SCHQ vs. SCHD
Compare and contrast key facts about Schwab Long-Term U.S. Treasury ETF (SCHQ) and Schwab US Dividend Equity ETF (SCHD).
SCHQ and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHQ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. It was launched on Oct 10, 2019. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both SCHQ and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHQ or SCHD.
Performance
SCHQ vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SCHQ achieves a -4.49% return, which is significantly lower than SCHD's 15.93% return.
SCHQ
-4.49%
-4.72%
1.05%
5.40%
-5.07%
N/A
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| SCHQ | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.49 | 2.25 |
| Sortino Ratio | 0.78 | 3.25 |
| Omega Ratio | 1.09 | 1.39 |
| Calmar Ratio | 0.16 | 3.05 |
| Martin Ratio | 1.22 | 12.25 |
| Ulcer Index | 5.42% | 2.04% |
| Daily Std Dev | 13.47% | 11.09% |
| Max Drawdown | -46.13% | -33.37% |
| Current Drawdown | -38.60% | -1.82% |
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SCHQ vs. SCHD - Expense Ratio Comparison
SCHQ has a 0.05% expense ratio, which is lower than SCHD's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between SCHQ and SCHD is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SCHQ vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
SCHQ vs. SCHD - Dividend Comparison
SCHQ's dividend yield for the trailing twelve months is around 4.47%, more than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.47% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SCHQ vs. SCHD - Drawdown Comparison
The maximum SCHQ drawdown since its inception was -46.13%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHQ and SCHD. For additional features, visit the drawdowns tool.
Volatility
SCHQ vs. SCHD - Volatility Comparison
Schwab Long-Term U.S. Treasury ETF (SCHQ) has a higher volatility of 4.36% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that SCHQ's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.