QUVU vs. SCHV
Compare and contrast key facts about Hartford Quality Value ETF (QUVU) and Schwab U.S. Large-Cap Value ETF (SCHV).
QUVU and SCHV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUVU is an actively managed fund by Hartford. It was launched on Feb 28, 2017. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
QUVU vs. SCHV - Performance Comparison
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QUVU vs. SCHV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
QUVU Hartford Quality Value ETF | -0.02% | 14.54% | 9.83% | 8.32% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.89% | 16.02% | 14.13% | 9.65% |
Returns By Period
In the year-to-date period, QUVU achieves a -0.02% return, which is significantly lower than SCHV's 3.89% return.
QUVU
- 1D
- 0.80%
- 1M
- -5.19%
- YTD
- -0.02%
- 6M
- 4.73%
- 1Y
- 11.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHV
- 1D
- 0.39%
- 1M
- -4.32%
- YTD
- 3.89%
- 6M
- 6.05%
- 1Y
- 17.64%
- 3Y*
- 14.46%
- 5Y*
- 9.37%
- 10Y*
- 10.62%
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QUVU vs. SCHV - Expense Ratio Comparison
QUVU has a 0.45% expense ratio, which is higher than SCHV's 0.04% expense ratio.
Return for Risk
QUVU vs. SCHV — Risk / Return Rank
QUVU
SCHV
QUVU vs. SCHV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) and Schwab U.S. Large-Cap Value ETF (SCHV). 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.
| QUVU | SCHV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.15 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.14 | 1.64 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 1.48 | -0.42 |
Martin ratioReturn relative to average drawdown | 4.15 | 6.91 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUVU | SCHV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.15 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.68 | +0.41 |
Correlation
The correlation between QUVU and SCHV is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QUVU vs. SCHV - Dividend Comparison
QUVU's dividend yield for the trailing twelve months is around 1.97%, which matches SCHV's 1.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUVU Hartford Quality Value ETF | 1.97% | 1.97% | 3.91% | 2.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHV Schwab U.S. Large-Cap Value ETF | 1.96% | 2.02% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 2.65% | 2.69% |
Drawdowns
QUVU vs. SCHV - Drawdown Comparison
The maximum QUVU drawdown since its inception was -13.11%, smaller than the maximum SCHV drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for QUVU and SCHV.
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Drawdown Indicators
| QUVU | SCHV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.11% | -37.08% | +23.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -11.93% | +1.59% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.78% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.08% | — |
Current DrawdownCurrent decline from peak | -5.19% | -4.58% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -2.04% | -3.86% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.55% | +0.08% |
Volatility
QUVU vs. SCHV - Volatility Comparison
Hartford Quality Value ETF (QUVU) and Schwab U.S. Large-Cap Value ETF (SCHV) have volatilities of 4.09% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUVU | SCHV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.09% | 4.13% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 8.08% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.61% | 15.42% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.33% | 14.48% | -2.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.33% | 16.91% | -4.58% |