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SCHD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SCHDVOO
YTD Return3.33%15.50%
1Y Return11.80%27.26%
3Y Return (Ann)4.72%10.73%
5Y Return (Ann)11.60%15.05%
10Y Return (Ann)10.71%12.87%
Sharpe Ratio1.042.35
Daily Std Dev11.01%11.28%
Max Drawdown-33.37%-33.99%
Current Drawdown-3.19%-0.28%

Correlation

-0.50.00.51.00.9

The correlation between SCHD and VOO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

SCHD vs. VOO - Performance Comparison

In the year-to-date period, SCHD achieves a 3.33% return, which is significantly lower than VOO's 15.50% return. Over the past 10 years, SCHD has underperformed VOO with an annualized return of 10.71%, while VOO has yielded a comparatively higher 12.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
4.35%
16.17%
SCHD
VOO

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Schwab US Dividend Equity ETF

Vanguard S&P 500 ETF

SCHD vs. VOO - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

SCHD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Dividend Equity ETF (SCHD) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 1.54, compared to the broader market0.005.0010.001.54
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.18
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 0.86, compared to the broader market0.005.0010.0015.0020.000.86
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 3.24, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.24
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.35, compared to the broader market0.002.004.006.002.35
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.31, compared to the broader market0.005.0010.003.31
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.502.002.503.003.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.29, compared to the broader market0.005.0010.0015.0020.002.29
Martin ratio
The chart of Martin ratio for VOO, currently valued at 9.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.17

SCHD vs. VOO - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 1.04, which is lower than the VOO Sharpe Ratio of 2.35. The chart below compares the 12-month rolling Sharpe Ratio of SCHD and VOO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.502024FebruaryMarchAprilMayJune
1.04
2.35
SCHD
VOO

Dividends

SCHD vs. VOO - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 2.57%, more than VOO's 1.28% yield.


TTM20232022202120202019201820172016201520142013
SCHD
Schwab US Dividend Equity ETF
2.57%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

SCHD vs. VOO - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHD and VOO. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-3.19%
-0.28%
SCHD
VOO

Volatility

SCHD vs. VOO - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 3.39% compared to Vanguard S&P 500 ETF (VOO) at 2.41%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.39%
2.41%
SCHD
VOO