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SCHD vs. NDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHD vs. NDIV - Performance Comparison

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

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SCHD vs. NDIV - Yearly Performance Comparison


2026 (YTD)2025202420232022
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%1.65%
NDIV
Amplify Natural Resources Dividend Income ETF
32.07%2.85%6.18%15.52%1.82%

Returns By Period

In the year-to-date period, SCHD achieves a 12.17% return, which is significantly lower than NDIV's 32.07% return.


SCHD

1D
-0.55%
1M
-3.43%
YTD
12.17%
6M
12.91%
1Y
13.70%
3Y*
11.84%
5Y*
8.32%
10Y*
12.25%

NDIV

1D
-2.80%
1M
5.95%
YTD
32.07%
6M
25.89%
1Y
27.53%
3Y*
18.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHD vs. NDIV - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is lower than NDIV's 0.59% expense ratio.


Return for Risk

SCHD vs. NDIV — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank

NDIV
NDIV Risk / Return Rank: 5757
Overall Rank
NDIV Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
NDIV Sortino Ratio Rank: 6060
Sortino Ratio Rank
NDIV Omega Ratio Rank: 5656
Omega Ratio Rank
NDIV Calmar Ratio Rank: 5959
Calmar Ratio Rank
NDIV Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHD vs. NDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and Amplify Natural Resources Dividend Income ETF (NDIV). 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.


SCHDNDIVDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.13

-0.25

Sortino ratio

Return per unit of downside risk

1.32

1.59

-0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.05

1.58

-0.53

Martin ratio

Return relative to average drawdown

3.55

4.86

-1.31

SCHD vs. NDIV - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 0.88, which is comparable to the NDIV Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of SCHD and NDIV, 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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Sharpe Ratios by Period


SCHDNDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.13

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.76

+0.08

Correlation

The correlation between SCHD and NDIV is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCHD vs. NDIV - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.46%, less than NDIV's 5.23% yield.


TTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.46%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
NDIV
Amplify Natural Resources Dividend Income ETF
5.23%5.64%5.88%7.37%1.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHD vs. NDIV - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than NDIV's maximum drawdown of -19.73%. Use the drawdown chart below to compare losses from any high point for SCHD and NDIV.


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Drawdown Indicators


SCHDNDIVDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-19.73%

-13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-17.75%

+5.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-3.43%

-4.04%

+0.61%

Average Drawdown

Average peak-to-trough decline

-3.34%

-4.27%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

5.77%

-2.02%

Volatility

SCHD vs. NDIV - Volatility Comparison

The current volatility for Schwab U.S. Dividend Equity ETF (SCHD) is 2.33%, while Amplify Natural Resources Dividend Income ETF (NDIV) has a volatility of 4.93%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than NDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDNDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.33%

4.93%

-2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.96%

14.42%

-6.46%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

24.59%

-8.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

21.02%

-6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

21.02%

-4.32%