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

Correlation

The correlation between GPIQ and SCHD is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GPIQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
33.63%
19.42%
GPIQ
SCHD

Key characteristics

Sharpe Ratio

GPIQ:

0.50

SCHD:

0.18

Sortino Ratio

GPIQ:

0.85

SCHD:

0.35

Omega Ratio

GPIQ:

1.12

SCHD:

1.05

Calmar Ratio

GPIQ:

0.53

SCHD:

0.18

Martin Ratio

GPIQ:

1.99

SCHD:

0.64

Ulcer Index

GPIQ:

5.65%

SCHD:

4.44%

Daily Std Dev

GPIQ:

22.62%

SCHD:

15.99%

Max Drawdown

GPIQ:

-21.06%

SCHD:

-33.37%

Current Drawdown

GPIQ:

-10.82%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GPIQ achieves a -6.01% return, which is significantly lower than SCHD's -5.19% return.


GPIQ

YTD

-6.01%

1M

-2.20%

6M

-2.73%

1Y

11.41%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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GPIQ vs. SCHD - Expense Ratio Comparison

GPIQ has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for GPIQ: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GPIQ: 0.29%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

GPIQ vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GPIQ
The Risk-Adjusted Performance Rank of GPIQ is 5959
Overall Rank
The Sharpe Ratio Rank of GPIQ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of GPIQ is 5858
Sortino Ratio Rank
The Omega Ratio Rank of GPIQ is 5959
Omega Ratio Rank
The Calmar Ratio Rank of GPIQ is 6363
Calmar Ratio Rank
The Martin Ratio Rank of GPIQ is 5858
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

GPIQ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) 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 chart of Sharpe ratio for GPIQ, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.00
GPIQ: 0.50
SCHD: 0.18
The chart of Sortino ratio for GPIQ, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.00
GPIQ: 0.85
SCHD: 0.35
The chart of Omega ratio for GPIQ, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
GPIQ: 1.12
SCHD: 1.05
The chart of Calmar ratio for GPIQ, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
GPIQ: 0.53
SCHD: 0.18
The chart of Martin ratio for GPIQ, currently valued at 1.99, compared to the broader market0.0020.0040.0060.00
GPIQ: 1.99
SCHD: 0.64

The current GPIQ Sharpe Ratio is 0.50, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GPIQ 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.50
0.18
GPIQ
SCHD

Dividends

GPIQ vs. SCHD - Dividend Comparison

GPIQ's dividend yield for the trailing twelve months is around 11.16%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
11.16%9.18%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

GPIQ vs. SCHD - Drawdown Comparison

The maximum GPIQ drawdown since its inception was -21.06%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GPIQ and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.82%
-11.47%
GPIQ
SCHD

Volatility

GPIQ vs. SCHD - Volatility Comparison

Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a higher volatility of 15.87% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that GPIQ'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.87%
11.20%
GPIQ
SCHD