IQDG vs. SCHD
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and Schwab US Dividend Equity ETF (SCHD).
IQDG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. 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 IQDG 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: IQDG or SCHD.
Performance
IQDG vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IQDG achieves a -1.84% return, which is significantly lower than SCHD's 16.26% return.
IQDG
-1.84%
-6.56%
-6.36%
5.73%
5.60%
N/A
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| IQDG | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.41 | 2.27 |
| Sortino Ratio | 0.67 | 3.27 |
| Omega Ratio | 1.08 | 1.40 |
| Calmar Ratio | 0.42 | 3.34 |
| Martin Ratio | 1.59 | 12.25 |
| Ulcer Index | 3.53% | 2.05% |
| Daily Std Dev | 13.77% | 11.06% |
| Max Drawdown | -34.97% | -33.37% |
| Current Drawdown | -11.30% | -1.54% |
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IQDG vs. SCHD - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between IQDG and SCHD is 0.64, 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
IQDG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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
IQDG vs. SCHD - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.11%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 2.11% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
IQDG vs. SCHD - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IQDG and SCHD. For additional features, visit the drawdowns tool.
Volatility
IQDG vs. SCHD - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 4.46% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that IQDG'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.