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

Correlation

The correlation between SPGI and SCHD is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

SPGI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P Global Inc. (SPGI) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%NovemberDecember2025FebruaryMarchApril
1,280.62%
369.64%
SPGI
SCHD

Key characteristics

Sharpe Ratio

SPGI:

0.78

SCHD:

0.18

Sortino Ratio

SPGI:

1.17

SCHD:

0.35

Omega Ratio

SPGI:

1.16

SCHD:

1.05

Calmar Ratio

SPGI:

0.88

SCHD:

0.18

Martin Ratio

SPGI:

3.20

SCHD:

0.64

Ulcer Index

SPGI:

5.32%

SCHD:

4.44%

Daily Std Dev

SPGI:

21.76%

SCHD:

15.99%

Max Drawdown

SPGI:

-74.67%

SCHD:

-33.37%

Current Drawdown

SPGI:

-11.57%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SPGI achieves a -3.45% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, SPGI has outperformed SCHD with an annualized return of 17.54%, while SCHD has yielded a comparatively lower 10.28% annualized return.


SPGI

YTD

-3.45%

1M

-5.47%

6M

-1.81%

1Y

16.39%

5Y*

12.04%

10Y*

17.54%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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Risk-Adjusted Performance

SPGI vs. SCHD — Risk-Adjusted Performance Rank

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

SPGI
The Risk-Adjusted Performance Rank of SPGI is 7777
Overall Rank
The Sharpe Ratio Rank of SPGI is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SPGI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPGI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPGI is 8080
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

SPGI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P Global Inc. (SPGI) 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 SPGI, currently valued at 0.78, compared to the broader market-2.00-1.000.001.002.003.00
SPGI: 0.78
SCHD: 0.18
The chart of Sortino ratio for SPGI, currently valued at 1.17, compared to the broader market-6.00-4.00-2.000.002.004.00
SPGI: 1.17
SCHD: 0.35
The chart of Omega ratio for SPGI, currently valued at 1.16, compared to the broader market0.501.001.502.00
SPGI: 1.16
SCHD: 1.05
The chart of Calmar ratio for SPGI, currently valued at 0.88, compared to the broader market0.001.002.003.004.005.00
SPGI: 0.88
SCHD: 0.18
The chart of Martin ratio for SPGI, currently valued at 3.20, compared to the broader market-5.000.005.0010.0015.0020.00
SPGI: 3.20
SCHD: 0.64

The current SPGI Sharpe Ratio is 0.78, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of SPGI 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
0.78
0.18
SPGI
SCHD

Dividends

SPGI vs. SCHD - Dividend Comparison

SPGI's dividend yield for the trailing twelve months is around 0.77%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SPGI
S&P Global Inc.
0.77%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
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

SPGI vs. SCHD - Drawdown Comparison

The maximum SPGI drawdown since its inception was -74.67%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPGI and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.57%
-11.47%
SPGI
SCHD

Volatility

SPGI vs. SCHD - Volatility Comparison

S&P Global Inc. (SPGI) has a higher volatility of 14.46% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that SPGI'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%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.46%
11.20%
SPGI
SCHD