SGDJ vs. SCHD

Last updated Jun 14, 2026

SGDJ (Sprott Junior Gold Miners ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - SGDJ is a Gold fund tracking the Solactive Junior Gold Miners Custom Factors Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, SGDJ returned 10.80%/yr vs 12.91%/yr for SCHD. At a 0.16 correlation, their price movements are largely independent. SGDJ charges 0.50%/yr vs 0.06%/yr for SCHD.

Performance

SGDJ vs. SCHD - Performance Comparison

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

Returns By Period

In the year-to-date period, SGDJ achieves a -5.68% return, which is significantly lower than SCHD's 20.66% return. Over the past 10 years, SGDJ has underperformed SCHD with an annualized return of 10.80%, while SCHD has yielded a comparatively higher 12.91% annualized return.

SGDJ

• 1D: 2.43%
• 1M: -11.96%
• YTD: -5.68%
• 6M: -2.07%
• 1Y: 66.21%
• 3Y*: 47.78%
• 5Y*: 15.18%
• 10Y*: 10.80%

SCHD

• 1D: 0.89%
• 1M: 3.47%
• YTD: 20.66%
• 6M: 19.57%
• 1Y: 26.72%
• 3Y*: 14.90%
• 5Y*: 8.75%
• 10Y*: 12.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SGDJ vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SGDJ Sprott Junior Gold Miners ETF	-5.68%	174.44%	19.35%	6.66%	-27.60%	-15.12%	47.91%	37.00%	-25.63%	5.94%
SCHD Schwab U.S. Dividend Equity ETF	20.66%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between SGDJ and SCHD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Mar 31, 2015	0.16

The correlation between SGDJ and SCHD shifts across timeframes, from 0.15 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.

SGDJ vs. SCHD - Sectors Allocation Comparison

Sectors	SGDJ	SCHD
Basic Materials	100.0%	1.2%
Communication Services	-	6.0%
Consumer Cyclical	-	6.7%
Consumer Defensive	-	18.5%
Energy	-	14.6%
Financial Services	-	9.1%
Healthcare	-	18.4%
Industrials	-	7.4%
Real Estate	-	-
Technology	-	19.4%
Utilities	-	0.0%

Return for Risk

SGDJ vs. SCHD — Risk / Return Rank

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

SGDJ

SGDJ Risk / Return Rank: 41
SGDJ Sharpe Ratio Rank: 45
SGDJ Sortino Ratio Rank: 38
SGDJ Omega Ratio Rank: 43
SGDJ Calmar Ratio Rank: 42
SGDJ Martin Ratio Rank: 37

SCHD

SCHD Risk / Return Rank: 87
SCHD Sharpe Ratio Rank: 86
SCHD Sortino Ratio Rank: 90
SCHD Omega Ratio Rank: 83
SCHD Calmar Ratio Rank: 93
SCHD Martin Ratio Rank: 81

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.

SGDJ vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SGDJ	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.37	2.41	-1.03
Sortino ratio: Return per unit of downside risk	1.76	3.72	-1.96
Omega ratio: Gain probability vs. loss probability	1.25	1.43	-0.19
Calmar ratio: Return relative to maximum drawdown	1.86	5.70	-3.83
Martin ratio: Return relative to average drawdown	5.04	13.97	-8.92

SGDJ vs. SCHD - Sharpe Ratio Comparison

The current SGDJ Sharpe Ratio is 1.37, which is lower than the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of SGDJ and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SGDJ vs. SCHD - Drawdown Comparison

The maximum SGDJ drawdown since its inception was -59.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SGDJ and SCHD.

Drawdown Indicators

	SGDJ	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-33.37%	-25.90%
Max Drawdown (1Y) Largest decline over 1 year	-36.84%	-4.61%	-32.23%
Max Drawdown (3Y) Largest decline over 3 years	-36.84%	-16.13%	-20.71%
Max Drawdown (5Y) Largest decline over 5 years	-52.66%	-16.85%	-35.81%
Max Drawdown (10Y) Largest decline over 10 years	-59.27%	-33.37%	-25.90%
Current Drawdown Current decline from peak	-31.23%	-0.03%	-31.20%
Average Drawdown Average peak-to-trough decline	-26.25%	-3.31%	-22.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.57%	1.89%	+11.68%

Volatility

SGDJ vs. SCHD - Volatility Comparison

Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 17.17% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.05%. This indicates that SGDJ'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.

Volatility by Period

	SGDJ	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.17%	3.05%	+14.12%
Volatility (6M) Calculated over the trailing 6-month period	41.94%	7.53%	+34.41%
Volatility (1Y) Calculated over the trailing 1-year period	49.96%	10.93%	+39.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.69%	14.38%	+26.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.92%	16.72%	+24.20%

SGDJ vs. SCHD - Expense Ratio Comparison

SGDJ has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

SGDJ vs. SCHD - Dividend Comparison

SGDJ's dividend yield for the trailing twelve months is around 8.88%, more than SCHD's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SGDJ Sprott Junior Gold Miners ETF	8.88%	8.37%	6.55%	4.55%	2.46%	2.20%	1.97%	0.65%	0.00%	0.14%	1.77%	0.85%

Frequently Asked Questions

Can I hold both SGDJ and SCHD in my portfolio?

SGDJ and SCHD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGDJ or SCHD?

SGDJ has higher volatility (17.17%) compared to SCHD (3.05%). In terms of maximum drawdown, SGDJ dropped -59.27% vs SCHD's -33.37%.

Which ETF is better, SGDJ or SCHD?

On 10-year performance, SCHD leads with 12.91% vs 10.80% for SGDJ. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGDJ or SCHD?

Over the 10-year period, SCHD has performed better with a 12.91% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGDJ or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.50% for SGDJ.

Which ETF pays a higher dividend yield, SGDJ or SCHD?

SGDJ has the higher dividend yield at 8.88%, compared with 3.22% for SCHD.

What is the main difference between SGDJ and SCHD?

SGDJ is categorized as Gold, while SCHD is Dividend. SGDJ tracks Solactive Junior Gold Miners Custom Factors Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Sprott and Charles Schwab. Their fees differ too: 0.50% for SGDJ and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.41 vs 1.37), 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.