio is 0.12, which is higher than the SCHD Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of EQWL 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.

EQWL's dividend yield for the trailing twelve months is around 2.11%, less than SCHD's 4.11% yield.

The maximum EQWL drawdown since its inception was -49.36%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EQWL and SCHD. For additional features, visit the drawdowns tool.

Invesco S&P 100 Equal Weight ETF (EQWL) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 8.30% and 8.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.