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SPFF vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPFF vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPFF achieves a 4.37% return, which is significantly lower than SCHD's 17.72% return. Over the past 10 years, SPFF has underperformed SCHD with an annualized return of 3.02%, while SCHD has yielded a comparatively higher 12.72% annualized return.


SPFF

1D
-0.84%
1M
0.81%
YTD
4.37%
6M
3.21%
1Y
15.54%
3Y*
8.72%
5Y*
1.64%
10Y*
3.02%

SCHD

1D
0.41%
1M
-2.47%
YTD
17.72%
6M
17.25%
1Y
24.56%
3Y*
14.60%
5Y*
8.71%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPFF vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPFF
Global X SuperIncome Preferred ETF
4.37%7.52%8.62%3.00%-14.29%5.15%6.91%13.04%-2.55%1.80%
SCHD
Schwab U.S. Dividend Equity ETF
17.72%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between SPFF and SCHD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2012

0.42

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Return for Risk

SPFF vs. SCHD — Risk / Return Rank

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

SPFF
SPFF Risk / Return Rank: 4545
Overall Rank
SPFF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 4747
Sortino Ratio Rank
SPFF Omega Ratio Rank: 4444
Omega Ratio Rank
SPFF Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPFF Martin Ratio Rank: 4141
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 7777
Overall Rank
SCHD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7070
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
Martin Ratio Rank
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.

SPFF vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) 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.


SPFFSCHDDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratioReturn relative to maximum drawdown

2.06

5.35

-3.29

Martin ratioReturn relative to average drawdown

6.19

12.94

-6.74

SPFF vs. SCHD - Sharpe Ratio Comparison

The current SPFF Sharpe Ratio is 1.56, which is comparable to the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of SPFF 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.


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Drawdowns

SPFF vs. SCHD - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPFF and SCHD.


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Drawdown Indicators


SPFFSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-35.92%

-33.37%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-4.61%

-2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-12.51%

-16.13%

+3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-16.85%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

-33.37%

-2.55%

Current Drawdown

Current decline from peak

-2.57%

-2.47%

-0.10%

Average Drawdown

Average peak-to-trough decline

-4.05%

-3.31%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

1.90%

+0.62%

Volatility

SPFF vs. SCHD - Volatility Comparison

Global X SuperIncome Preferred ETF (SPFF) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 3.72% and 3.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPFFSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

3.58%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

7.73%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

11.07%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.02%

14.36%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.53%

16.71%

-3.18%

SPFF vs. SCHD - Expense Ratio Comparison

SPFF has a 0.58% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

SPFF vs. SCHD - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.49%, more than SCHD's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.30%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SPFF
Global X SuperIncome Preferred ETF
6.49%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Frequently Asked Questions


SPFF and SCHD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPFF has higher volatility (3.72%) compared to SCHD (3.58%). In terms of maximum drawdown, SPFF dropped -35.92% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.72% vs 3.02% for SPFF. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.72% return vs 3.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.58% for SPFF.

SPFF has the higher dividend yield at 6.49%, compared with 3.30% for SCHD.

SPFF is categorized as Preferred Stock/Convertible Bonds, while SCHD is Dividend. SPFF tracks S&P Enhanced Yield North American Preferred Stock Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Global X and Charles Schwab. Their fees differ too: 0.58% for SPFF and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.23 vs 1.56), 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.

Portfolio Optimizer

Find the right allocation for SPFF and SCHD

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