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

Key characteristics


IGFSCHD
YTD Return1.23%6.21%
1Y Return5.56%16.75%
3Y Return (Ann)4.96%6.45%
5Y Return (Ann)4.13%12.79%
10Y Return (Ann)4.42%11.66%
Sharpe Ratio0.461.47
Daily Std Dev13.14%11.53%
Max Drawdown-58.33%-33.37%
Current Drawdown-2.82%0.00%

Correlation

0.74
-1.001.00

The correlation between IGF and SCHD is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

IGF vs. SCHD - Performance Comparison

In the year-to-date period, IGF achieves a 1.23% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, IGF has underperformed SCHD with an annualized return of 4.42%, while SCHD has yielded a comparatively higher 11.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%OctoberNovemberDecember2024FebruaryMarch
110.26%
371.17%
IGF
SCHD

Compare stocks, funds, or ETFs


iShares Global Infrastructure ETF

Schwab US Dividend Equity ETF

IGF vs. SCHD - Expense Ratio Comparison

IGF has a 0.46% expense ratio, which is higher than SCHD's 0.06% expense ratio.

IGF
iShares Global Infrastructure ETF
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IGF vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IGF
iShares Global Infrastructure ETF
0.46
SCHD
Schwab US Dividend Equity ETF
1.47

IGF vs. SCHD - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 0.46, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of IGF and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.46
1.47
IGF
SCHD

Dividends

IGF vs. SCHD - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 3.32%, which matches SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
IGF
iShares Global Infrastructure ETF
3.32%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%3.00%3.45%
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

IGF vs. SCHD - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for IGF and SCHD


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.82%
0
IGF
SCHD

Volatility

IGF vs. SCHD - Volatility Comparison

The current volatility for iShares Global Infrastructure ETF (IGF) is 2.30%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.69%. This indicates that IGF 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.30%
2.69%
IGF
SCHD