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SCHD vs. SHYG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHD vs. SHYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and iShares 0-5 Year High Yield Corporate Bond ETF (SHYG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHD achieves a 21.36% return, which is significantly higher than SHYG's 1.99% return. Over the past 10 years, SCHD has outperformed SHYG with an annualized return of 12.32%, while SHYG has yielded a comparatively lower 4.97% annualized return.


SCHD

1D
-0.49%
1M
3.61%
6M
15.19%
YTD
21.36%
1Y
25.66%
3Y*
13.54%
5Y*
9.15%
10Y*
12.32%
ALL TIME*
13.25%

SHYG

1D
0.00%
1M
0.10%
6M
1.56%
YTD
1.99%
1Y
5.39%
3Y*
7.74%
5Y*
4.85%
10Y*
4.97%
ALL TIME*
4.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. SHYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHD
Schwab U.S. Dividend Equity ETF
21.36%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
1.99%7.94%8.17%10.38%-4.71%4.60%3.15%9.93%0.02%5.11%

Correlation

The correlation between SCHD and SHYG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.35

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2013

0.58

Over the past year, the correlation between SCHD and SHYG has dropped to 0.35 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

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Return for Risk

SCHD vs. SHYG — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 9191
Overall Rank
SCHD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8888
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9595
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8787
Martin Ratio Rank

SHYG
SHYG Risk / Return Rank: 7979
Overall Rank
SHYG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SHYG Sortino Ratio Rank: 7979
Sortino Ratio Rank
SHYG Omega Ratio Rank: 7878
Omega Ratio Rank
SHYG Calmar Ratio Rank: 8080
Calmar Ratio Rank
SHYG Martin Ratio Rank: 8787
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. SHYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and iShares 0-5 Year High Yield Corporate Bond ETF (SHYG). 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.


SCHDSHYGDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.99

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

5.59

3.10

+2.49

Martin ratioReturn relative to average drawdown

13.64

13.53

+0.11

SCHD vs. SHYG - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 2.34, which is higher than the SHYG Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of SCHD and SHYG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHD vs. SHYG - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than SHYG's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for SCHD and SHYG.


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Drawdown Indicators


SCHDSHYGDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-19.26%

-14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-1.75%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-4.53%

-11.60%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-9.39%

-7.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-19.26%

-14.11%

Current Drawdown

Current decline from peak

-0.88%

-0.12%

-0.76%

Average Drawdown

Average peak-to-trough decline

-3.30%

-1.43%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

0.40%

+1.49%

Volatility

SCHD vs. SHYG - Volatility Comparison

Schwab U.S. Dividend Equity ETF (SCHD) has a higher volatility of 3.63% compared to iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) at 0.53%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than SHYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDSHYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

0.53%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

7.97%

2.59%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

11.05%

3.15%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

5.73%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

6.39%

+10.32%

SCHD vs. SHYG - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is lower than SHYG's 0.30% expense ratio.


Dividends

SCHD vs. SHYG - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.20%, less than SHYG's 7.01% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.20%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
7.01%7.03%6.93%6.54%5.57%4.83%5.07%5.33%5.90%5.49%5.53%5.17%

Frequently Asked Questions


SCHD and SHYG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHD has higher volatility (3.63%) compared to SHYG (0.53%). In terms of maximum drawdown, SCHD dropped -33.37% vs SHYG's -19.26%.

On 10-year performance, SCHD leads with 12.32% vs 4.97% for SHYG. On fees, SCHD is cheaper at 0.06% per year. On volatility, SHYG has been the lower-risk option at 0.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.32% return vs 4.97%. 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 0.30% for SHYG.

SHYG has the higher dividend yield at 7.01%, compared with 3.20% for SCHD.

SCHD is categorized as Dividend, while SHYG is High Yield Bonds. SCHD tracks Dow Jones U.S. Dividend 100 Index, while SHYG tracks Markit iBoxx USD Liquid High Yield 0-5 Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.06% for SCHD and 0.30% for SHYG.

SCHD currently has the higher Sharpe Ratio (2.34 vs 1.72), 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.

Portfolio Optimizer

Find the right allocation for SCHD and SHYG

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