SCHD vs. BCI
SCHD (Schwab U.S. Dividend Equity ETF) and BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) are both exchange-traded funds - SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while BCI is a Commodities fund tracking the Bloomberg Commodity Index Total Return. Both are passively managed. Over the past 5 years, SCHD returned 8.77%/yr vs 9.82%/yr for BCI. At a 0.27 correlation, their price movements are largely independent. SCHD charges 0.06%/yr vs 0.26%/yr for BCI.
Performance
SCHD vs. BCI - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with SCHD having a 17.24% return and BCI slightly lower at 16.69%.
SCHD
- 1D
- 0.09%
- 1M
- -2.86%
- YTD
- 17.24%
- 6M
- 16.44%
- 1Y
- 24.06%
- 3Y*
- 14.45%
- 5Y*
- 8.77%
- 10Y*
- 12.68%
BCI
- 1D
- -0.65%
- 1M
- -8.66%
- YTD
- 16.69%
- 6M
- 16.52%
- 1Y
- 22.05%
- 3Y*
- 11.86%
- 5Y*
- 9.82%
- 10Y*
- —
SCHD vs. BCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 17.24% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 17.15% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 16.69% | 15.07% | 5.47% | -8.79% | 15.09% | 26.18% | -2.77% | 7.06% | -11.21% | 3.81% |
Correlation
The correlation between SCHD and BCI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.27 |
The correlation between SCHD and BCI shifts across timeframes, from 0.16 (3 years) to 0.27 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHD vs. BCI — Risk / Return Rank
SCHD
BCI
SCHD vs. BCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI). 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.
| SCHD | BCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.24 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.24 | 1.84 | +3.40 |
| Martin ratioReturn relative to average drawdown | 12.71 | 6.82 | +5.89 |
Loading charts...
Drawdowns
SCHD vs. BCI - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, roughly equal to the maximum BCI drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for SCHD and BCI.
Loading charts...
Drawdown Indicators
| SCHD | BCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -32.69% | -0.68% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -12.04% | +7.43% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -12.04% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -26.50% | +9.65% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -12.04% | +9.18% |
Average DrawdownAverage peak-to-trough decline | -3.31% | -11.98% | +8.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 3.56% | -1.66% |
Volatility
SCHD vs. BCI - Volatility Comparison
Schwab U.S. Dividend Equity ETF (SCHD) and abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) have volatilities of 3.58% and 3.49%, 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.
Loading charts...
Volatility by Period
| SCHD | BCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 3.49% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.74% | 14.94% | -7.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 17.18% | -6.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.36% | 16.79% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.73% | 15.65% | +1.08% |
SCHD vs. BCI - Expense Ratio Comparison
SCHD has a 0.06% expense ratio, which is lower than BCI's 0.26% 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%.
Dividends
SCHD vs. BCI - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.31%, less than BCI's 14.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 14.13% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 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
SCHD and BCI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHD has higher volatility (3.58%) compared to BCI (3.49%). In terms of maximum drawdown, SCHD dropped -33.37% vs BCI's -32.69%.
On 5-year performance, BCI leads with 9.82% vs 8.77% for SCHD. On fees, SCHD is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BCI has performed better with a 9.82% return vs 8.77%. 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 0.26% for BCI.
BCI has the higher dividend yield at 14.13%, compared with 3.31% for SCHD.
SCHD is categorized as Dividend, while BCI is Commodities. SCHD tracks Dow Jones U.S. Dividend 100 Index, while BCI tracks Bloomberg Commodity Index Total Return. They also come from different issuers: Charles Schwab and Aberdeen. Their fees differ too: 0.06% for SCHD and 0.26% for BCI.
SCHD currently has the higher Sharpe Ratio (2.18 vs 1.29), 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.
Find the right allocation for SCHD and BCI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer