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OCTW vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OCTW vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AllianzIM U.S. Equity Buffer20 Oct ETF (OCTW) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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OCTW vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
OCTW
AllianzIM U.S. Equity Buffer20 Oct ETF
-0.95%9.68%8.67%17.57%0.54%6.48%4.11%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%17.13%

Returns By Period

In the year-to-date period, OCTW achieves a -0.95% return, which is significantly lower than SCHD's 12.17% return.


OCTW

1D
0.42%
1M
-1.55%
YTD
-0.95%
6M
0.51%
1Y
9.74%
3Y*
9.86%
5Y*
7.86%
10Y*

SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OCTW vs. SCHD - Expense Ratio Comparison

OCTW has a 0.74% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

OCTW vs. SCHD — Risk / Return Rank

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

OCTW
OCTW Risk / Return Rank: 6969
Overall Rank
OCTW Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
OCTW Sortino Ratio Rank: 6868
Sortino Ratio Rank
OCTW Omega Ratio Rank: 7575
Omega Ratio Rank
OCTW Calmar Ratio Rank: 6161
Calmar Ratio Rank
OCTW Martin Ratio Rank: 7777
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
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.

OCTW vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer20 Oct ETF (OCTW) 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.


OCTWSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.88

+0.34

Sortino ratio

Return per unit of downside risk

1.80

1.32

+0.48

Omega ratio

Gain probability vs. loss probability

1.30

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

1.70

1.05

+0.66

Martin ratio

Return relative to average drawdown

9.08

3.55

+5.53

OCTW vs. SCHD - Sharpe Ratio Comparison

The current OCTW Sharpe Ratio is 1.22, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of OCTW and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OCTWSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.88

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

0.58

+0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.84

+0.50

Correlation

The correlation between OCTW and SCHD is 0.62, 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.


Dividends

OCTW vs. SCHD - Dividend Comparison

OCTW has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.


TTM20252024202320222021202020192018201720162015
OCTW
AllianzIM U.S. Equity Buffer20 Oct ETF
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 U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Drawdowns

OCTW vs. SCHD - Drawdown Comparison

The maximum OCTW drawdown since its inception was -8.38%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for OCTW and SCHD.


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Drawdown Indicators


OCTWSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-8.38%

-33.37%

+24.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.86%

-12.74%

+6.88%

Max Drawdown (5Y)

Largest decline over 5 years

-8.38%

-16.85%

+8.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-1.93%

-3.43%

+1.50%

Average Drawdown

Average peak-to-trough decline

-0.84%

-3.34%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

3.75%

-2.65%

Volatility

OCTW vs. SCHD - Volatility Comparison

AllianzIM U.S. Equity Buffer20 Oct ETF (OCTW) has a higher volatility of 2.45% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that OCTW'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.


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Volatility by Period


OCTWSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.45%

2.33%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

4.09%

7.96%

-3.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.04%

15.69%

-7.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.25%

14.40%

-8.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.19%

16.70%

-10.51%