SCHV vs. SCHD
Compare and contrast key facts about Schwab U.S. Large-Cap Value ETF (SCHV) and Schwab US Dividend Equity ETF (SCHD).
SCHV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHV is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Value Total Stock Market Index. It was launched on Dec 11, 2009. 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 SCHV 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: SCHV or SCHD.
Key characteristics
| SCHV | SCHD | |
|---|---|---|
| YTD Return | 17.88% | 13.91% |
| 1Y Return | 28.97% | 24.71% |
| 3Y Return (Ann) | 7.02% | 6.00% |
| 5Y Return (Ann) | 10.84% | 12.22% |
| 10Y Return (Ann) | 11.98% | 11.39% |
| Sharpe Ratio | 2.94 | 2.32 |
| Sortino Ratio | 4.09 | 3.34 |
| Omega Ratio | 1.53 | 1.41 |
| Calmar Ratio | 3.10 | 2.39 |
| Martin Ratio | 18.01 | 12.61 |
| Ulcer Index | 1.68% | 2.04% |
| Daily Std Dev | 10.28% | 11.09% |
| Max Drawdown | -37.08% | -33.37% |
| Current Drawdown | -3.00% | -2.36% |
Correlation
The correlation between SCHV and SCHD is 0.94, 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.
Performance
SCHV vs. SCHD - Performance Comparison
In the year-to-date period, SCHV achieves a 17.88% return, which is significantly higher than SCHD's 13.91% return. Both investments have delivered pretty close results over the past 10 years, with SCHV having a 11.98% annualized return and SCHD not far behind at 11.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
Risk-Adjusted Performance
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.
Dividends
SCHV vs. SCHD - Dividend Comparison
SCHV's dividend yield for the trailing twelve months is around 3.19%, less than SCHD's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHV Schwab U.S. Large-Cap Value ETF | 3.19% | 4.68% | 4.55% | 2.88% | 3.03% | 5.66% | 3.05% | 3.55% | 6.75% | 6.81% | 4.85% | 5.39% |
SCHD Schwab US Dividend Equity ETF | 3.47% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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.
Volatility
SCHV vs. SCHD - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Value ETF (SCHV) is 2.58%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 2.75%. This indicates that SCHV experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.