MVOL.L vs. SCHD
Compare and contrast key facts about iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) and Schwab US Dividend Equity ETF (SCHD).
MVOL.L and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MVOL.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 30, 2012. 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. Both MVOL.L and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVOL.L or SCHD.
Performance
MVOL.L vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, MVOL.L achieves a 13.48% return, which is significantly lower than SCHD's 16.58% return. Over the past 10 years, MVOL.L has underperformed SCHD with an annualized return of 7.44%, while SCHD has yielded a comparatively higher 11.44% annualized return.
MVOL.L
13.48%
-2.41%
7.29%
18.40%
5.56%
7.44%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| MVOL.L | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.47 | 2.41 |
| Sortino Ratio | 3.49 | 3.46 |
| Omega Ratio | 1.43 | 1.42 |
| Calmar Ratio | 2.70 | 3.46 |
| Martin Ratio | 13.68 | 13.08 |
| Ulcer Index | 1.32% | 2.04% |
| Daily Std Dev | 7.32% | 11.08% |
| Max Drawdown | -28.82% | -33.37% |
| Current Drawdown | -2.41% | -1.27% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MVOL.L vs. SCHD - Expense Ratio Comparison
MVOL.L has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between MVOL.L and SCHD is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MVOL.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.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
MVOL.L vs. SCHD - Dividend Comparison
MVOL.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 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 | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MVOL.L vs. SCHD - Drawdown Comparison
The maximum MVOL.L drawdown since its inception was -28.82%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MVOL.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
MVOL.L vs. SCHD - Volatility Comparison
The current volatility for iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) is 2.33%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.60%. This indicates that MVOL.L experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.