PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ISCV vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ISCVSCHD
YTD Return-2.86%2.25%
1Y Return13.35%9.46%
3Y Return (Ann)1.77%4.52%
5Y Return (Ann)6.06%10.99%
10Y Return (Ann)5.95%11.11%
Sharpe Ratio0.670.79
Daily Std Dev19.81%11.77%
Max Drawdown-63.14%-33.37%
Current Drawdown-6.42%-4.20%

Correlation

-0.50.00.51.00.8

The correlation between ISCV and SCHD is 0.82, 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

ISCV vs. SCHD - Performance Comparison

In the year-to-date period, ISCV achieves a -2.86% return, which is significantly lower than SCHD's 2.25% return. Over the past 10 years, ISCV has underperformed SCHD with an annualized return of 5.95%, while SCHD has yielded a comparatively higher 11.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
19.30%
14.39%
ISCV
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Morningstar Small Cap Value ETF

Schwab US Dividend Equity ETF

ISCV vs. SCHD - Expense Ratio Comparison

Both ISCV and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


ISCV
iShares Morningstar Small Cap Value ETF
Expense ratio chart for ISCV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ISCV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small Cap Value ETF (ISCV) 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.


ISCV
Sharpe ratio
The chart of Sharpe ratio for ISCV, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for ISCV, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.001.13
Omega ratio
The chart of Omega ratio for ISCV, currently valued at 1.12, compared to the broader market1.001.502.001.12
Calmar ratio
The chart of Calmar ratio for ISCV, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.000.67
Martin ratio
The chart of Martin ratio for ISCV, currently valued at 2.11, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.11
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.000.79
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.001.19
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.14, compared to the broader market1.001.502.001.14
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.70, compared to the broader market0.002.004.006.008.0010.000.70
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 2.60, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.60

ISCV vs. SCHD - Sharpe Ratio Comparison

The current ISCV Sharpe Ratio is 0.67, which roughly equals the SCHD Sharpe Ratio of 0.79. The chart below compares the 12-month rolling Sharpe Ratio of ISCV and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2024FebruaryMarchApril
0.67
0.79
ISCV
SCHD

Dividends

ISCV vs. SCHD - Dividend Comparison

ISCV's dividend yield for the trailing twelve months is around 2.21%, less than SCHD's 3.46% yield.


TTM20232022202120202019201820172016201520142013
ISCV
iShares Morningstar Small Cap Value ETF
2.21%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%2.40%1.81%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

ISCV vs. SCHD - Drawdown Comparison

The maximum ISCV drawdown since its inception was -63.14%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ISCV and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.42%
-4.20%
ISCV
SCHD

Volatility

ISCV vs. SCHD - Volatility Comparison

iShares Morningstar Small Cap Value ETF (ISCV) has a higher volatility of 5.41% compared to Schwab US Dividend Equity ETF (SCHD) at 3.77%. This indicates that ISCV'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.41%
3.77%
ISCV
SCHD