JPEL.L vs. SCHD
Compare and contrast key facts about JPEL Private Equity Ltd (JPEL.L) and Schwab US Dividend Equity ETF (SCHD).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JPEL.L or SCHD.
Key characteristics
| JPEL.L | SCHD | |
|---|---|---|
| YTD Return | -18.56% | 17.75% |
| 1Y Return | -21.00% | 31.70% |
| 3Y Return (Ann) | -20.25% | 7.26% |
| 5Y Return (Ann) | -9.63% | 12.80% |
| 10Y Return (Ann) | -0.16% | 11.72% |
| Sharpe Ratio | -1.55 | 2.67 |
| Sortino Ratio | -2.49 | 3.84 |
| Omega Ratio | 0.48 | 1.47 |
| Calmar Ratio | -0.34 | 2.80 |
| Martin Ratio | -1.47 | 14.83 |
| Ulcer Index | 14.25% | 2.04% |
| Daily Std Dev | 13.53% | 11.32% |
| Max Drawdown | -68.59% | -33.37% |
| Current Drawdown | -57.30% | 0.00% |
Correlation
The correlation between JPEL.L and SCHD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
JPEL.L vs. SCHD - Performance Comparison
In the year-to-date period, JPEL.L achieves a -18.56% return, which is significantly lower than SCHD's 17.75% return. Over the past 10 years, JPEL.L has underperformed SCHD with an annualized return of -0.16%, while SCHD has yielded a comparatively higher 11.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JPEL.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for JPEL Private Equity Ltd (JPEL.L) 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
JPEL.L vs. SCHD - Dividend Comparison
JPEL.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPEL.L JPEL Private Equity Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
JPEL.L vs. SCHD - Drawdown Comparison
The maximum JPEL.L drawdown since its inception was -68.59%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for JPEL.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
JPEL.L vs. SCHD - Volatility Comparison
JPEL Private Equity Ltd (JPEL.L) has a higher volatility of 8.30% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that JPEL.L'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.