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HYIN vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYIN and SCHH is 0.66, 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.


-0.50.00.51.00.7

Performance

HYIN vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Alternative Income Fund (HYIN) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.66%
7.21%
HYIN
SCHH

Key characteristics

Sharpe Ratio

HYIN:

0.50

SCHH:

0.36

Sortino Ratio

HYIN:

0.73

SCHH:

0.59

Omega Ratio

HYIN:

1.09

SCHH:

1.07

Calmar Ratio

HYIN:

0.57

SCHH:

0.23

Martin Ratio

HYIN:

2.58

SCHH:

1.24

Ulcer Index

HYIN:

2.37%

SCHH:

4.61%

Daily Std Dev

HYIN:

12.25%

SCHH:

15.87%

Max Drawdown

HYIN:

-31.10%

SCHH:

-44.22%

Current Drawdown

HYIN:

-4.15%

SCHH:

-12.82%

Returns By Period

In the year-to-date period, HYIN achieves a 6.68% return, which is significantly higher than SCHH's 4.54% return.


HYIN

YTD

6.68%

1M

-2.03%

6M

2.55%

1Y

6.05%

5Y*

N/A

10Y*

N/A

SCHH

YTD

4.54%

1M

-6.77%

6M

7.08%

1Y

5.30%

5Y*

1.28%

10Y*

3.44%

Compare stocks, funds, or ETFs

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


HYIN vs. SCHH - Expense Ratio Comparison

HYIN has a 3.20% expense ratio, which is higher than SCHH's 0.07% expense ratio.


HYIN
WisdomTree Alternative Income Fund
Expense ratio chart for HYIN: current value at 3.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%3.20%
Expense ratio chart for SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

HYIN vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Alternative Income Fund (HYIN) and Schwab US REIT ETF (SCHH). 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 HYIN, currently valued at 0.50, compared to the broader market0.002.004.000.500.36
The chart of Sortino ratio for HYIN, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.0010.000.730.59
The chart of Omega ratio for HYIN, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.07
The chart of Calmar ratio for HYIN, currently valued at 0.57, compared to the broader market0.005.0010.0015.000.570.23
The chart of Martin ratio for HYIN, currently valued at 2.58, compared to the broader market0.0020.0040.0060.0080.00100.002.581.24
HYIN
SCHH

The current HYIN Sharpe Ratio is 0.50, which is higher than the SCHH Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HYIN and SCHH, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.50
0.36
HYIN
SCHH

Dividends

HYIN vs. SCHH - Dividend Comparison

HYIN's dividend yield for the trailing twelve months is around 11.27%, more than SCHH's 3.24% yield.


TTM20232022202120202019201820172016201520142013
HYIN
WisdomTree Alternative Income Fund
11.27%11.71%11.34%4.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
3.24%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%2.59%

Drawdowns

HYIN vs. SCHH - Drawdown Comparison

The maximum HYIN drawdown since its inception was -31.10%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for HYIN and SCHH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.15%
-12.82%
HYIN
SCHH

Volatility

HYIN vs. SCHH - Volatility Comparison

The current volatility for WisdomTree Alternative Income Fund (HYIN) is 3.69%, while Schwab US REIT ETF (SCHH) has a volatility of 5.43%. This indicates that HYIN experiences smaller price fluctuations and is considered to be less risky than SCHH 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%JulyAugustSeptemberOctoberNovemberDecember
3.69%
5.43%
HYIN
SCHH
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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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