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

Correlation

The correlation between SCHD and VOO is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

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.

350.00%400.00%450.00%500.00%550.00%December2025FebruaryMarchAprilMay
376.77%
500.93%
SCHD
VOO

Key characteristics

Sharpe Ratio

SCHD:

0.34

VOO:

0.75

Sortino Ratio

SCHD:

0.58

VOO:

1.15

Omega Ratio

SCHD:

1.08

VOO:

1.17

Calmar Ratio

SCHD:

0.34

VOO:

0.77

Martin Ratio

SCHD:

1.16

VOO:

3.04

Ulcer Index

SCHD:

4.69%

VOO:

4.72%

Daily Std Dev

SCHD:

15.99%

VOO:

19.15%

Max Drawdown

SCHD:

-33.37%

VOO:

-33.99%

Current Drawdown

SCHD:

-10.12%

VOO:

-7.30%

Returns By Period

In the year-to-date period, SCHD achieves a -3.75% return, which is significantly lower than VOO's -3.02% return. Over the past 10 years, SCHD has underperformed VOO with an annualized return of 10.60%, while VOO has yielded a comparatively higher 12.54% annualized return.


SCHD

YTD

-3.75%

1M

3.09%

6M

-5.55%

1Y

4.12%

5Y*

13.37%

10Y*

10.60%

VOO

YTD

-3.02%

1M

11.86%

6M

-0.14%

1Y

12.28%

5Y*

16.47%

10Y*

12.54%

*Annualized

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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%.


Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SCHD vs. VOO — Risk-Adjusted Performance Rank

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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3737
Overall Rank
The Sharpe Ratio Rank of SCHD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3939
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SCHD, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.00
SCHD: 0.34
VOO: 0.75
The chart of Sortino ratio for SCHD, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.00
SCHD: 0.58
VOO: 1.15
The chart of Omega ratio for SCHD, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
SCHD: 1.08
VOO: 1.17
The chart of Calmar ratio for SCHD, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
SCHD: 0.34
VOO: 0.77
The chart of Martin ratio for SCHD, currently valued at 1.16, compared to the broader market0.0020.0040.0060.00
SCHD: 1.16
VOO: 3.04

The current SCHD Sharpe Ratio is 0.34, which is lower than the VOO Sharpe Ratio of 0.75. 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.34
0.75
SCHD
VOO

Dividends

SCHD vs. VOO - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.99%, more than VOO's 1.34% yield.


TTM20242023202220212020201920182017201620152014
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.12%
-7.30%
SCHD
VOO

Volatility

SCHD vs. VOO - Volatility Comparison

The current volatility for Schwab US Dividend Equity ETF (SCHD) is 11.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.90%. This indicates that SCHD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.24%
13.90%
SCHD
VOO