REVS vs. SCHD
Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and Schwab US Dividend Equity ETF (SCHD).
REVS and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REVS is a passively managed fund by Ameriprise Financial that tracks the performance of the Beta Advantage Research Enhanced U.S. Value Index. It was launched on Sep 25, 2019. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both REVS and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REVS or SCHD.
Key characteristics
| REVS | SCHD | |
|---|---|---|
| YTD Return | 21.48% | 17.75% |
| 1Y Return | 34.82% | 31.70% |
| 3Y Return (Ann) | 9.56% | 7.26% |
| 5Y Return (Ann) | 11.75% | 12.80% |
| Sharpe Ratio | 3.01 | 2.67 |
| Sortino Ratio | 4.25 | 3.84 |
| Omega Ratio | 1.55 | 1.47 |
| Calmar Ratio | 4.16 | 2.80 |
| Martin Ratio | 16.75 | 14.83 |
| Ulcer Index | 2.01% | 2.04% |
| Daily Std Dev | 11.17% | 11.32% |
| Max Drawdown | -37.85% | -33.37% |
| Current Drawdown | -0.24% | 0.00% |
Correlation
The correlation between REVS and SCHD is 0.89, 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.
Performance
REVS vs. SCHD - Performance Comparison
In the year-to-date period, REVS achieves a 21.48% return, which is significantly higher than SCHD's 17.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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REVS vs. SCHD - Expense Ratio Comparison
REVS has a 0.19% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
REVS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.
Dividends
REVS vs. SCHD - Dividend Comparison
REVS's dividend yield for the trailing twelve months is around 2.05%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REVS Columbia Research Enhanced Value ETF | 2.05% | 2.49% | 2.46% | 1.18% | 27.75% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
REVS vs. SCHD - Drawdown Comparison
The maximum REVS drawdown since its inception was -37.85%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for REVS and SCHD. For additional features, visit the drawdowns tool.
Volatility
REVS vs. SCHD - Volatility Comparison
Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 3.81% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that REVS'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.