ESE vs. SCHD
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 0.59, 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
ESE vs. SCHD - Performance Comparison
Key characteristics
ESE:
0.59
SCHD:
1.02
ESE:
0.99
SCHD:
1.51
ESE:
1.12
SCHD:
1.18
ESE:
0.94
SCHD:
1.55
ESE:
1.79
SCHD:
5.23
ESE:
9.09%
SCHD:
2.21%
ESE:
27.73%
SCHD:
11.28%
ESE:
-58.54%
SCHD:
-33.37%
ESE:
-12.80%
SCHD:
-7.44%
Returns By Period
In the year-to-date period, ESE achieves a 13.11% return, which is significantly higher than SCHD's 10.68% return. Over the past 10 years, ESE has outperformed SCHD with an annualized return of 14.31%, while SCHD has yielded a comparatively lower 10.89% annualized return.
ESE
13.11%
-9.26%
26.44%
15.28%
8.00%
14.31%
SCHD
10.68%
-5.06%
7.69%
10.91%
10.81%
10.89%
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Risk-Adjusted Performance
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.
Dividends
ESE vs. SCHD - Dividend Comparison
ESE's dividend yield for the trailing twelve months is around 0.24%, less than SCHD's 3.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESE ESCO Technologies Inc. | 0.24% | 0.27% | 0.37% | 0.27% | 0.31% | 0.43% | 0.49% | 0.40% | 0.56% | 0.89% | 0.87% | 1.17% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ESE vs. SCHD - Drawdown Comparison
The maximum ESE drawdown since its inception was -58.54%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESE and SCHD. For additional features, visit the drawdowns tool.
Volatility
ESE vs. SCHD - Volatility Comparison
ESCO Technologies Inc. (ESE) has a higher volatility of 6.02% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that ESE'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.