SCHA vs. SCHD
Compare and contrast key facts about Schwab U.S. Small-Cap ETF (SCHA) and Schwab US Dividend Equity ETF (SCHD).
SCHA and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. 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 SCHA 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: SCHA or SCHD.
Performance
SCHA vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SCHA having a 17.38% return and SCHD slightly lower at 17.35%. Over the past 10 years, SCHA has underperformed SCHD with an annualized return of 9.46%, while SCHD has yielded a comparatively higher 11.54% annualized return.
SCHA
17.38%
6.12%
16.13%
32.63%
10.65%
9.46%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| SCHA | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.73 | 2.40 |
| Sortino Ratio | 2.45 | 3.44 |
| Omega Ratio | 1.30 | 1.42 |
| Calmar Ratio | 1.61 | 3.63 |
| Martin Ratio | 9.80 | 12.99 |
| Ulcer Index | 3.42% | 2.05% |
| Daily Std Dev | 19.39% | 11.09% |
| Max Drawdown | -42.41% | -33.37% |
| Current Drawdown | -2.35% | -0.62% |
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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%.
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.
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.
Dividends
SCHA vs. SCHD - Dividend Comparison
SCHA's dividend yield for the trailing twelve months is around 1.53%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHA Schwab U.S. Small-Cap ETF | 1.53% | 2.04% | 1.69% | 1.69% | 2.10% | 1.97% | 1.62% | 1.49% | 2.39% | 2.96% | 2.90% | 1.37% |
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
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.
Volatility
SCHA vs. SCHD - Volatility Comparison
Schwab U.S. Small-Cap ETF (SCHA) has a higher volatility of 6.77% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. 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.