SLYV vs. SCHD
Compare and contrast key facts about SPDR S&P 600 Small Cap Value ETF (SLYV) and Schwab US Dividend Equity ETF (SCHD).
SLYV and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. 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 SLYV 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: SLYV or SCHD.
Performance
SLYV vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SLYV achieves a 10.12% return, which is significantly lower than SCHD's 15.93% return. Over the past 10 years, SLYV has underperformed SCHD with an annualized return of 8.68%, while SCHD has yielded a comparatively higher 11.46% annualized return.
SLYV
10.12%
2.21%
11.05%
26.66%
9.27%
8.68%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| SLYV | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.16 | 2.25 |
| Sortino Ratio | 1.77 | 3.25 |
| Omega Ratio | 1.21 | 1.39 |
| Calmar Ratio | 1.54 | 3.05 |
| Martin Ratio | 5.26 | 12.25 |
| Ulcer Index | 4.67% | 2.04% |
| Daily Std Dev | 21.23% | 11.09% |
| Max Drawdown | -61.32% | -33.37% |
| Current Drawdown | -4.43% | -1.82% |
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SLYV vs. SCHD - Expense Ratio Comparison
SLYV has a 0.15% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
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.
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.
Dividends
SLYV vs. SCHD - Dividend Comparison
SLYV's dividend yield for the trailing twelve months is around 2.16%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SLYV SPDR S&P 600 Small Cap Value ETF | 2.16% | 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 | 3.41% | 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%. Use the drawdown chart below to compare losses from any high point for SLYV and SCHD. For additional features, visit the drawdowns tool.
Volatility
SLYV vs. SCHD - Volatility Comparison
SPDR S&P 600 Small Cap Value ETF (SLYV) has a higher volatility of 7.94% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. 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.