HACK vs. SCHD
Compare and contrast key facts about ETFMG Prime Cyber Security ETF (HACK) and Schwab US Dividend Equity ETF (SCHD).
HACK and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HACK is a passively managed fund by ETFMG that tracks the performance of the Prime Cyber Defense Index. It was launched on Nov 11, 2014. 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. Both HACK and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HACK or SCHD.
Performance
HACK vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, HACK achieves a 17.54% return, which is significantly higher than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with HACK having a 11.47% annualized return and SCHD not far behind at 11.46%.
HACK
17.54%
-0.46%
12.76%
31.35%
12.15%
11.47%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| HACK | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.25 |
| Sortino Ratio | 2.15 | 3.25 |
| Omega Ratio | 1.29 | 1.39 |
| Calmar Ratio | 1.52 | 3.05 |
| Martin Ratio | 6.25 | 12.25 |
| Ulcer Index | 4.83% | 2.04% |
| Daily Std Dev | 18.54% | 11.09% |
| Max Drawdown | -42.68% | -33.37% |
| Current Drawdown | -5.20% | -1.82% |
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HACK vs. SCHD - Expense Ratio Comparison
HACK has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between HACK and SCHD is 0.56, 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.
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.
Dividends
HACK vs. SCHD - Dividend Comparison
HACK's dividend yield for the trailing twelve months is around 0.19%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.19% | 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 | 3.41% | 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.
Volatility
HACK vs. SCHD - Volatility Comparison
ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 6.74% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. 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.