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

Correlation

The correlation between IYC and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

IYC vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Consumer Services ETF (IYC) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
481.28%
369.64%
IYC
SCHD

Key characteristics

Sharpe Ratio

IYC:

0.72

SCHD:

0.18

Sortino Ratio

IYC:

1.14

SCHD:

0.35

Omega Ratio

IYC:

1.16

SCHD:

1.05

Calmar Ratio

IYC:

0.72

SCHD:

0.18

Martin Ratio

IYC:

2.62

SCHD:

0.64

Ulcer Index

IYC:

5.97%

SCHD:

4.44%

Daily Std Dev

IYC:

21.79%

SCHD:

15.99%

Max Drawdown

IYC:

-53.10%

SCHD:

-33.37%

Current Drawdown

IYC:

-11.65%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, IYC achieves a -7.00% return, which is significantly lower than SCHD's -5.19% return. Both investments have delivered pretty close results over the past 10 years, with IYC having a 10.40% annualized return and SCHD not far behind at 10.34%.


IYC

YTD

-7.00%

1M

-1.38%

6M

1.35%

1Y

14.52%

5Y*

12.75%

10Y*

10.40%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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IYC vs. SCHD - Expense Ratio Comparison

IYC has a 0.42% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for IYC: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYC: 0.42%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

IYC vs. SCHD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IYC
The Risk-Adjusted Performance Rank of IYC is 7272
Overall Rank
The Sharpe Ratio Rank of IYC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IYC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IYC is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IYC is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IYC is 6969
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYC vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) 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.


The chart of Sharpe ratio for IYC, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
IYC: 0.72
SCHD: 0.18
The chart of Sortino ratio for IYC, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
IYC: 1.14
SCHD: 0.35
The chart of Omega ratio for IYC, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
IYC: 1.16
SCHD: 1.05
The chart of Calmar ratio for IYC, currently valued at 0.72, compared to the broader market0.002.004.006.008.0010.0012.00
IYC: 0.72
SCHD: 0.18
The chart of Martin ratio for IYC, currently valued at 2.62, compared to the broader market0.0020.0040.0060.00
IYC: 2.62
SCHD: 0.64

The current IYC Sharpe Ratio is 0.72, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of IYC and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.72
0.18
IYC
SCHD

Dividends

IYC vs. SCHD - Dividend Comparison

IYC's dividend yield for the trailing twelve months is around 0.53%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
IYC
iShares US Consumer Services ETF
0.53%0.47%0.68%0.68%0.39%0.65%0.89%0.90%0.92%1.10%1.03%0.78%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IYC vs. SCHD - Drawdown Comparison

The maximum IYC drawdown since its inception was -53.10%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IYC and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.65%
-11.47%
IYC
SCHD

Volatility

IYC vs. SCHD - Volatility Comparison

iShares US Consumer Services ETF (IYC) has a higher volatility of 14.62% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that IYC'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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.62%
11.20%
IYC
SCHD