IBKR vs. SCHD
Compare and contrast key facts about Interactive Brokers Group, Inc. (IBKR) and Schwab US Dividend Equity ETF (SCHD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IBKR or SCHD.
Performance
IBKR vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IBKR achieves a 132.27% return, which is significantly higher than SCHD's 18.85% return. Over the past 10 years, IBKR has outperformed SCHD with an annualized return of 22.37%, while SCHD has yielded a comparatively lower 11.69% annualized return.
IBKR
132.27%
29.96%
50.29%
139.06%
32.82%
22.37%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| IBKR | SCHD | |
|---|---|---|
| Sharpe Ratio | 5.24 | 2.49 |
| Sortino Ratio | 5.83 | 3.58 |
| Omega Ratio | 1.81 | 1.44 |
| Calmar Ratio | 7.27 | 3.79 |
| Martin Ratio | 39.35 | 13.58 |
| Ulcer Index | 3.53% | 2.05% |
| Daily Std Dev | 26.52% | 11.15% |
| Max Drawdown | -63.66% | -33.37% |
| Current Drawdown | -0.05% | 0.00% |
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Correlation
The correlation between IBKR and SCHD is 0.46, 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
IBKR vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Interactive Brokers Group, Inc. (IBKR) 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
IBKR vs. SCHD - Dividend Comparison
IBKR's dividend yield for the trailing twelve months is around 0.37%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBKR Interactive Brokers Group, Inc. | 0.37% | 0.48% | 0.55% | 0.50% | 0.66% | 0.86% | 0.73% | 0.68% | 1.10% | 0.92% | 1.37% | 1.64% |
SCHD Schwab US Dividend Equity ETF | 3.33% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
IBKR vs. SCHD - Drawdown Comparison
The maximum IBKR drawdown since its inception was -63.66%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IBKR and SCHD. For additional features, visit the drawdowns tool.
Volatility
IBKR vs. SCHD - Volatility Comparison
Interactive Brokers Group, Inc. (IBKR) has a higher volatility of 12.18% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that IBKR'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.