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

Correlation

The correlation between SCHZ and SCHD is -0.07. 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.


-0.50.00.51.0
Correlation: -0.1

Performance

SCHZ vs. SCHD - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
27.15%
369.64%
SCHZ
SCHD

Key characteristics

Sharpe Ratio

SCHZ:

1.29

SCHD:

0.18

Sortino Ratio

SCHZ:

1.91

SCHD:

0.35

Omega Ratio

SCHZ:

1.23

SCHD:

1.05

Calmar Ratio

SCHZ:

0.52

SCHD:

0.18

Martin Ratio

SCHZ:

3.26

SCHD:

0.64

Ulcer Index

SCHZ:

2.14%

SCHD:

4.44%

Daily Std Dev

SCHZ:

5.39%

SCHD:

15.99%

Max Drawdown

SCHZ:

-18.74%

SCHD:

-33.37%

Current Drawdown

SCHZ:

-6.84%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SCHZ achieves a 2.72% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, SCHZ has underperformed SCHD with an annualized return of 1.38%, while SCHD has yielded a comparatively higher 10.28% annualized return.


SCHZ

YTD

2.72%

1M

0.58%

6M

1.80%

1Y

7.54%

5Y*

-0.83%

10Y*

1.38%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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SCHZ vs. SCHD - Expense Ratio Comparison

SCHZ 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 SCHZ: 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%
SCHZ: 0.04%

Risk-Adjusted Performance

SCHZ vs. SCHD — Risk-Adjusted Performance Rank

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

SCHZ
The Risk-Adjusted Performance Rank of SCHZ is 7979
Overall Rank
The Sharpe Ratio Rank of SCHZ is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHZ is 8787
Sortino Ratio Rank
The Omega Ratio Rank of SCHZ is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SCHZ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SCHZ is 7575
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.

SCHZ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) 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 SCHZ, currently valued at 1.29, compared to the broader market-1.000.001.002.003.004.00
SCHZ: 1.29
SCHD: 0.18
The chart of Sortino ratio for SCHZ, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.00
SCHZ: 1.91
SCHD: 0.35
The chart of Omega ratio for SCHZ, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
SCHZ: 1.23
SCHD: 1.05
The chart of Calmar ratio for SCHZ, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
SCHZ: 0.52
SCHD: 0.18
The chart of Martin ratio for SCHZ, currently valued at 3.26, compared to the broader market0.0020.0040.0060.00
SCHZ: 3.26
SCHD: 0.64

The current SCHZ Sharpe Ratio is 1.29, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SCHZ 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.29
0.18
SCHZ
SCHD

Dividends

SCHZ vs. SCHD - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 3.97%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SCHZ
Schwab U.S. Aggregate Bond ETF
3.97%3.96%3.28%2.63%2.16%2.43%2.79%2.79%2.40%2.24%2.11%2.03%
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

SCHZ vs. SCHD - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHZ and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.84%
-11.47%
SCHZ
SCHD

Volatility

SCHZ vs. SCHD - Volatility Comparison

The current volatility for Schwab U.S. Aggregate Bond ETF (SCHZ) is 2.17%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that SCHZ 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
2.17%
11.20%
SCHZ
SCHD