HDEM.L vs. SCHD
Compare and contrast key facts about Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) and Schwab US Dividend Equity ETF (SCHD).
HDEM.L and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HDEM.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on May 27, 2016. 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 HDEM.L 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: HDEM.L or SCHD.
Correlation
The correlation between HDEM.L and SCHD is 0.41, 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
HDEM.L vs. SCHD - Performance Comparison
Key characteristics
HDEM.L:
0.43
SCHD:
1.20
HDEM.L:
0.68
SCHD:
1.77
HDEM.L:
1.09
SCHD:
1.21
HDEM.L:
0.59
SCHD:
1.72
HDEM.L:
1.08
SCHD:
4.44
HDEM.L:
4.83%
SCHD:
3.08%
HDEM.L:
12.27%
SCHD:
11.40%
HDEM.L:
-32.18%
SCHD:
-33.37%
HDEM.L:
-4.83%
SCHD:
-5.01%
Returns By Period
In the year-to-date period, HDEM.L achieves a 1.96% return, which is significantly higher than SCHD's 1.72% return.
HDEM.L
1.96%
1.47%
3.69%
6.27%
1.64%
N/A
SCHD
1.72%
-0.11%
3.59%
11.95%
11.08%
11.01%
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HDEM.L vs. SCHD - Expense Ratio Comparison
HDEM.L has a 0.49% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
HDEM.L vs. SCHD — Risk-Adjusted Performance Rank
HDEM.L
SCHD
HDEM.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) 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
HDEM.L vs. SCHD - Dividend Comparison
HDEM.L's dividend yield for the trailing twelve months is around 5.51%, more than SCHD's 3.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HDEM.L Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 5.51% | 5.62% | 6.08% | 8.93% | 5.96% | 4.31% | 5.23% | 5.37% | 6.81% | 3.33% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
HDEM.L vs. SCHD - Drawdown Comparison
The maximum HDEM.L drawdown since its inception was -32.18%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HDEM.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
HDEM.L vs. SCHD - Volatility Comparison
The current volatility for Invesco FTSE EM High Dividend Low Volatility UCITS ETF (HDEM.L) is 2.35%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.23%. This indicates that HDEM.L experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.