NRGD vs. SCHD
Compare and contrast key facts about MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) and Schwab US Dividend Equity ETF (SCHD).
NRGD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NRGD is a passively managed fund by BMO Financial Group that tracks the performance of the Solactive MicroSectors U.S. Big Oil Index (-300%). It was launched on Apr 9, 2019. 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 NRGD 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: NRGD or SCHD.
Key characteristics
| NRGD | SCHD | |
|---|---|---|
| YTD Return | -32.92% | 4.98% |
| 1Y Return | -58.89% | 17.60% |
| 3Y Return (Ann) | -72.69% | 4.63% |
| 5Y Return (Ann) | -77.28% | 12.34% |
| Sharpe Ratio | -0.99 | 1.52 |
| Daily Std Dev | 58.30% | 11.22% |
| Max Drawdown | -99.99% | -33.37% |
| Current Drawdown | -99.98% | -1.65% |
Correlation
The correlation between NRGD and SCHD is -0.58. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
NRGD vs. SCHD - Performance Comparison
In the year-to-date period, NRGD achieves a -32.92% return, which is significantly lower than SCHD's 4.98% 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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NRGD vs. SCHD - Expense Ratio Comparison
NRGD has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
NRGD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) 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
NRGD vs. SCHD - Dividend Comparison
NRGD has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NRGD MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN | 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 | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
NRGD vs. SCHD - Drawdown Comparison
The maximum NRGD drawdown since its inception was -99.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for NRGD and SCHD. For additional features, visit the drawdowns tool.
Volatility
NRGD vs. SCHD - Volatility Comparison
MicroSectors U.S. Big Oil Index -3X Inverse Leveraged ETN (NRGD) has a higher volatility of 15.75% compared to Schwab US Dividend Equity ETF (SCHD) at 3.14%. This indicates that NRGD'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.