ESGN vs. SCHD

Last updated Aug 4, 2026

ESGN (Columbia Sustainable International Equity Income ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both Dividend funds - ESGN tracks the MSCI Beta ADV Sust Intl Equity Income 100 while SCHD tracks the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, ESGN returned 10.05%/yr vs 12.70%/yr for SCHD. Their 0.59 correlation means they have sometimes moved together and sometimes differently. ESGN charges 0.45%/yr vs 0.06%/yr for SCHD.

Performance

ESGN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Sustainable International Equity Income ETF (ESGN) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGN achieves a 12.31% return, which is significantly lower than SCHD's 24.36% return. Over the past 10 years, ESGN has underperformed SCHD with an annualized return of 10.05%, while SCHD has yielded a comparatively higher 12.70% annualized return.

ESGN

• 1D: 0.19%
• 1M: 5.03%
• 6M: 6.69%
• YTD: 12.31%
• 1Y: 29.04%
• 3Y*: 21.02%
• 5Y*: 13.47%
• 10Y*: 10.05%
• ALL TIME*: 10.17%

SCHD

• 1D: 0.27%
• 1M: 3.61%
• 6M: 13.71%
• YTD: 24.36%
• 1Y: 31.89%
• 3Y*: 14.88%
• 5Y*: 9.66%
• 10Y*: 12.70%
• ALL TIME*: 13.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ESGN Columbia Sustainable International Equity Income ETF	$574.94K	$759.83K	$688.70K
SCHD Schwab U.S. Dividend Equity ETF	$806.58M	$724.91M	$690.35M

ESGN vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ESGN Columbia Sustainable International Equity Income ETF	12.31%	39.85%	6.02%	20.88%	-5.95%	10.18%	-0.52%	15.83%	-18.30%	24.88%
SCHD Schwab U.S. Dividend Equity ETF	24.36%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between ESGN and SCHD is 0.42, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.42
Correlation (3Y) Balances recent behavior with more history.	0.51
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (10Y) Provides a long-term view across more market conditions.	0.59
Correlation (All Time) Calculated using the full available price history since Jun 13, 2016	0.59

The correlation between ESGN and SCHD shifts across timeframes, from 0.42 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

ESGN vs. SCHD - Sectors Allocation Comparison

Sectors	ESGN	SCHD
Industrials	15.8%	7.8%
Financial Services	15.4%	9.9%
Energy	13.0%	14.1%
Utilities	9.3%	0.1%
Technology	7.0%	12.7%
Consumer Cyclical	6.6%	7.7%
Healthcare	3.9%	20.8%
Consumer Defensive	3.5%	20.6%
Basic Materials	1.9%	1.2%
Communication Services	1.2%	6.2%
Real Estate	0.2%	-

Return for Risk

ESGN vs. SCHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ESGN

ESGN Risk / Return Rank: 81
ESGN Sharpe Ratio Rank: 85
ESGN Sortino Ratio Rank: 84
ESGN Omega Ratio Rank: 85
ESGN Calmar Ratio Rank: 79
ESGN Martin Ratio Rank: 74

SCHD

SCHD Risk / Return Rank: 95
SCHD Sharpe Ratio Rank: 96
SCHD Sortino Ratio Rank: 96
SCHD Omega Ratio Rank: 94
SCHD Calmar Ratio Rank: 97
SCHD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESGN vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Sustainable International Equity Income ETF (ESGN) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ESGN	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.15	2.90	-0.75
Sortino ratio: Return per unit of downside risk	2.97	4.49	-1.52
Omega ratio: Gain probability vs. loss probability	1.39	1.52	-0.13
Calmar ratio: Return relative to maximum drawdown	3.05	6.94	-3.89
Martin ratio: Return relative to average drawdown	9.84	17.53	-7.69

ESGN vs. SCHD - Sharpe Ratio Comparison

The current ESGN Sharpe Ratio is 2.15, which is comparable to the SCHD Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of ESGN and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ESGN vs. SCHD - Drawdown Comparison

The maximum ESGN drawdown since its inception was -41.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ESGN and SCHD.

Drawdown Indicators

	ESGN	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-33.37%	-8.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-4.61%	-4.95%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	-16.13%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-16.85%	-7.66%
Max Drawdown (10Y) Largest decline over 10 years	-41.71%	-33.37%	-8.34%
Current Drawdown Current decline from peak	-0.42%	-0.97%	+0.55%
Average Drawdown Average peak-to-trough decline	-7.00%	-3.29%	-3.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	1.82%	+1.14%

Volatility

ESGN vs. SCHD - Volatility Comparison

Columbia Sustainable International Equity Income ETF (ESGN) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.92% and 3.82%, 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.

Volatility by Period

	ESGN	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	3.82%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	11.45%	7.99%	+3.46%
Volatility (1Y) Calculated over the trailing 1-year period	13.59%	11.06%	+2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.34%	14.39%	+0.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.38%	16.73%	-0.35%

ESGN vs. SCHD - Expense Ratio Comparison

ESGN has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

ESGN vs. SCHD - Dividend Comparison

ESGN's dividend yield for the trailing twelve months is around 9.30%, more than SCHD's 3.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGN Columbia Sustainable International Equity Income ETF	9.30%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.12%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both ESGN and SCHD in my portfolio?

ESGN and SCHD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGN or SCHD?

ESGN has higher volatility (3.92%) compared to SCHD (3.82%). In terms of maximum drawdown, ESGN dropped -41.71% vs SCHD's -33.37%.

Which ETF is better, ESGN or SCHD?

On 10-year performance, SCHD leads with 12.70% vs 10.05% for ESGN. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGN or SCHD?

Over the 10-year period, SCHD has performed better with a 12.70% return vs 10.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGN or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.45% for ESGN.

Which ETF pays a higher dividend yield, ESGN or SCHD?

ESGN has the higher dividend yield at 9.30%, compared with 3.12% for SCHD.

What is the main difference between ESGN and SCHD?

ESGN tracks MSCI Beta ADV Sust Intl Equity Income 100, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Ameriprise Financial and Charles Schwab. Their fees differ too: 0.45% for ESGN and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.90 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.