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

Correlation

The correlation between SCHB and SCHD is 0.85, 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.


Performance

SCHB vs. SCHD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SCHB:

0.53

SCHD:

0.12

Sortino Ratio

SCHB:

0.90

SCHD:

0.22

Omega Ratio

SCHB:

1.13

SCHD:

1.03

Calmar Ratio

SCHB:

0.56

SCHD:

0.07

Martin Ratio

SCHB:

2.10

SCHD:

0.23

Ulcer Index

SCHB:

5.17%

SCHD:

5.18%

Daily Std Dev

SCHB:

19.71%

SCHD:

16.46%

Max Drawdown

SCHB:

-35.27%

SCHD:

-33.37%

Current Drawdown

SCHB:

-5.11%

SCHD:

-10.30%

Returns By Period

In the year-to-date period, SCHB achieves a -0.72% return, which is significantly higher than SCHD's -3.94% return. Over the past 10 years, SCHB has outperformed SCHD with an annualized return of 11.93%, while SCHD has yielded a comparatively lower 10.41% annualized return.


SCHB

YTD

-0.72%

1M

13.54%

6M

-1.50%

1Y

10.47%

3Y*

15.46%

5Y*

15.72%

10Y*

11.93%

SCHD

YTD

-3.94%

1M

3.92%

6M

-7.73%

1Y

1.97%

3Y*

5.25%

5Y*

12.87%

10Y*

10.41%

*Annualized

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Schwab U.S. Broad Market ETF

Schwab US Dividend Equity ETF

SCHB vs. SCHD - Expense Ratio Comparison

SCHB has a 0.03% 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%.


Risk-Adjusted Performance

SCHB vs. SCHD — Risk-Adjusted Performance Rank

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

SCHB
The Risk-Adjusted Performance Rank of SCHB is 5656
Overall Rank
The Sharpe Ratio Rank of SCHB is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHB is 5353
Sortino Ratio Rank
The Omega Ratio Rank of SCHB is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SCHB is 5959
Calmar Ratio Rank
The Martin Ratio Rank of SCHB is 5757
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 1919
Overall Rank
The Sharpe Ratio Rank of SCHD is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) 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.


The current SCHB Sharpe Ratio is 0.53, which is higher than the SCHD Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of SCHB 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.


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Dividends

SCHB vs. SCHD - Dividend Comparison

SCHB's dividend yield for the trailing twelve months is around 1.27%, less than SCHD's 4.00% yield.


TTM20242023202220212020201920182017201620152014
SCHB
Schwab U.S. Broad Market ETF
1.27%1.24%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%
SCHD
Schwab US Dividend Equity ETF
4.00%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SCHB vs. SCHD - Drawdown Comparison

The maximum SCHB drawdown since its inception was -35.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHB and SCHD. For additional features, visit the drawdowns tool.


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Volatility

SCHB vs. SCHD - Volatility Comparison

Schwab U.S. Broad Market ETF (SCHB) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.82% and 4.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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