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SCHA vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHA and SCHD is 0.79, 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.


-0.50.00.51.00.8

Performance

SCHA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Small-Cap ETF (SCHA) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
342.02%
394.81%
SCHA
SCHD

Key characteristics

Sharpe Ratio

SCHA:

0.76

SCHD:

1.20

Sortino Ratio

SCHA:

1.17

SCHD:

1.76

Omega Ratio

SCHA:

1.14

SCHD:

1.21

Calmar Ratio

SCHA:

1.00

SCHD:

1.69

Martin Ratio

SCHA:

4.06

SCHD:

5.86

Ulcer Index

SCHA:

3.58%

SCHD:

2.30%

Daily Std Dev

SCHA:

19.24%

SCHD:

11.25%

Max Drawdown

SCHA:

-42.41%

SCHD:

-33.37%

Current Drawdown

SCHA:

-7.63%

SCHD:

-6.72%

Returns By Period

The year-to-date returns for both stocks are quite close, with SCHA having a 12.02% return and SCHD slightly lower at 11.54%. Over the past 10 years, SCHA has underperformed SCHD with an annualized return of 8.85%, while SCHD has yielded a comparatively higher 10.86% annualized return.


SCHA

YTD

12.02%

1M

-2.82%

6M

11.89%

1Y

12.57%

5Y*

8.58%

10Y*

8.85%

SCHD

YTD

11.54%

1M

-4.06%

6M

7.86%

1Y

12.63%

5Y*

10.97%

10Y*

10.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHA vs. SCHD - Expense Ratio Comparison

SCHA has a 0.04% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHA: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

SCHA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Small-Cap ETF (SCHA) 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.


Sharpe ratio
The chart of Sharpe ratio for SCHA, currently valued at 0.76, compared to the broader market0.002.004.000.761.20
The chart of Sortino ratio for SCHA, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.171.76
The chart of Omega ratio for SCHA, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.21
The chart of Calmar ratio for SCHA, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.001.69
The chart of Martin ratio for SCHA, currently valued at 4.06, compared to the broader market0.0020.0040.0060.0080.00100.004.065.86
SCHA
SCHD

The current SCHA Sharpe Ratio is 0.76, which is lower than the SCHD Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SCHA and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.20
SCHA
SCHD

Dividends

SCHA vs. SCHD - Dividend Comparison

SCHA's dividend yield for the trailing twelve months is around 2.35%, less than SCHD's 3.64% yield.


TTM20232022202120202019201820172016201520142013
SCHA
Schwab U.S. Small-Cap ETF
2.35%2.24%2.74%1.19%1.52%1.70%3.20%2.02%2.39%1.48%1.83%1.42%
SCHD
Schwab US Dividend Equity ETF
3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SCHA vs. SCHD - Drawdown Comparison

The maximum SCHA drawdown since its inception was -42.41%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHA and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.63%
-6.72%
SCHA
SCHD

Volatility

SCHA vs. SCHD - Volatility Comparison

Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 6.06% compared to Schwab US Dividend Equity ETF (SCHD) at 3.88%. This indicates that SCHA'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.06%
3.88%
SCHA
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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