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

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.


-0.50.00.51.00.9

Performance

IYJ vs. SCHD - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.08%
7.18%
IYJ
SCHD

Key characteristics

Sharpe Ratio

IYJ:

1.37

SCHD:

1.14

Sortino Ratio

IYJ:

1.98

SCHD:

1.68

Omega Ratio

IYJ:

1.25

SCHD:

1.20

Calmar Ratio

IYJ:

2.60

SCHD:

1.61

Martin Ratio

IYJ:

7.57

SCHD:

5.54

Ulcer Index

IYJ:

2.46%

SCHD:

2.31%

Daily Std Dev

IYJ:

13.58%

SCHD:

11.20%

Max Drawdown

IYJ:

-61.97%

SCHD:

-33.37%

Current Drawdown

IYJ:

-6.88%

SCHD:

-7.30%

Returns By Period

In the year-to-date period, IYJ achieves a 17.95% return, which is significantly higher than SCHD's 10.84% return. Both investments have delivered pretty close results over the past 10 years, with IYJ having a 10.89% annualized return and SCHD not far behind at 10.83%.


IYJ

YTD

17.95%

1M

-3.54%

6M

10.96%

1Y

20.50%

5Y*

10.95%

10Y*

10.89%

SCHD

YTD

10.84%

1M

-4.42%

6M

7.27%

1Y

12.77%

5Y*

10.83%

10Y*

10.83%

Compare stocks, funds, or ETFs

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


IYJ vs. SCHD - Expense Ratio Comparison

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


IYJ
iShares U.S. Industrials ETF
Expense ratio chart for IYJ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
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

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.


Sharpe ratio
The chart of Sharpe ratio for IYJ, currently valued at 1.52, compared to the broader market0.002.004.001.521.14
The chart of Sortino ratio for IYJ, currently valued at 2.18, compared to the broader market-2.000.002.004.006.008.0010.002.181.68
The chart of Omega ratio for IYJ, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.20
The chart of Calmar ratio for IYJ, currently valued at 2.86, compared to the broader market0.005.0010.0015.002.861.61
The chart of Martin ratio for IYJ, currently valued at 8.19, compared to the broader market0.0020.0040.0060.0080.00100.008.195.54
IYJ
SCHD

The current IYJ Sharpe Ratio is 1.37, which is comparable to the SCHD Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of IYJ 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.52
1.14
IYJ
SCHD

Dividends

IYJ vs. SCHD - Dividend Comparison

IYJ's dividend yield for the trailing twelve months is around 0.88%, less than SCHD's 3.67% yield.


TTM20232022202120202019201820172016201520142013
IYJ
iShares U.S. Industrials ETF
0.88%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
3.67%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.88%
-7.30%
IYJ
SCHD

Volatility

IYJ vs. SCHD - Volatility Comparison

iShares U.S. Industrials ETF (IYJ) has a higher volatility of 4.27% 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.27%
3.67%
IYJ
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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