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

Key characteristics


HYLDSCHD

Correlation

-0.50.00.51.00.3

The correlation between HYLD and SCHD is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

HYLD vs. SCHD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
35.14%
422.40%
HYLD
SCHD

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HYLD vs. SCHD - Expense Ratio Comparison

HYLD has a 1.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


HYLD
High Yield ETF
Expense ratio chart for HYLD: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
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

HYLD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for High Yield ETF (HYLD) 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.


HYLD
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for HYLD, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.67, compared to the broader market-2.000.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.83

HYLD vs. SCHD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.00
2.67
HYLD
SCHD

Dividends

HYLD vs. SCHD - Dividend Comparison

HYLD has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.36%.


TTM20232022202120202019201820172016201520142013
HYLD
High Yield ETF
0.00%8.59%7.86%6.75%7.52%7.46%7.97%7.18%6.59%10.87%9.88%7.96%
SCHD
Schwab US Dividend Equity ETF
3.36%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

HYLD vs. SCHD - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.72%
0
HYLD
SCHD

Volatility

HYLD vs. SCHD - Volatility Comparison

The current volatility for High Yield ETF (HYLD) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.57%. This indicates that HYLD 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.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.57%
HYLD
SCHD