RSBT vs. SCHD
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and Schwab US Dividend Equity ETF (SCHD).
RSBT and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSBT or SCHD.
Key characteristics
| RSBT | SCHD | |
|---|---|---|
| YTD Return | -2.14% | 17.75% |
| 1Y Return | -0.01% | 31.70% |
| Sharpe Ratio | -0.02 | 2.67 |
| Sortino Ratio | 0.06 | 3.84 |
| Omega Ratio | 1.01 | 1.47 |
| Calmar Ratio | -0.02 | 2.80 |
| Martin Ratio | -0.06 | 14.83 |
| Ulcer Index | 4.98% | 2.04% |
| Daily Std Dev | 13.79% | 11.32% |
| Max Drawdown | -18.78% | -33.37% |
| Current Drawdown | -16.53% | 0.00% |
Correlation
The correlation between RSBT and SCHD is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RSBT vs. SCHD - Performance Comparison
In the year-to-date period, RSBT achieves a -2.14% return, which is significantly lower 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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RSBT vs. SCHD - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
RSBT vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) 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
RSBT vs. SCHD - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 2.43%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 2.43% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% | 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
RSBT vs. SCHD - Drawdown Comparison
The maximum RSBT drawdown since its inception was -18.78%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RSBT and SCHD. For additional features, visit the drawdowns tool.
Volatility
RSBT vs. SCHD - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 4.26% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that RSBT'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.