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

Correlation

The correlation between SCHD and VOO is 0.86, 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.


-0.50.00.51.00.9

Performance

SCHD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Dividend Equity ETF (SCHD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
13.24%
13.65%
SCHD
VOO

Key characteristics

Sharpe Ratio

SCHD:

2.03

VOO:

2.78

Sortino Ratio

SCHD:

2.96

VOO:

3.69

Omega Ratio

SCHD:

1.36

VOO:

1.52

Calmar Ratio

SCHD:

3.78

VOO:

4.01

Martin Ratio

SCHD:

10.93

VOO:

18.18

Ulcer Index

SCHD:

2.07%

VOO:

1.86%

Daily Std Dev

SCHD:

11.16%

VOO:

12.20%

Max Drawdown

SCHD:

-33.37%

VOO:

-33.99%

Current Drawdown

SCHD:

-2.51%

VOO:

-0.52%

Returns By Period

In the year-to-date period, SCHD achieves a 16.58% return, which is significantly lower than VOO's 28.53% return. Over the past 10 years, SCHD has underperformed VOO with an annualized return of 11.86%, while VOO has yielded a comparatively higher 13.75% annualized return.


SCHD

YTD

16.58%

1M

-1.00%

6M

13.24%

1Y

22.38%

5Y (annualized)

12.41%

10Y (annualized)

11.86%

VOO

YTD

28.53%

1M

1.08%

6M

13.65%

1Y

33.30%

5Y (annualized)

15.87%

10Y (annualized)

13.75%

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.03, compared to the broader market0.002.004.002.032.78
The chart of Sortino ratio for SCHD, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.0012.002.963.69
The chart of Omega ratio for SCHD, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.52
The chart of Calmar ratio for SCHD, currently valued at 3.78, compared to the broader market0.005.0010.0015.003.784.01
The chart of Martin ratio for SCHD, currently valued at 10.93, compared to the broader market0.0020.0040.0060.0080.00100.0010.9318.18
SCHD
VOO

The current SCHD Sharpe Ratio is 2.03, which is comparable to the VOO Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of SCHD and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.03
2.78
SCHD
VOO

Dividends

SCHD vs. VOO - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 2.54%, more than VOO's 1.22% yield.


TTM20232022202120202019201820172016201520142013
SCHD
Schwab US Dividend Equity ETF
2.54%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
1.22%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-0.52%
SCHD
VOO

Volatility

SCHD vs. VOO - Volatility Comparison

Schwab US Dividend Equity ETF (SCHD) has a higher volatility of 2.79% compared to Vanguard S&P 500 ETF (VOO) at 2.19%. 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.79%
2.19%
SCHD
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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