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

Correlation

The correlation between SMDV and SCHD is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SMDV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell 2000 Dividend Growers ETF (SMDV) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
96.10%
168.43%
SMDV
SCHD

Key characteristics

Sharpe Ratio

SMDV:

0.22

SCHD:

0.18

Sortino Ratio

SMDV:

0.49

SCHD:

0.35

Omega Ratio

SMDV:

1.06

SCHD:

1.05

Calmar Ratio

SMDV:

0.22

SCHD:

0.18

Martin Ratio

SMDV:

0.61

SCHD:

0.64

Ulcer Index

SMDV:

7.64%

SCHD:

4.44%

Daily Std Dev

SMDV:

20.66%

SCHD:

15.99%

Max Drawdown

SMDV:

-34.12%

SCHD:

-33.37%

Current Drawdown

SMDV:

-15.84%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SMDV achieves a -6.37% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, SMDV has underperformed SCHD with an annualized return of 7.06%, while SCHD has yielded a comparatively higher 10.34% annualized return.


SMDV

YTD

-6.37%

1M

-5.01%

6M

-6.15%

1Y

5.45%

5Y*

8.49%

10Y*

7.06%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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SMDV vs. SCHD - Expense Ratio Comparison

SMDV has a 0.40% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for SMDV: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMDV: 0.40%
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%

Risk-Adjusted Performance

SMDV vs. SCHD — Risk-Adjusted Performance Rank

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

SMDV
The Risk-Adjusted Performance Rank of SMDV is 3939
Overall Rank
The Sharpe Ratio Rank of SMDV is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of SMDV is 4141
Sortino Ratio Rank
The Omega Ratio Rank of SMDV is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SMDV is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SMDV is 3636
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
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.

SMDV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) 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 SMDV, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.00
SMDV: 0.22
SCHD: 0.18
The chart of Sortino ratio for SMDV, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
SMDV: 0.49
SCHD: 0.35
The chart of Omega ratio for SMDV, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
SMDV: 1.06
SCHD: 1.05
The chart of Calmar ratio for SMDV, currently valued at 0.22, compared to the broader market0.002.004.006.008.0010.0012.00
SMDV: 0.22
SCHD: 0.18
The chart of Martin ratio for SMDV, currently valued at 0.61, compared to the broader market0.0020.0040.0060.00
SMDV: 0.61
SCHD: 0.64

The current SMDV Sharpe Ratio is 0.22, which is comparable to the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SMDV 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
0.22
0.18
SMDV
SCHD

Dividends

SMDV vs. SCHD - Dividend Comparison

SMDV's dividend yield for the trailing twelve months is around 3.00%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SMDV
ProShares Russell 2000 Dividend Growers ETF
3.00%2.68%2.69%2.51%2.03%2.12%2.03%1.97%1.84%1.08%1.47%0.00%
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

SMDV vs. SCHD - Drawdown Comparison

The maximum SMDV drawdown since its inception was -34.12%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SMDV and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.84%
-11.47%
SMDV
SCHD

Volatility

SMDV vs. SCHD - Volatility Comparison

The current volatility for ProShares Russell 2000 Dividend Growers ETF (SMDV) is 9.61%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that SMDV 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
9.61%
11.20%
SMDV
SCHD