SCHG vs. DTD

Last updated Jun 13, 2026

SCHG (Schwab U.S. Large-Cap Growth ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both exchange-traded funds - SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, SCHG returned 18.50%/yr vs 12.33%/yr for DTD. A 0.78 correlation means they provide meaningful diversification when combined. SCHG charges 0.04%/yr vs 0.28%/yr for DTD.

Performance

SCHG vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHG achieves a 2.58% return, which is significantly lower than DTD's 11.00% return. Over the past 10 years, SCHG has outperformed DTD with an annualized return of 18.50%, while DTD has yielded a comparatively lower 12.33% annualized return.

SCHG

• 1D: 0.12%
• 1M: -2.62%
• YTD: 2.58%
• 6M: 2.96%
• 1Y: 18.71%
• 3Y*: 22.68%
• 5Y*: 14.33%
• 10Y*: 18.50%

DTD

• 1D: 0.66%
• 1M: 2.42%
• YTD: 11.00%
• 6M: 10.84%
• 1Y: 21.75%
• 3Y*: 17.57%
• 5Y*: 11.95%
• 10Y*: 12.33%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHG Schwab U.S. Large-Cap Growth ETF	2.58%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%
DTD WisdomTree U.S. Total Dividend Fund	11.00%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%

Correlation

The correlation between SCHG and DTD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.78

Over the past year, the correlation between SCHG and DTD has dropped to 0.54 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

SCHG vs. DTD - Sectors Allocation Comparison

Sectors	SCHG	DTD
Technology	46.3%	18.5%
Communication Services	16.0%	7.4%
Consumer Cyclical	12.7%	5.6%
Healthcare	7.7%	11.5%
Financial Services	6.7%	18.8%
Industrials	5.8%	8.6%
Consumer Defensive	1.7%	8.7%
Basic Materials	1.4%	1.5%
Energy	0.8%	8.4%
Real Estate	0.5%	5.2%
Utilities	0.4%	5.9%

Return for Risk

SCHG vs. DTD — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 37
SCHG Sortino Ratio Rank: 35
SCHG Omega Ratio Rank: 36
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

DTD

DTD Risk / Return Rank: 82
DTD Sharpe Ratio Rank: 83
DTD Sortino Ratio Rank: 85
DTD Omega Ratio Rank: 81
DTD Calmar Ratio Rank: 77
DTD Martin Ratio Rank: 83

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.

SCHG vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHG	DTD	Difference
Sharpe ratio: Return per unit of total volatility	1.18	2.32	-1.14
Sortino ratio: Return per unit of downside risk	1.64	3.30	-1.66
Omega ratio: Gain probability vs. loss probability	1.21	1.42	-0.21
Calmar ratio: Return relative to maximum drawdown	1.14	3.47	-2.32
Martin ratio: Return relative to average drawdown	3.78	14.35	-10.57

SCHG vs. DTD - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.18, which is lower than the DTD Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of SCHG and DTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHG vs. DTD - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for SCHG and DTD.

Drawdown Indicators

	SCHG	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-58.19%	+23.60%
Max Drawdown (1Y) Largest decline over 1 year	-16.41%	-6.30%	-10.11%
Max Drawdown (3Y) Largest decline over 3 years	-23.39%	-14.41%	-8.98%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-16.14%	-18.45%
Max Drawdown (10Y) Largest decline over 10 years	-34.59%	-37.29%	+2.70%
Current Drawdown Current decline from peak	-5.33%	0.00%	-5.33%
Average Drawdown Average peak-to-trough decline	-5.20%	-7.33%	+2.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.96%	1.52%	+3.44%

Volatility

SCHG vs. DTD - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.14% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.66%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHG	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.14%	2.66%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	12.30%	7.10%	+5.20%
Volatility (1Y) Calculated over the trailing 1-year period	15.95%	9.42%	+6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.33%	13.59%	+8.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.58%	16.21%	+5.37%

SCHG vs. DTD - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than DTD's 0.28% expense ratio.

Dividends

SCHG vs. DTD - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, less than DTD's 1.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.85%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both SCHG and DTD in my portfolio?

SCHG and DTD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHG or DTD?

SCHG has higher volatility (5.14%) compared to DTD (2.66%). In terms of maximum drawdown, SCHG dropped -34.59% vs DTD's -58.19%.

Which ETF is better, SCHG or DTD?

On 10-year performance, SCHG leads with 18.50% vs 12.33% for DTD. On fees, SCHG is cheaper at 0.04% per year. On volatility, DTD has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHG or DTD?

Over the 10-year period, SCHG has performed better with a 18.50% return vs 12.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHG or DTD?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.28% for DTD.

Which ETF pays a higher dividend yield, SCHG or DTD?

DTD has the higher dividend yield at 1.85%, compared with 0.38% for SCHG.

What is the main difference between SCHG and DTD?

SCHG is categorized as Large Cap Growth Equities, while DTD is Large Cap Value Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: Charles Schwab and WisdomTree. Their fees differ too: 0.04% for SCHG and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.32 vs 1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.