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SPXD vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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, SPXD achieves a 10.76% return, which is significantly lower than SCHD's 18.44% return.


SPXD

1D
0.31%
1M
1.45%
YTD
10.76%
6M
9.67%
1Y
3Y*
5Y*
10Y*

SCHD

1D
0.76%
1M
-1.39%
YTD
18.44%
6M
17.45%
1Y
26.47%
3Y*
14.64%
5Y*
8.70%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXD vs. SCHD - Yearly Performance Comparison


Correlation

The correlation between SPXD and SCHD is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.74

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Return for Risk

SPXD vs. SCHD — Risk / Return Rank

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

SPXD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHD
SCHD Risk / Return Rank: 8787
Overall Rank
SCHD Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9191
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8383
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9393
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8181
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.

SPXD vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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.


SPXDSCHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

5.76

Martin ratioReturn relative to average drawdown

13.87

SPXD vs. SCHD - Sharpe Ratio Comparison


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Drawdowns

SPXD vs. SCHD - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPXD and SCHD.


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Drawdown Indicators


SPXDSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-7.53%

-33.37%

+25.84%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-0.59%

-1.87%

+1.28%

Average Drawdown

Average peak-to-trough decline

-1.21%

-3.31%

+2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

Volatility

SPXD vs. SCHD - Volatility Comparison


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Volatility by Period


SPXDSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.74%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

11.09%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.84%

14.36%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.84%

16.70%

-5.86%

SPXD vs. SCHD - Expense Ratio Comparison

SPXD has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXD vs. SCHD - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.40%, less than SCHD's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.28%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SPXD
Xtrackers S&P 500 Diversified Sector Weight ETF
1.40%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPXD and SCHD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.09% for SPXD.

SCHD has the higher dividend yield at 3.28%, compared with 1.40% for SPXD.

SPXD is categorized as Large Cap Value Equities, while SCHD is Dividend. SPXD tracks S&P 500 Diversified Sector Weight Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Xtrackers and Charles Schwab. Their fees differ too: 0.09% for SPXD and 0.06% for SCHD.

Portfolio Optimizer

Find the right allocation for SPXD 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.

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