RWO vs. SCHD
Compare and contrast key facts about SPDR Dow Jones Global Real Estate ETF (RWO) and Schwab US Dividend Equity ETF (SCHD).
RWO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWO is a passively managed fund by State Street that tracks the performance of the Dow Jones Global Select Real Estate Securities Index. It was launched on May 13, 2008. 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 RWO 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: RWO or SCHD.
Performance
RWO vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, RWO achieves a 6.60% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, RWO has underperformed SCHD with an annualized return of 3.08%, while SCHD has yielded a comparatively higher 11.54% annualized return.
RWO
6.60%
-1.47%
13.34%
19.03%
1.09%
3.08%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| RWO | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.32 | 2.40 |
| Sortino Ratio | 1.90 | 3.44 |
| Omega Ratio | 1.24 | 1.42 |
| Calmar Ratio | 0.76 | 3.63 |
| Martin Ratio | 4.60 | 12.99 |
| Ulcer Index | 4.22% | 2.05% |
| Daily Std Dev | 14.67% | 11.09% |
| Max Drawdown | -68.60% | -33.37% |
| Current Drawdown | -11.47% | -0.62% |
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RWO vs. SCHD - Expense Ratio Comparison
RWO has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between RWO and SCHD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
RWO vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) 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
RWO vs. SCHD - Dividend Comparison
RWO's dividend yield for the trailing twelve months is around 3.40%, which matches SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 3.40% | 3.53% | 3.69% | 2.79% | 3.25% | 3.97% | 3.90% | 3.26% | 3.77% | 2.97% | 3.08% | 3.77% |
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
RWO vs. SCHD - Drawdown Comparison
The maximum RWO drawdown since its inception was -68.60%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RWO and SCHD. For additional features, visit the drawdowns tool.
Volatility
RWO vs. SCHD - Volatility Comparison
SPDR Dow Jones Global Real Estate ETF (RWO) has a higher volatility of 3.94% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that RWO'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.