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SCDL vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDL vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCDL achieves a 33.87% return, which is significantly higher than SCHD's 17.72% return.


SCDL

1D
0.94%
1M
-5.06%
YTD
33.87%
6M
32.94%
1Y
45.29%
3Y*
21.83%
5Y*
10.07%
10Y*

SCHD

1D
0.41%
1M
-2.47%
YTD
17.72%
6M
17.25%
1Y
24.56%
3Y*
14.60%
5Y*
8.71%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCDL vs. SCHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
33.87%2.05%14.99%0.18%-13.06%52.47%
SCHD
Schwab U.S. Dividend Equity ETF
17.72%4.34%11.66%4.54%-3.26%26.75%

Correlation

The correlation between SCDL and SCHD is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.99

The correlation between SCDL and SCHD has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

SCDL vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCDL
SCDL Risk / Return Rank: 7171
Overall Rank
SCDL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 7373
Sortino Ratio Rank
SCDL Omega Ratio Rank: 6262
Omega Ratio Rank
SCDL Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCDL Martin Ratio Rank: 6565
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 7777
Overall Rank
SCHD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7070
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCDL vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCDLSCHDDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

4.47

5.35

-0.88

Martin ratioReturn relative to average drawdown

11.07

12.94

-1.87

SCDL vs. SCHD - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 2.10, which is comparable to the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SCDL and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCDL vs. SCHD - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCDL and SCHD.


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Drawdown Indicators


SCDLSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-33.37%

-1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-4.61%

-5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-16.13%

-16.66%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-16.85%

-18.02%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-5.06%

-2.47%

-2.59%

Average Drawdown

Average peak-to-trough decline

-11.87%

-3.31%

-8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

1.90%

+2.20%

Volatility

SCDL vs. SCHD - Volatility Comparison

ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a higher volatility of 6.47% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that SCDL'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.


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Volatility by Period


SCDLSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

3.58%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

7.73%

+7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

11.07%

+10.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

14.36%

+14.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

16.71%

+12.10%

SCDL vs. SCHD - Expense Ratio Comparison

SCDL has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

SCDL vs. SCHD - Dividend Comparison

SCDL has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.30%.


PositionTTM20252024202320222021202020192018201720162015
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.30%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions


With a correlation of 0.98, SCDL and SCHD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCDL has higher volatility (6.47%) compared to SCHD (3.58%). In terms of maximum drawdown, SCDL dropped -34.87% vs SCHD's -33.37%.

On 5-year performance, SCDL leads with 10.07% vs 8.71% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCDL has performed better with a 10.07% return vs 8.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.95% for SCDL.

SCHD has the higher dividend yield at 3.30%, compared with 0.00% for SCDL.

SCDL is categorized as Leveraged Equities, while SCHD is Dividend. SCDL tracks Dow Jones U.S. Dividend 100 (200%), while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: UBS and Charles Schwab. Their fees differ too: 0.95% for SCDL and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.23 vs 2.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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