RWR vs. SCHD
Compare and contrast key facts about SPDR Dow Jones REIT ETF (RWR) and Schwab US Dividend Equity ETF (SCHD).
RWR and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001. 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 RWR 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: RWR or SCHD.
Key characteristics
| RWR | SCHD | |
|---|---|---|
| YTD Return | 11.96% | 17.07% |
| 1Y Return | 33.20% | 29.98% |
| 3Y Return (Ann) | -0.14% | 6.85% |
| 5Y Return (Ann) | 3.92% | 12.79% |
| 10Y Return (Ann) | 5.51% | 11.62% |
| Sharpe Ratio | 1.87 | 2.64 |
| Sortino Ratio | 2.73 | 3.81 |
| Omega Ratio | 1.33 | 1.47 |
| Calmar Ratio | 1.09 | 2.92 |
| Martin Ratio | 8.63 | 14.57 |
| Ulcer Index | 3.69% | 2.04% |
| Daily Std Dev | 17.05% | 11.26% |
| Max Drawdown | -74.92% | -33.37% |
| Current Drawdown | -5.85% | -0.86% |
Correlation
The correlation between RWR and SCHD is 0.62, 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.
Performance
RWR vs. SCHD - Performance Comparison
In the year-to-date period, RWR achieves a 11.96% return, which is significantly lower than SCHD's 17.07% return. Over the past 10 years, RWR has underperformed SCHD with an annualized return of 5.51%, while SCHD has yielded a comparatively higher 11.62% annualized 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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RWR vs. SCHD - Expense Ratio Comparison
RWR has a 0.25% 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
RWR vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) 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
RWR vs. SCHD - Dividend Comparison
RWR's dividend yield for the trailing twelve months is around 3.40%, which matches SCHD's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 3.40% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% | 3.06% | 3.39% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
RWR vs. SCHD - Drawdown Comparison
The maximum RWR drawdown since its inception was -74.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for RWR and SCHD. For additional features, visit the drawdowns tool.
Volatility
RWR vs. SCHD - Volatility Comparison
SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 5.20% compared to Schwab US Dividend Equity ETF (SCHD) at 3.51%. This indicates that RWR'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.