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

Correlation

The correlation between REGL and SCHD is 0.72, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

REGL vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
143.73%
168.43%
REGL
SCHD

Key characteristics

Sharpe Ratio

REGL:

0.31

SCHD:

0.18

Sortino Ratio

REGL:

0.57

SCHD:

0.35

Omega Ratio

REGL:

1.07

SCHD:

1.05

Calmar Ratio

REGL:

0.31

SCHD:

0.18

Martin Ratio

REGL:

0.94

SCHD:

0.64

Ulcer Index

REGL:

5.67%

SCHD:

4.44%

Daily Std Dev

REGL:

17.26%

SCHD:

15.99%

Max Drawdown

REGL:

-36.37%

SCHD:

-33.37%

Current Drawdown

REGL:

-10.46%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, REGL achieves a -2.17% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, REGL has underperformed SCHD with an annualized return of 9.30%, while SCHD has yielded a comparatively higher 10.28% annualized return.


REGL

YTD

-2.17%

1M

-2.79%

6M

-1.64%

1Y

6.05%

5Y*

13.53%

10Y*

9.30%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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REGL vs. SCHD - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for REGL: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REGL: 0.40%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

REGL vs. SCHD — Risk-Adjusted Performance Rank

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

REGL
The Risk-Adjusted Performance Rank of REGL is 4242
Overall Rank
The Sharpe Ratio Rank of REGL is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of REGL is 4343
Sortino Ratio Rank
The Omega Ratio Rank of REGL is 3939
Omega Ratio Rank
The Calmar Ratio Rank of REGL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of REGL is 3939
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REGL vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) 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 REGL, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
REGL: 0.31
SCHD: 0.18
The chart of Sortino ratio for REGL, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.00
REGL: 0.57
SCHD: 0.35
The chart of Omega ratio for REGL, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
REGL: 1.07
SCHD: 1.05
The chart of Calmar ratio for REGL, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
REGL: 0.31
SCHD: 0.18
The chart of Martin ratio for REGL, currently valued at 0.94, compared to the broader market0.0020.0040.0060.00
REGL: 0.94
SCHD: 0.64

The current REGL Sharpe Ratio is 0.31, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of REGL 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.31
0.18
REGL
SCHD

Dividends

REGL vs. SCHD - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.61%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.61%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

REGL vs. SCHD - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for REGL and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.46%
-11.47%
REGL
SCHD

Volatility

REGL vs. SCHD - Volatility Comparison

The current volatility for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) is 10.01%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that REGL experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.01%
11.20%
REGL
SCHD