IQDY vs. SCHD
Compare and contrast key facts about FlexShares International Quality Dividend Dynamic Index Fund (IQDY) and Schwab US Dividend Equity ETF (SCHD).
IQDY and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDY is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust International Quality Dividend Dynamic Index. It was launched on Apr 12, 2013. 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 IQDY 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: IQDY or SCHD.
Performance
IQDY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IQDY achieves a 5.48% return, which is significantly lower than SCHD's 16.26% return. Over the past 10 years, IQDY has underperformed SCHD with an annualized return of 5.47%, while SCHD has yielded a comparatively higher 11.40% annualized return.
IQDY
5.48%
-4.79%
-2.00%
14.11%
7.42%
5.47%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| IQDY | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.27 |
| Sortino Ratio | 1.33 | 3.27 |
| Omega Ratio | 1.16 | 1.40 |
| Calmar Ratio | 1.42 | 3.34 |
| Martin Ratio | 4.41 | 12.25 |
| Ulcer Index | 3.04% | 2.05% |
| Daily Std Dev | 14.92% | 11.06% |
| Max Drawdown | -39.59% | -33.37% |
| Current Drawdown | -8.76% | -1.54% |
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IQDY vs. SCHD - Expense Ratio Comparison
IQDY has a 0.47% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between IQDY 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
IQDY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares International Quality Dividend Dynamic Index Fund (IQDY) 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
IQDY vs. SCHD - Dividend Comparison
IQDY's dividend yield for the trailing twelve months is around 5.32%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQDY FlexShares International Quality Dividend Dynamic Index Fund | 5.32% | 6.45% | 5.52% | 3.89% | 2.62% | 3.85% | 5.97% | 3.57% | 3.77% | 4.08% | 4.34% | 2.34% |
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
IQDY vs. SCHD - Drawdown Comparison
The maximum IQDY drawdown since its inception was -39.59%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IQDY and SCHD. For additional features, visit the drawdowns tool.
Volatility
IQDY vs. SCHD - Volatility Comparison
FlexShares International Quality Dividend Dynamic Index Fund (IQDY) has a higher volatility of 4.95% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that IQDY'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.