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ESE vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ESE vs. SCHD

Last updated May 12, 2025

Compare and contrast key facts about ESCO Technologies Inc. (ESE) 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: ESE or SCHD.

Correlation

The correlation between ESE and SCHD is 0.80, 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.

Performance

ESE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ESCO Technologies Inc. (ESE) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ESE:

50.01%

SCHD:

10.77%

Max Drawdown

ESE:

-0.65%

SCHD:

-0.97%

Current Drawdown

ESE:

0.00%

SCHD:

-0.27%

Returns By Period

ESE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ESE vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ESE
The Risk-Adjusted Performance Rank of ESE is 9393
Overall Rank
The Sharpe Ratio Rank of ESE is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of ESE is 9393
Sortino Ratio Rank
The Omega Ratio Rank of ESE is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ESE is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ESE is 9494
Martin Ratio Rank
SCHD
The Risk-Adjusted Performance Rank of SCHD is 2828
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESE vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ESCO Technologies Inc. (ESE) 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

ESE vs. SCHD - Dividend Comparison

ESE's dividend yield for the trailing twelve months is around 0.18%, less than SCHD's 4.04% yield.

TTM20242023202220212020201920182017201620152014
ESE
ESCO Technologies Inc.		0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		4.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ESE vs. SCHD - Drawdown Comparison

The maximum ESE drawdown since its inception was -0.65%, smaller than the maximum SCHD drawdown of -0.97%. Use the drawdown chart below to compare losses from any high point for ESE and SCHD. For additional features, visit the drawdowns tool.

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Volatility

ESE vs. SCHD - Volatility Comparison

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