GSK vs. SCHD
Compare and contrast key facts about GlaxoSmithKline plc (GSK) 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: GSK or SCHD.
Key characteristics
| GSK | SCHD | |
|---|---|---|
| YTD Return | 18.11% | 2.29% |
| 1Y Return | 22.43% | 13.67% |
| 3Y Return (Ann) | 8.78% | 4.36% |
| 5Y Return (Ann) | 5.67% | 11.21% |
| 10Y Return (Ann) | 2.50% | 11.00% |
| Sharpe Ratio | 1.33 | 1.11 |
| Daily Std Dev | 18.07% | 11.38% |
| Max Drawdown | -55.72% | -33.37% |
| Current Drawdown | -1.78% | -4.17% |
Correlation
The correlation between GSK and SCHD is 0.45, 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
GSK vs. SCHD - Performance Comparison
In the year-to-date period, GSK achieves a 18.11% return, which is significantly higher than SCHD's 2.29% return. Over the past 10 years, GSK has underperformed SCHD with an annualized return of 2.50%, while SCHD has yielded a comparatively higher 11.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GSK vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GlaxoSmithKline plc (GSK) 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
GSK vs. SCHD - Dividend Comparison
GSK's dividend yield for the trailing twelve months is around 3.35%, less than SCHD's 3.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | 3.35% | 3.75% | 4.72% | 4.93% | 5.53% | 4.35% | 5.53% | 5.80% | 6.89% | 5.94% | 6.18% | 4.49% |
SCHD Schwab US Dividend Equity ETF | 3.46% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
GSK vs. SCHD - Drawdown Comparison
The maximum GSK drawdown since its inception was -55.72%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GSK and SCHD. For additional features, visit the drawdowns tool.
Volatility
GSK vs. SCHD - Volatility Comparison
GlaxoSmithKline plc (GSK) has a higher volatility of 5.49% compared to Schwab US Dividend Equity ETF (SCHD) at 3.59%. This indicates that GSK'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.