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SCHD vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SCHD vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SCHD vs. USD=X — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8181
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and USD Cash (USD=X). 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.


SCHDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

5.74

Martin ratioReturn relative to average drawdown

14.06

SCHD vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCHDUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

Drawdowns

SCHD vs. USD=X - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SCHD and USD=X.


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Drawdown Indicators


SCHDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

0.00%

-33.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

0.00%

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

0.00%

-16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

0.00%

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

0.00%

-33.37%

Current Drawdown

Current decline from peak

-1.64%

0.00%

-1.64%

Average Drawdown

Average peak-to-trough decline

-3.32%

0.00%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

0.00%

+1.88%

Volatility

SCHD vs. USD=X - Volatility Comparison

Schwab U.S. Dividend Equity ETF (SCHD) has a higher volatility of 2.83% compared to USD Cash (USD=X) at 0.00%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

0.00%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

7.60%

0.00%

+7.60%

Volatility (1Y)

Calculated over the trailing 1-year period

10.94%

0.00%

+10.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

0.00%

+14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

0.00%

+16.72%

Frequently Asked Questions


SCHD has higher volatility (2.83%) compared to USD=X (0.00%). In terms of maximum drawdown, SCHD dropped -33.37% vs USD=X's 0.00%.

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