HYUP vs. SCHD
Compare and contrast key facts about Xtrackers High Beta High Yield Bond ETF (HYUP) and Schwab US Dividend Equity ETF (SCHD).
HYUP and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HYUP is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive USD High Yield Corporates Total Market High Beta Index. It was launched on Jan 11, 2018. 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 HYUP 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: HYUP or SCHD.
Key characteristics
| HYUP | SCHD | |
|---|---|---|
| YTD Return | 9.52% | 14.11% |
| 1Y Return | 19.73% | 28.95% |
| 3Y Return (Ann) | 3.27% | 6.67% |
| 5Y Return (Ann) | 4.48% | 12.45% |
| Sharpe Ratio | 3.72 | 2.63 |
| Sortino Ratio | 5.97 | 3.79 |
| Omega Ratio | 1.78 | 1.46 |
| Calmar Ratio | 2.10 | 2.53 |
| Martin Ratio | 29.40 | 14.63 |
| Ulcer Index | 0.68% | 2.03% |
| Daily Std Dev | 5.36% | 11.29% |
| Max Drawdown | -24.79% | -33.37% |
| Current Drawdown | -0.59% | -2.19% |
Correlation
The correlation between HYUP and SCHD is 0.58, 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
HYUP vs. SCHD - Performance Comparison
In the year-to-date period, HYUP achieves a 9.52% return, which is significantly lower than SCHD's 14.11% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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HYUP vs. SCHD - Expense Ratio Comparison
HYUP has a 0.20% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
HYUP vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers High Beta High Yield Bond ETF (HYUP) 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
HYUP vs. SCHD - Dividend Comparison
HYUP's dividend yield for the trailing twelve months is around 7.59%, more than SCHD's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYUP Xtrackers High Beta High Yield Bond ETF | 6.97% | 7.48% | 7.15% | 6.19% | 6.89% | 6.78% | 6.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.47% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
HYUP vs. SCHD - Drawdown Comparison
The maximum HYUP drawdown since its inception was -24.79%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for HYUP and SCHD. For additional features, visit the drawdowns tool.
Volatility
HYUP vs. SCHD - Volatility Comparison
The current volatility for Xtrackers High Beta High Yield Bond ETF (HYUP) is 0.86%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.74%. This indicates that HYUP 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.