SCHD vs. EQQQ.DE
SCHD (Schwab U.S. Dividend Equity ETF) and EQQQ.DE (Invesco EQQQ NASDAQ-100 UCITS ETF) are both exchange-traded funds - SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while EQQQ.DE is a Nasdaq-100 fund tracking the NASDAQ-100 Index. Both are passively managed. Over the past 10 years, SCHD returned 12.65%/yr vs 21.55%/yr for EQQQ.DE. At a 0.36 correlation, their price movements are largely independent. SCHD charges 0.06%/yr vs 0.30%/yr for EQQQ.DE.
Performance
SCHD vs. EQQQ.DE - Performance Comparison
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Different Trading Currencies
SCHD is traded in USD, while EQQQ.DE is traded in EUR. To make them comparable, the EQQQ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with SCHD having a 18.71% return and EQQQ.DE slightly higher at 19.12%. Over the past 10 years, SCHD has underperformed EQQQ.DE with an annualized return of 12.65%, while EQQQ.DE has yielded a comparatively higher 21.55% annualized return.
SCHD
- 1D
- -0.03%
- 1M
- 2.12%
- YTD
- 18.71%
- 6M
- 19.28%
- 1Y
- 26.37%
- 3Y*
- 14.73%
- 5Y*
- 8.49%
- 10Y*
- 12.65%
EQQQ.DE
- 1D
- -0.75%
- 1M
- 4.32%
- YTD
- 19.12%
- 6M
- 18.52%
- 1Y
- 39.84%
- 3Y*
- 27.93%
- 5Y*
- 17.59%
- 10Y*
- 21.55%
SCHD vs. EQQQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 18.71% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 19.12% | 20.72% | 26.03% | 56.11% | -33.95% | 28.43% | 47.73% | 39.85% | -1.73% | 32.19% |
Correlation
The correlation between SCHD and EQQQ.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.36 |
Over the past year, the correlation between SCHD and EQQQ.DE has dropped to 0.01 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.
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Return for Risk
SCHD vs. EQQQ.DE — Risk / Return Rank
SCHD
EQQQ.DE
SCHD vs. EQQQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE). 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.
| SCHD | EQQQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.43 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.74 | 3.64 | +2.10 |
| Martin ratioReturn relative to average drawdown | 14.06 | 13.47 | +0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHD | EQQQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 2.54 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.84 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.07 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.78 | +0.08 |
Drawdowns
SCHD vs. EQQQ.DE - Drawdown Comparison
The maximum SCHD drawdown since its inception was -33.37%, smaller than the maximum EQQQ.DE drawdown of -52.46%. Use the drawdown chart below to compare losses from any high point for SCHD and EQQQ.DE.
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Drawdown Indicators
| SCHD | EQQQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.37% | -52.46% | +19.09% |
Max Drawdown (1Y)Largest decline over 1 year | -4.61% | -10.94% | +6.33% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -23.03% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -16.85% | -35.11% | +18.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.37% | -35.11% | +1.74% |
Current DrawdownCurrent decline from peak | -1.64% | -0.85% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -3.32% | -7.57% | +4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.88% | 2.97% | -1.09% |
Volatility
SCHD vs. EQQQ.DE - Volatility Comparison
The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 2.83%, while Invesco EQQQ NASDAQ-100 UCITS ETF (EQQQ.DE) has a volatility of 4.51%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than EQQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHD | EQQQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 4.51% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 11.39% | -3.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 15.69% | -4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 20.65% | -6.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.72% | 19.95% | -3.23% |
SCHD vs. EQQQ.DE - Expense Ratio Comparison
SCHD has a 0.06% expense ratio, which is lower than EQQQ.DE's 0.30% expense ratio.
Dividends
SCHD vs. EQQQ.DE - Dividend Comparison
SCHD's dividend yield for the trailing twelve months is around 3.27%, more than EQQQ.DE's 0.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EQQQ.DE Invesco EQQQ NASDAQ-100 UCITS ETF | 0.23% | 0.29% | 0.37% | 0.39% | 0.57% | 0.25% | 0.41% | 0.54% | 0.64% | 0.68% | 0.78% | 0.73% |
SCHD Schwab U.S. Dividend Equity ETF | 3.27% | 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 EQQQ.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.30% for EQQQ.DE.
SCHD is categorized as Dividend, while EQQQ.DE is Nasdaq-100. SCHD tracks Dow Jones U.S. Dividend 100 Index, while EQQQ.DE tracks NASDAQ-100 Index. They also come from different issuers: Charles Schwab and Invesco. Their fees differ too: 0.06% for SCHD and 0.30% for EQQQ.DE.
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