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RDIV vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDIV and SCHD is 0.83, 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.


-0.50.00.51.00.8

Performance

RDIV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
9.81%
7.79%
RDIV
SCHD

Key characteristics

Sharpe Ratio

RDIV:

1.00

SCHD:

0.98

Sortino Ratio

RDIV:

1.46

SCHD:

1.46

Omega Ratio

RDIV:

1.18

SCHD:

1.17

Calmar Ratio

RDIV:

1.58

SCHD:

1.38

Martin Ratio

RDIV:

5.32

SCHD:

4.48

Ulcer Index

RDIV:

2.66%

SCHD:

2.46%

Daily Std Dev

RDIV:

14.26%

SCHD:

11.30%

Max Drawdown

RDIV:

-49.97%

SCHD:

-33.37%

Current Drawdown

RDIV:

-7.83%

SCHD:

-6.93%

Returns By Period

In the year-to-date period, RDIV achieves a 14.91% return, which is significantly higher than SCHD's 11.29% return. Over the past 10 years, RDIV has underperformed SCHD with an annualized return of 9.11%, while SCHD has yielded a comparatively higher 11.03% annualized return.


RDIV

YTD

14.91%

1M

-7.83%

6M

10.23%

1Y

14.91%

5Y*

8.60%

10Y*

9.11%

SCHD

YTD

11.29%

1M

-6.93%

6M

7.47%

1Y

11.29%

5Y*

10.98%

10Y*

11.03%

*Annualized

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RDIV vs. SCHD - Expense Ratio Comparison

RDIV has a 0.39% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for RDIV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

RDIV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P Ultra Dividend Revenue ETF (RDIV) 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.


The chart of Sharpe ratio for RDIV, currently valued at 1.00, compared to the broader market0.002.004.001.000.98
The chart of Sortino ratio for RDIV, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.001.461.46
The chart of Omega ratio for RDIV, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.17
The chart of Calmar ratio for RDIV, currently valued at 1.58, compared to the broader market0.005.0010.0015.001.581.38
The chart of Martin ratio for RDIV, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.00100.005.324.48
RDIV
SCHD

The current RDIV Sharpe Ratio is 1.00, which is comparable to the SCHD Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of RDIV 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember
1.00
0.98
RDIV
SCHD

Dividends

RDIV vs. SCHD - Dividend Comparison

RDIV's dividend yield for the trailing twelve months is around 4.08%, more than SCHD's 3.65% yield.


TTM2023202220212020201920182017201620152014
RDIV
Invesco S&P Ultra Dividend Revenue ETF
4.08%3.93%3.44%3.32%4.93%3.84%4.32%4.26%3.12%4.49%3.36%
SCHD
Schwab US Dividend Equity ETF
3.65%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

RDIV vs. SCHD - Drawdown Comparison

The maximum RDIV drawdown since its inception was -49.97%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RDIV and SCHD. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-7.83%
-6.93%
RDIV
SCHD

Volatility

RDIV vs. SCHD - Volatility Comparison

Invesco S&P Ultra Dividend Revenue ETF (RDIV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.60% and 3.51%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AugustSeptemberOctoberNovemberDecember
3.60%
3.51%
RDIV
SCHD