PortfoliosLab logoPortfoliosLab logo
NVDG.F vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NVDG.F vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in NVIDIA Corporation CDR (NVDG.F) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

NVDG.F is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NVDG.F achieves a 14.79% return, which is significantly lower than SCHD's 22.52% return.


NVDG.F

1D
-2.85%
1M
-5.92%
YTD
14.79%
6M
18.45%
1Y
50.93%
3Y*
63.96%
5Y*
10Y*

SCHD

1D
0.97%
1M
4.68%
YTD
22.52%
6M
21.34%
1Y
26.38%
3Y*
12.26%
5Y*
9.74%
10Y*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDG.F vs. SCHD - Yearly Performance Comparison


2026 (YTD)2025202420232022
NVDG.F
NVIDIA Corporation CDR
14.79%19.94%175.23%228.92%-38.65%
SCHD
Schwab U.S. Dividend Equity ETF
22.52%-8.04%19.03%1.41%7.30%

Correlation

The correlation between NVDG.F and SCHD is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2022

0.00

The correlation between NVDG.F and SCHD shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

NVDG.F vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NVDG.F
NVDG.F Risk / Return Rank: 7171
Overall Rank
NVDG.F Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
NVDG.F Sortino Ratio Rank: 6767
Sortino Ratio Rank
NVDG.F Omega Ratio Rank: 6565
Omega Ratio Rank
NVDG.F Calmar Ratio Rank: 7777
Calmar Ratio Rank
NVDG.F Martin Ratio Rank: 7575
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
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.

NVDG.F vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NVIDIA Corporation CDR (NVDG.F) 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.


NVDG.FSCHDDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

2.17

6.38

-4.21

Martin ratioReturn relative to average drawdown

4.70

15.88

-11.17

NVDG.F vs. SCHD - Sharpe Ratio Comparison

The current NVDG.F Sharpe Ratio is 1.03, which is lower than the SCHD Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of NVDG.F 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

NVDG.F vs. SCHD - Drawdown Comparison

The maximum NVDG.F drawdown since its inception was -60.32%, which is greater than SCHD's maximum drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for NVDG.F and SCHD.


Loading charts...

Drawdown Indicators


NVDG.FSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-60.32%

-32.28%

-28.04%

Max Drawdown (1Y)

Largest decline over 1 year

-20.33%

-4.15%

-16.18%

Max Drawdown (3Y)

Largest decline over 3 years

-41.10%

-21.40%

-19.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.40%

Max Drawdown (10Y)

Largest decline over 10 years

-32.28%

Current Drawdown

Current decline from peak

-10.45%

0.00%

-10.45%

Average Drawdown

Average peak-to-trough decline

-16.45%

-4.42%

-12.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.40%

1.67%

+7.73%

Volatility

NVDG.F vs. SCHD - Volatility Comparison

NVIDIA Corporation CDR (NVDG.F) has a higher volatility of 12.58% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.90%. This indicates that NVDG.F'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.


Loading charts...

Volatility by Period


NVDG.FSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

2.90%

+9.68%

Volatility (6M)

Calculated over the trailing 6-month period

28.68%

8.45%

+20.23%

Volatility (1Y)

Calculated over the trailing 1-year period

43.21%

11.52%

+31.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.93%

14.59%

+47.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.93%

17.43%

+44.50%

Dividends

NVDG.F vs. SCHD - Dividend Comparison

NVDG.F's dividend yield for the trailing twelve months is around 0.12%, less than SCHD's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
NVDG.F
NVIDIA Corporation CDR
0.11%0.02%0.02%0.03%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%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


NVDG.F and SCHD have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for NVDG.F 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