SDIV vs. SCHD
Compare and contrast key facts about Global X SuperDividend ETF (SDIV) and Schwab US Dividend Equity ETF (SCHD).
SDIV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. 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 SDIV 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: SDIV or SCHD.
Key characteristics
| SDIV | SCHD | |
|---|---|---|
| YTD Return | 3.77% | 17.47% |
| 1Y Return | 10.60% | 27.61% |
| 3Y Return (Ann) | -8.26% | 6.96% |
| 5Y Return (Ann) | -7.14% | 12.74% |
| 10Y Return (Ann) | -3.30% | 11.66% |
| Sharpe Ratio | 0.98 | 2.70 |
| Sortino Ratio | 1.40 | 3.89 |
| Omega Ratio | 1.17 | 1.48 |
| Calmar Ratio | 0.32 | 3.71 |
| Martin Ratio | 4.30 | 14.94 |
| Ulcer Index | 3.46% | 2.04% |
| Daily Std Dev | 15.12% | 11.25% |
| Max Drawdown | -56.90% | -33.37% |
| Current Drawdown | -38.71% | -0.51% |
Correlation
The correlation between SDIV and SCHD is 0.73, 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
SDIV vs. SCHD - Performance Comparison
In the year-to-date period, SDIV achieves a 3.77% return, which is significantly lower than SCHD's 17.47% return. Over the past 10 years, SDIV has underperformed SCHD with an annualized return of -3.30%, while SCHD has yielded a comparatively higher 11.66% annualized return. 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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SDIV vs. SCHD - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
SDIV vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) 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
SDIV vs. SCHD - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 11.04%, more than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 11.04% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SDIV vs. SCHD - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SDIV and SCHD. For additional features, visit the drawdowns tool.
Volatility
SDIV vs. SCHD - Volatility Comparison
Global X SuperDividend ETF (SDIV) has a higher volatility of 3.97% compared to Schwab US Dividend Equity ETF (SCHD) at 3.49%. This indicates that SDIV'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.