JIVE vs. SCHD

Last updated Jun 23, 2026

JIVE (Jpmorgan International Value ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - JIVE is a Foreign Large Cap Equities fund actively managed by JPMorgan, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. JIVE is actively managed, while SCHD is passively managed. Over the past year, JIVE returned 44.94% vs 24.06% for SCHD. A 0.51 correlation means they provide meaningful diversification when combined. JIVE charges 0.55%/yr vs 0.06%/yr for SCHD.

Performance

JIVE vs. SCHD - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with JIVE having a 17.13% return and SCHD slightly higher at 17.24%.

JIVE

• 1D: 0.11%
• 1M: 2.55%
• YTD: 17.13%
• 6M: 17.93%
• 1Y: 44.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: 0.09%
• 1M: -2.86%
• YTD: 17.24%
• 6M: 16.44%
• 1Y: 24.06%
• 3Y*: 14.45%
• 5Y*: 8.77%
• 10Y*: 12.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

JIVE vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
JIVE Jpmorgan International Value ETF	17.13%	49.80%	11.22%	5.36%
SCHD Schwab U.S. Dividend Equity ETF	17.24%	4.34%	11.66%	5.51%

Correlation

The correlation between JIVE and SCHD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.51

The correlation between JIVE and SCHD has been stable across timeframes, ranging from 0.44 to 0.51 - a consistent structural relationship.

JIVE vs. SCHD - Sectors Allocation Comparison

Sectors	JIVE	SCHD
Financial Services	37.6%	9.1%
Technology	11.7%	19.4%
Energy	10.7%	14.6%
Industrials	10.2%	7.4%
Consumer Cyclical	6.2%	6.7%
Basic Materials	5.7%	1.2%
Healthcare	4.5%	18.4%
Consumer Defensive	4.3%	18.5%
Communication Services	4.2%	6.0%
Utilities	2.4%	0.0%
Real Estate	2.4%	-

Return for Risk

JIVE vs. SCHD — Risk / Return Rank

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

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 83

SCHD

SCHD Risk / Return Rank: 76
SCHD Sharpe Ratio Rank: 70
SCHD Sortino Ratio Rank: 79
SCHD Omega Ratio Rank: 68
SCHD Calmar Ratio Rank: 90
SCHD Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

JIVE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JIVE	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	3.02	2.18	+0.83
Sortino ratio: Return per unit of downside risk	3.92	3.34	+0.58
Omega ratio: Gain probability vs. loss probability	1.54	1.39	+0.15
Calmar ratio: Return relative to maximum drawdown	4.27	5.24	-0.96
Martin ratio: Return relative to average drawdown	16.40	12.71	+3.69

JIVE vs. SCHD - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 3.02, which is higher than the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of JIVE and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JIVE vs. SCHD - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JIVE and SCHD.

Drawdown Indicators

	JIVE	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-33.37%	+19.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.57%	-4.61%	-5.96%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-0.56%	-2.86%	+2.30%
Average Drawdown Average peak-to-trough decline	-1.94%	-3.31%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	1.90%	+0.85%

Volatility

JIVE vs. SCHD - Volatility Comparison

Jpmorgan International Value ETF (JIVE) has a higher volatility of 5.33% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that JIVE'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.

Volatility by Period

	JIVE	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	3.58%	+1.75%
Volatility (6M) Calculated over the trailing 6-month period	12.72%	7.74%	+4.98%
Volatility (1Y) Calculated over the trailing 1-year period	15.01%	11.09%	+3.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.08%	14.36%	+0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	16.73%	-1.65%

JIVE vs. SCHD - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

JIVE vs. SCHD - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.46%, less than SCHD's 3.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.31%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both JIVE and SCHD in my portfolio?

JIVE and SCHD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JIVE or SCHD?

JIVE has higher volatility (5.33%) compared to SCHD (3.58%). In terms of maximum drawdown, JIVE dropped -13.79% vs SCHD's -33.37%.

Which ETF is better, JIVE or SCHD?

On 1-year performance, JIVE leads with 44.94% vs 24.06% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JIVE or SCHD?

Over the 1-year period, JIVE has performed better with a 44.94% return vs 24.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JIVE or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, JIVE or SCHD?

SCHD has the higher dividend yield at 3.31%, compared with 2.46% for JIVE.

What is the main difference between JIVE and SCHD?

JIVE is categorized as Foreign Large Cap Equities, while SCHD is Dividend. They also come from different issuers: JPMorgan and Charles Schwab. Their fees differ too: 0.55% for JIVE and 0.06% for SCHD.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.02 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.