PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
KVLE vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KVLE vs. SCHD

Last updated Jun 24, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - KVLE is a Large Cap Value Equities fund tracking the 3D/L Value Line Dynamic Core Equity Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 5 years, KVLE returned 10.02%/yr vs 8.71%/yr for SCHD. Their correlation of 0.81 suggests significant overlap in exposure. KVLE charges 0.56%/yr vs 0.06%/yr for SCHD.

Performance

KVLE vs. SCHD - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, KVLE achieves a 9.27% return, which is significantly lower than SCHD's 17.72% return.

KVLE

1D
-0.36%
1M
0.18%
YTD
9.27%
6M
8.32%
1Y
17.71%
3Y*
14.36%
5Y*
10.02%
10Y*
—

SCHD

1D
0.41%
1M
-2.47%
YTD
17.72%
6M
17.25%
1Y
24.56%
3Y*
14.60%
5Y*
8.71%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KVLE vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		9.27%9.34%18.25%10.49%-5.96%28.01%1.71%
SCHD
Schwab U.S. Dividend Equity ETF		17.72%4.34%11.66%4.54%-3.26%29.87%3.00%

Correlation

The correlation between KVLE and SCHD is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2020

0.81

Over the past year, the correlation between KVLE and SCHD has dropped to 0.59 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

KVLE vs. SCHD - Sectors Allocation Comparison

Sectors
KVLE
SCHD

Technology

31.4%
19.4%

Financial Services

12.2%
9.1%

Real Estate

11.8%

-

Consumer Cyclical

9.4%
6.7%

Healthcare

9.3%
18.4%

Industrials

8.9%
7.4%

Consumer Defensive

6.6%
18.5%

Energy

4.4%
14.6%

Communication Services

4.1%
6.0%

Basic Materials

1.3%
1.2%

Utilities

0.6%
0.0%

Technology

KVLE
31.4%
SCHD
19.4%

Financial Services

KVLE
12.2%
SCHD
9.1%

Real Estate

KVLE
11.8%
SCHD

-

Consumer Cyclical

KVLE
9.4%
SCHD
6.7%

Healthcare

KVLE
9.3%
SCHD
18.4%

Industrials

KVLE
8.9%
SCHD
7.4%

Consumer Defensive

KVLE
6.6%
SCHD
18.5%

Energy

KVLE
4.4%
SCHD
14.6%

Communication Services

KVLE
4.1%
SCHD
6.0%

Basic Materials

KVLE
1.3%
SCHD
1.2%

Utilities

KVLE
0.6%
SCHD
0.0%

Compare stocks, funds, or ETFs

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

KFA Value Liner Dynamic Core Equity Index ETF

Schwab U.S. Dividend Equity ETF

Often compared with KVLE:
KVLE vs. SPYKVLE vs. VTVKVLE vs. VOOKVLE vs. DOGGKVLE vs. KBAKVLE vs. KLIPKVLE vs. KWEB
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

KVLE vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KVLE
KVLE Risk / Return Rank: 4646
Overall Rank
KVLE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
KVLE Sortino Ratio Rank: 4949
Sortino Ratio Rank
KVLE Omega Ratio Rank: 4747
Omega Ratio Rank
KVLE Calmar Ratio Rank: 3939
Calmar Ratio Rank
KVLE Martin Ratio Rank: 4646
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 7777
Overall Rank
SCHD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7070
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
Martin Ratio Rank
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.

KVLE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) 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.

KVLESCHDDifference
Sharpe ratioReturn per unit of total volatility
1.58
2.23

-0.65

Sortino ratioReturn per unit of downside risk
2.25
3.40

-1.15

Omega ratioGain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratioReturn relative to maximum drawdown

1.85

5.35

-3.49

Martin ratioReturn relative to average drawdown

7.07

12.94

-5.86

KVLE vs. SCHD - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.58, which is comparable to the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of KVLE 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.

Loading charts...

Drawdowns

KVLE vs. SCHD - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KVLE and SCHD.

Loading charts...

Drawdown Indicators

KVLESCHDDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-33.37%

+14.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-4.61%

-4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-16.13%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-16.85%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.37%

—

Current Drawdown

Current decline from peak

-1.76%

-2.47%

+0.71%

Average Drawdown

Average peak-to-trough decline

-3.19%

-3.31%

+0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

1.90%

+0.61%

Volatility

KVLE vs. SCHD - Volatility Comparison

KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.68% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

KVLESCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

3.58%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.73%

7.73%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

11.07%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

14.36%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

16.71%

-2.38%

KVLE vs. SCHD - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

KVLE vs. SCHD - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.37%, more than SCHD's 3.30% yield.

PositionTTM20252024202320222021202020192018201720162015
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		7.37%7.90%7.99%2.53%5.78%9.51%0.35%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF		3.30%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

KVLE and SCHD have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KVLE has higher volatility (3.68%) compared to SCHD (3.58%). In terms of maximum drawdown, KVLE dropped -18.38% vs SCHD's -33.37%.

On 5-year performance, KVLE leads with 10.02% vs 8.71% 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.

Over the 5-year period, KVLE has performed better with a 10.02% return vs 8.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.56% for KVLE.

KVLE has the higher dividend yield at 7.37%, compared with 3.30% for SCHD.

KVLE is categorized as Large Cap Value Equities, while SCHD is Dividend. KVLE tracks 3D/L Value Line Dynamic Core Equity Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: CICC and Charles Schwab. Their fees differ too: 0.56% for KVLE and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.23 vs 1.58), 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.

Portfolio Optimizer

Find the right allocation for KVLE and SCHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer