SCHD vs. USD=X
SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index, while USD=X (USD Cash) is a currency. Over the past 10 years, SCHD returned 12.65%/yr vs 0.00%/yr for USD=X.
Performance
SCHD vs. USD=X - Performance Comparison
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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%
SCHD vs. USD=X - 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% |
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
SCHD
USD=X
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.
| SCHD | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
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
| SCHD | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.64% | 0.00% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -3.32% | 0.00% | -3.32% |
Ulcer IndexDepth 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
| SCHD | USD=X | Difference | |
|---|---|---|---|
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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