PortfoliosLab logoPortfoliosLab logo
SPHD vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPHD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SPHD achieves a 6.47% return, which is significantly lower than SCHD's 17.24% return. Over the past 10 years, SPHD has underperformed SCHD with an annualized return of 7.38%, while SCHD has yielded a comparatively higher 12.68% annualized return.


SPHD

1D
0.20%
1M
-0.79%
YTD
6.47%
6M
6.49%
1Y
11.21%
3Y*
12.10%
5Y*
6.82%
10Y*
7.38%

SCHD

1D
0.09%
1M
-2.86%
YTD
17.24%
6M
16.44%
1Y
24.06%
3Y*
14.45%
5Y*
8.77%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPHD vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.47%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%
SCHD
Schwab U.S. Dividend Equity ETF
17.24%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between SPHD and SCHD is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.85

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

0.87

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

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.86

The correlation between SPHD and SCHD has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPHD vs. SCHD — Risk / Return Rank

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

SPHD
SPHD Risk / Return Rank: 2828
Overall Rank
SPHD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2525
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2828
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 7676
Overall Rank
SCHD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 7979
Sortino Ratio Rank
SCHD Omega Ratio Rank: 6868
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.

SPHD vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) 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.


SPHDSCHDDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.17

1.39

-0.22

Calmar ratioReturn relative to maximum drawdown

1.54

5.24

-3.70

Martin ratioReturn relative to average drawdown

3.77

12.71

-8.94

SPHD vs. SCHD - Sharpe Ratio Comparison

The current SPHD Sharpe Ratio is 0.99, which is lower than the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of SPHD 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.


Loading charts...

Drawdowns

SPHD vs. SCHD - Drawdown Comparison

The maximum SPHD drawdown since its inception was -41.39%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPHD and SCHD.


Loading charts...

Drawdown Indicators


SPHDSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-41.39%

-33.37%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-4.61%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-16.13%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-19.50%

-16.85%

-2.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.39%

-33.37%

-8.02%

Current Drawdown

Current decline from peak

-3.48%

-2.86%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.69%

-3.31%

-1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

1.90%

+1.08%

Volatility

SPHD vs. SCHD - Volatility Comparison

Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) has a higher volatility of 3.95% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that SPHD'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.


Loading charts...

Volatility by Period


SPHDSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.58%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

7.74%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

11.09%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

14.36%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

16.73%

+0.94%

SPHD vs. SCHD - Expense Ratio Comparison

SPHD has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Dividends

SPHD vs. SCHD - Dividend Comparison

SPHD's dividend yield for the trailing twelve months is around 4.97%, more than SCHD's 3.31% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.31%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.97%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%

Frequently Asked Questions


SPHD and SCHD have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHD has higher volatility (3.95%) compared to SCHD (3.58%). In terms of maximum drawdown, SPHD dropped -41.39% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.68% vs 7.38% for SPHD. 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 12.68% return vs 7.38%. 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 0.30% for SPHD.

SPHD has the higher dividend yield at 4.97%, compared with 3.31% for SCHD.

SPHD tracks S&P 500 Low Volatility High Dividend Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.30% for SPHD and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.18 vs 0.99), 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 SPHD and SCHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer