IYJ vs. SCHD
Compare and contrast key facts about iShares U.S. Industrials ETF (IYJ) and Schwab US Dividend Equity ETF (SCHD).
IYJ and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYJ is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Industrials Index. It was launched on Jul 14, 2000. 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 IYJ 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: IYJ or SCHD.
Performance
IYJ vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, IYJ achieves a 25.31% return, which is significantly higher than SCHD's 18.85% return. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 11.53% annualized return and SCHD not far ahead at 11.69%.
IYJ
25.31%
5.33%
16.19%
36.00%
12.60%
11.53%
SCHD
18.85%
3.78%
14.95%
27.79%
13.14%
11.69%
Key characteristics
| IYJ | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.71 | 2.49 |
| Sortino Ratio | 3.79 | 3.58 |
| Omega Ratio | 1.47 | 1.44 |
| Calmar Ratio | 5.88 | 3.79 |
| Martin Ratio | 15.54 | 13.58 |
| Ulcer Index | 2.32% | 2.05% |
| Daily Std Dev | 13.29% | 11.15% |
| Max Drawdown | -61.97% | -33.37% |
| Current Drawdown | -0.33% | 0.00% |
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IYJ vs. SCHD - Expense Ratio Comparison
IYJ has a 0.42% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between IYJ and SCHD is 0.87, 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.
Risk-Adjusted Performance
IYJ vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Industrials ETF (IYJ) 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
IYJ vs. SCHD - Dividend Comparison
IYJ's dividend yield for the trailing twelve months is around 0.82%, less than SCHD's 3.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYJ iShares U.S. Industrials ETF | 0.82% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% | 1.14% |
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
IYJ vs. SCHD - Drawdown Comparison
The maximum IYJ drawdown since its inception was -61.97%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IYJ and SCHD. For additional features, visit the drawdowns tool.
Volatility
IYJ vs. SCHD - Volatility Comparison
iShares U.S. Industrials ETF (IYJ) has a higher volatility of 5.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.67%. This indicates that IYJ'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.