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SCHV vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHV vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Value ETF (SCHV) and iShares U.S. Dividend and Buyback ETF (DIVB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHV achieves a 14.24% return, which is significantly lower than DIVB's 16.10% return.


SCHV

1D
0.45%
1M
3.06%
YTD
14.24%
6M
15.31%
1Y
26.78%
3Y*
18.05%
5Y*
10.33%
10Y*
11.38%

DIVB

1D
0.09%
1M
5.36%
YTD
16.10%
6M
16.58%
1Y
27.52%
3Y*
21.21%
5Y*
11.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHV vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHV
Schwab U.S. Large-Cap Value ETF
14.24%16.02%14.13%8.93%-7.65%25.58%2.64%25.92%-7.30%4.36%
DIVB
iShares U.S. Dividend and Buyback ETF
16.10%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%

Correlation

The correlation between SCHV and DIVB is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2017

0.94

The correlation between SCHV and DIVB has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

SCHV vs. DIVB — Risk / Return Rank

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

SCHV
SCHV Risk / Return Rank: 8484
Overall Rank
SCHV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SCHV Sortino Ratio Rank: 8686
Sortino Ratio Rank
SCHV Omega Ratio Rank: 8282
Omega Ratio Rank
SCHV Calmar Ratio Rank: 8282
Calmar Ratio Rank
SCHV Martin Ratio Rank: 8484
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 8181
Overall Rank
DIVB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 8383
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7979
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7878
Martin Ratio Rank
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.

SCHV vs. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.


SCHVDIVBDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.44

1.42

+0.02

Calmar ratioReturn relative to maximum drawdown

3.94

4.05

-0.11

Martin ratioReturn relative to average drawdown

15.87

13.75

+2.13

SCHV vs. DIVB - Sharpe Ratio Comparison

The current SCHV Sharpe Ratio is 2.50, which is comparable to the DIVB Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SCHV and DIVB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHVDIVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.40

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.79

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.75

-0.04

Drawdowns

SCHV vs. DIVB - Drawdown Comparison

The maximum SCHV drawdown since its inception was -37.08%, roughly equal to the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SCHV and DIVB.


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Drawdown Indicators


SCHVDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-36.93%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-6.82%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-15.45%

+0.19%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-21.08%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

Current Drawdown

Current decline from peak

-1.49%

-1.98%

+0.49%

Average Drawdown

Average peak-to-trough decline

-3.83%

-4.99%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

2.01%

-0.32%

Volatility

SCHV vs. DIVB - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 3.33%, while iShares U.S. Dividend and Buyback ETF (DIVB) has a volatility of 4.05%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHVDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

4.05%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.37%

8.68%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.80%

11.53%

-0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

15.26%

-0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

18.38%

-1.43%

SCHV vs. DIVB - Expense Ratio Comparison

SCHV has a 0.04% expense ratio, which is lower than DIVB's 0.25% 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%.


Dividends

SCHV vs. DIVB - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 1.78%, less than DIVB's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVB
iShares U.S. Dividend and Buyback ETF
2.21%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
SCHV
Schwab U.S. Large-Cap Value ETF
1.78%2.02%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.65%2.69%

Frequently Asked Questions


With a correlation of 0.92, SCHV and DIVB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DIVB has higher volatility (4.05%) compared to SCHV (3.33%). In terms of maximum drawdown, SCHV dropped -37.08% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 11.98% vs 10.33% for SCHV. On fees, SCHV is cheaper at 0.04% per year. On volatility, SCHV has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 11.98% return vs 10.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHV is cheaper with a 0.04% expense ratio, compared with 0.25% for DIVB.

DIVB has the higher dividend yield at 2.21%, compared with 1.78% for SCHV.

SCHV is categorized as Large Cap Value Equities, while DIVB is Large Cap Blend Equities. SCHV tracks Dow Jones U.S. Large-Cap Value Total Stock Market Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHV and 0.25% for DIVB.

SCHV currently has the higher Sharpe Ratio (2.50 vs 2.40), 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.

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