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

Key characteristics


SLYVSCHD
YTD Return-0.30%6.21%
1Y Return14.19%16.75%
3Y Return (Ann)1.89%6.45%
5Y Return (Ann)8.59%12.79%
10Y Return (Ann)8.03%11.66%
Sharpe Ratio0.691.47
Daily Std Dev21.01%11.53%
Max Drawdown-61.32%-33.37%
Current Drawdown-3.60%0.00%

Correlation

0.80
-1.001.00

The correlation between SLYV and SCHD is 0.80, 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

SLYV vs. SCHD - Performance Comparison

In the year-to-date period, SLYV achieves a -0.30% return, which is significantly lower than SCHD's 6.21% return. Over the past 10 years, SLYV has underperformed SCHD with an annualized return of 8.03%, 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.


200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
289.29%
371.17%
SLYV
SCHD

Compare stocks, funds, or ETFs


SPDR S&P 600 Small Cap Value ETF

Schwab US Dividend Equity ETF

SLYV vs. SCHD - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is higher than SCHD's 0.06% expense ratio.

SLYV
SPDR S&P 600 Small Cap Value ETF
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SLYV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SLYV
SPDR S&P 600 Small Cap Value ETF
0.69
SCHD
Schwab US Dividend Equity ETF
1.47

SLYV vs. SCHD - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 0.69, which is lower than the SCHD Sharpe Ratio of 1.47. The chart below compares the 12-month rolling Sharpe Ratio of SLYV and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
0.69
1.47
SLYV
SCHD

Dividends

SLYV vs. SCHD - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 2.19%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
SLYV
SPDR S&P 600 Small Cap Value ETF
2.19%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%1.58%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SLYV vs. SCHD - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.32%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for SLYV and SCHD


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.60%
0
SLYV
SCHD

Volatility

SLYV vs. SCHD - Volatility Comparison

SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 4.78% compared to Schwab US Dividend Equity ETF (SCHD) at 2.69%. This indicates that SLYV'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.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
4.78%
2.69%
SLYV
SCHD