RPV vs. SCHD
Compare and contrast key facts about Invesco S&P 500® Pure Value ETF (RPV) and Schwab US Dividend Equity ETF (SCHD).
RPV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RPV is a passively managed fund by Invesco that tracks the performance of the S&P 500/Citigroup Pure Value Index. It was launched on Mar 1, 2006. 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 RPV 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: RPV or SCHD.
Performance
RPV vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with RPV having a 17.79% return and SCHD slightly lower at 17.35%. Over the past 10 years, RPV has underperformed SCHD with an annualized return of 7.98%, while SCHD has yielded a comparatively higher 11.54% annualized return.
RPV
17.79%
6.02%
13.83%
30.05%
9.61%
7.98%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| RPV | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.08 | 2.40 |
| Sortino Ratio | 2.96 | 3.44 |
| Omega Ratio | 1.37 | 1.42 |
| Calmar Ratio | 2.10 | 3.63 |
| Martin Ratio | 10.29 | 12.99 |
| Ulcer Index | 3.00% | 2.05% |
| Daily Std Dev | 14.86% | 11.09% |
| Max Drawdown | -75.32% | -33.37% |
| Current Drawdown | 0.00% | -0.62% |
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RPV vs. SCHD - Expense Ratio Comparison
RPV has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between RPV and SCHD is 0.86, 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.
Risk-Adjusted Performance
RPV vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Pure Value ETF (RPV) 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
RPV vs. SCHD - Dividend Comparison
RPV's dividend yield for the trailing twelve months is around 2.05%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPV Invesco S&P 500® Pure Value ETF | 2.05% | 2.38% | 2.29% | 1.92% | 2.11% | 2.28% | 2.49% | 1.73% | 1.73% | 2.39% | 1.57% | 1.13% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
RPV vs. SCHD - Drawdown Comparison
The maximum RPV drawdown since its inception was -75.32%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RPV and SCHD. For additional features, visit the drawdowns tool.
Volatility
RPV vs. SCHD - Volatility Comparison
Invesco S&P 500® Pure Value ETF (RPV) has a higher volatility of 5.55% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that RPV'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.