MPW vs. SCHH
Compare and contrast key facts about Medical Properties Trust, Inc. (MPW) and Schwab US REIT ETF (SCHH).
SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPW or SCHH.
Key characteristics
| MPW | SCHH | |
|---|---|---|
| YTD Return | 1.63% | -7.37% |
| 1Y Return | -34.50% | 3.89% |
| 3Y Return (Ann) | -33.85% | -2.27% |
| 5Y Return (Ann) | -17.24% | -0.48% |
| 10Y Return (Ann) | -2.99% | 3.74% |
| Sharpe Ratio | -0.48 | 0.19 |
| Daily Std Dev | 72.03% | 18.55% |
| Max Drawdown | -84.50% | -44.22% |
| Current Drawdown | -74.81% | -22.76% |
Correlation
The correlation between MPW and SCHH is 0.72, 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.
Performance
MPW vs. SCHH - Performance Comparison
In the year-to-date period, MPW achieves a 1.63% return, which is significantly higher than SCHH's -7.37% return. Over the past 10 years, MPW has underperformed SCHH with an annualized return of -2.99%, while SCHH has yielded a comparatively higher 3.74% 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
MPW vs. SCHH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Medical Properties Trust, Inc. (MPW) and Schwab US REIT ETF (SCHH). 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
MPW vs. SCHH - Dividend Comparison
MPW's dividend yield for the trailing twelve months is around 15.29%, more than SCHH's 3.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPW Medical Properties Trust, Inc. | 15.29% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
SCHH Schwab US REIT ETF | 3.45% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
Drawdowns
MPW vs. SCHH - Drawdown Comparison
The maximum MPW drawdown since its inception was -84.50%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for MPW and SCHH. For additional features, visit the drawdowns tool.
Volatility
MPW vs. SCHH - Volatility Comparison
Medical Properties Trust, Inc. (MPW) has a higher volatility of 24.06% compared to Schwab US REIT ETF (SCHH) at 6.08%. This indicates that MPW's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.