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

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.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.69%
12.62%
SMDV
SCHD

Returns By Period

In the year-to-date period, SMDV achieves a 14.01% return, which is significantly lower than SCHD's 16.26% return.


SMDV

YTD

14.01%

1M

5.89%

6M

14.45%

1Y

28.73%

5Y (annualized)

6.60%

10Y (annualized)

N/A

SCHD

YTD

16.26%

1M

0.84%

6M

10.89%

1Y

25.41%

5Y (annualized)

12.67%

10Y (annualized)

11.40%

Key characteristics


SMDVSCHD
Sharpe Ratio1.322.27
Sortino Ratio2.043.27
Omega Ratio1.251.40
Calmar Ratio2.303.34
Martin Ratio5.5512.25
Ulcer Index4.90%2.05%
Daily Std Dev20.54%11.06%
Max Drawdown-34.12%-33.37%
Current Drawdown-2.91%-1.54%

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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.


SMDV
ProShares Russell 2000 Dividend Growers ETF
Expense ratio chart for SMDV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between SMDV and SCHD is 0.75, 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

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.


Sharpe ratio
The chart of Sharpe ratio for SMDV, currently valued at 1.32, compared to the broader market0.002.004.001.322.27
The chart of Sortino ratio for SMDV, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.043.27
The chart of Omega ratio for SMDV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.40
The chart of Calmar ratio for SMDV, currently valued at 2.30, compared to the broader market0.005.0010.0015.002.303.34
The chart of Martin ratio for SMDV, currently valued at 5.55, compared to the broader market0.0020.0040.0060.0080.00100.005.5512.25
SMDV
SCHD

The current SMDV Sharpe Ratio is 1.32, which is lower than the SCHD Sharpe Ratio of 2.27. 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 Ratio0.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.32
2.27
SMDV
SCHD

Dividends

SMDV vs. SCHD - Dividend Comparison

SMDV's dividend yield for the trailing twelve months is around 2.63%, less than SCHD's 3.40% yield.


TTM20232022202120202019201820172016201520142013
SMDV
ProShares Russell 2000 Dividend Growers ETF
2.63%2.69%2.51%2.03%2.12%2.03%1.97%1.84%1.08%1.47%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.91%
-1.54%
SMDV
SCHD

Volatility

SMDV vs. SCHD - Volatility Comparison

ProShares Russell 2000 Dividend Growers ETF (SMDV) has a higher volatility of 8.31% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that SMDV'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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.31%
3.39%
SMDV
SCHD