NELS vs. SCHK
NELS (Nelson Select ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds. NELS is actively managed, while SCHK is passively managed. Their correlation of 0.94 suggests significant overlap in exposure. NELS charges 1.69%/yr vs 0.03%/yr for SCHK.
Performance
NELS vs. SCHK - Performance Comparison
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Returns By Period
In the year-to-date period, NELS achieves a 12.19% return, which is significantly higher than SCHK's 11.58% return.
NELS
- 1D
- 0.36%
- 1M
- 1.82%
- 6M
- 10.03%
- YTD
- 12.19%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHK
- 1D
- 0.36%
- 1M
- 2.55%
- 6M
- 9.45%
- YTD
- 11.58%
- 1Y
- 22.27%
- 3Y*
- 20.86%
- 5Y*
- 12.43%
- 10Y*
- —
NELS vs. SCHK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NELS Nelson Select ETF | 12.19% | 1.83% |
SCHK Schwab 1000 Index ETF | 11.58% | 2.94% |
Correlation
The correlation between NELS and SCHK is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.94 |
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Return for Risk
NELS vs. SCHK — Risk / Return Rank
NELS
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHK
NELS vs. SCHK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nelson Select ETF (NELS) and Schwab 1000 Index ETF (SCHK). 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.
| NELS | SCHK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.44 | — |
| Martin ratioReturn relative to average drawdown | — | 10.66 | — |
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Drawdowns
NELS vs. SCHK - Drawdown Comparison
The maximum NELS drawdown since its inception was -9.30%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for NELS and SCHK.
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Drawdown Indicators
| NELS | SCHK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.30% | -34.80% | +25.50% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.97% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -0.49% | -0.26% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -5.14% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.05% | — |
Volatility
NELS vs. SCHK - Volatility Comparison
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Volatility by Period
| NELS | SCHK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.34% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.40% | 12.82% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 17.34% | -2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 19.08% | -4.68% |
NELS vs. SCHK - Expense Ratio Comparison
NELS has a 1.69% expense ratio, which is higher than SCHK's 0.03% expense ratio.
Dividends
NELS vs. SCHK - Dividend Comparison
NELS has not paid dividends to shareholders, while SCHK's dividend yield for the trailing twelve months is around 1.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
NELS Nelson Select ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHK Schwab 1000 Index ETF | 1.02% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% |
Frequently Asked Questions
With a correlation of 0.94, NELS and SCHK move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SCHK is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHK is cheaper with a 0.03% expense ratio, compared with 1.69% for NELS.
SCHK has the higher dividend yield at 1.02%, compared with 0.00% for NELS.
They also come from different issuers: Nelson Capital Management and Charles Schwab. Their fees differ too: 1.69% for NELS and 0.03% for SCHK.
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