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

Correlation

The correlation between SCHV and SCHD 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

SCHV vs. SCHD - Performance Comparison

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

350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
467.74%
369.64%
SCHV
SCHD

Key characteristics

Sharpe Ratio

SCHV:

0.59

SCHD:

0.18

Sortino Ratio

SCHV:

0.91

SCHD:

0.35

Omega Ratio

SCHV:

1.13

SCHD:

1.05

Calmar Ratio

SCHV:

0.61

SCHD:

0.18

Martin Ratio

SCHV:

2.38

SCHD:

0.64

Ulcer Index

SCHV:

3.89%

SCHD:

4.44%

Daily Std Dev

SCHV:

15.83%

SCHD:

15.99%

Max Drawdown

SCHV:

-37.08%

SCHD:

-33.37%

Current Drawdown

SCHV:

-8.07%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SCHV achieves a -1.48% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, SCHV has outperformed SCHD with an annualized return of 11.37%, while SCHD has yielded a comparatively lower 10.28% annualized return.


SCHV

YTD

-1.48%

1M

-4.34%

6M

-3.25%

1Y

9.46%

5Y*

15.75%

10Y*

11.37%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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SCHV vs. SCHD - Expense Ratio Comparison

SCHV has a 0.04% 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%.


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 SCHV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHV: 0.04%

Risk-Adjusted Performance

SCHV vs. SCHD — Risk-Adjusted Performance Rank

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

SCHV
The Risk-Adjusted Performance Rank of SCHV is 6363
Overall Rank
The Sharpe Ratio Rank of SCHV is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SCHV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SCHV is 6464
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

SCHV vs. SCHD - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SCHV, currently valued at 0.59, compared to the broader market-1.000.001.002.003.004.00
SCHV: 0.59
SCHD: 0.18
The chart of Sortino ratio for SCHV, currently valued at 0.91, compared to the broader market-2.000.002.004.006.008.00
SCHV: 0.91
SCHD: 0.35
The chart of Omega ratio for SCHV, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
SCHV: 1.13
SCHD: 1.05
The chart of Calmar ratio for SCHV, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SCHV: 0.61
SCHD: 0.18
The chart of Martin ratio for SCHV, currently valued at 2.38, compared to the broader market0.0020.0040.0060.00
SCHV: 2.38
SCHD: 0.64

The current SCHV Sharpe Ratio is 0.59, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SCHV and SCHD, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.59
0.18
SCHV
SCHD

Dividends

SCHV vs. SCHD - Dividend Comparison

SCHV's dividend yield for the trailing twelve months is around 2.34%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SCHV
Schwab U.S. Large-Cap Value ETF
2.34%2.25%2.42%2.38%1.93%3.03%3.02%3.05%2.37%3.96%2.69%2.38%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SCHV vs. SCHD - Drawdown Comparison

The maximum SCHV drawdown since its inception was -37.08%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHV and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.07%
-11.47%
SCHV
SCHD

Volatility

SCHV vs. SCHD - Volatility Comparison

Schwab U.S. Large-Cap Value ETF (SCHV) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 11.67% and 11.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.67%
11.20%
SCHV
SCHD