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

Correlation

The correlation between HACK and SCHD is 0.55, 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.


-0.50.00.51.00.6

Performance

HACK vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Cyber Security ETF (HACK) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.12%
7.18%
HACK
SCHD

Key characteristics

Sharpe Ratio

HACK:

1.15

SCHD:

1.14

Sortino Ratio

HACK:

1.59

SCHD:

1.68

Omega Ratio

HACK:

1.21

SCHD:

1.20

Calmar Ratio

HACK:

1.70

SCHD:

1.61

Martin Ratio

HACK:

4.64

SCHD:

5.54

Ulcer Index

HACK:

4.90%

SCHD:

2.31%

Daily Std Dev

HACK:

19.73%

SCHD:

11.20%

Max Drawdown

HACK:

-42.68%

SCHD:

-33.37%

Current Drawdown

HACK:

-6.04%

SCHD:

-7.30%

Returns By Period

In the year-to-date period, HACK achieves a 22.87% return, which is significantly higher than SCHD's 10.84% return. Both investments have delivered pretty close results over the past 10 years, with HACK having a 11.15% annualized return and SCHD not far behind at 10.83%.


HACK

YTD

22.87%

1M

4.30%

6M

18.23%

1Y

24.31%

5Y*

12.91%

10Y*

11.15%

SCHD

YTD

10.84%

1M

-4.42%

6M

7.27%

1Y

12.77%

5Y*

10.83%

10Y*

10.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HACK vs. SCHD - Expense Ratio Comparison

HACK has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.


HACK
ETFMG Prime Cyber Security ETF
Expense ratio chart for HACK: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

HACK vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) 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.


Sharpe ratio
The chart of Sharpe ratio for HACK, currently valued at 1.24, compared to the broader market0.002.004.001.241.14
The chart of Sortino ratio for HACK, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.001.691.68
The chart of Omega ratio for HACK, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.20
The chart of Calmar ratio for HACK, currently valued at 1.82, compared to the broader market0.005.0010.0015.001.821.61
The chart of Martin ratio for HACK, currently valued at 4.95, compared to the broader market0.0020.0040.0060.0080.00100.004.955.54
HACK
SCHD

The current HACK Sharpe Ratio is 1.15, which is comparable to the SCHD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of HACK 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.24
1.14
HACK
SCHD

Dividends

HACK vs. SCHD - Dividend Comparison

HACK's dividend yield for the trailing twelve months is around 0.18%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
HACK
ETFMG Prime Cyber Security ETF
0.18%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%0.00%
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

HACK vs. SCHD - Drawdown Comparison

The maximum HACK drawdown since its inception was -42.68%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HACK and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.04%
-7.30%
HACK
SCHD

Volatility

HACK vs. SCHD - Volatility Comparison

ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 7.69% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that HACK'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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.69%
3.67%
HACK
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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