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

Correlation

The correlation between SPYD and SCHD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SPYD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 500 High Dividend ETF (SPYD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%December2025FebruaryMarchAprilMay
116.86%
174.25%
SPYD
SCHD

Key characteristics

Sharpe Ratio

SPYD:

0.82

SCHD:

0.34

Sortino Ratio

SPYD:

1.19

SCHD:

0.58

Omega Ratio

SPYD:

1.17

SCHD:

1.08

Calmar Ratio

SPYD:

0.79

SCHD:

0.34

Martin Ratio

SPYD:

2.64

SCHD:

1.16

Ulcer Index

SPYD:

4.83%

SCHD:

4.69%

Daily Std Dev

SPYD:

15.49%

SCHD:

15.99%

Max Drawdown

SPYD:

-46.42%

SCHD:

-33.37%

Current Drawdown

SPYD:

-8.33%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, SPYD achieves a -0.95% return, which is significantly higher than SCHD's -3.75% return.


SPYD

YTD

-0.95%

1M

5.05%

6M

-2.98%

1Y

10.87%

5Y*

15.10%

10Y*

N/A

SCHD

YTD

-3.75%

1M

3.09%

6M

-5.55%

1Y

4.12%

5Y*

13.37%

10Y*

10.60%

*Annualized

Compare stocks, funds, or ETFs

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SPYD vs. SCHD - Expense Ratio Comparison

SPYD has a 0.07% 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%.


Expense ratio chart for SPYD: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYD: 0.07%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

SPYD vs. SCHD — Risk-Adjusted Performance Rank

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

SPYD
The Risk-Adjusted Performance Rank of SPYD is 6868
Overall Rank
The Sharpe Ratio Rank of SPYD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6868
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 6262
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3737
Overall Rank
The Sharpe Ratio Rank of SCHD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3939
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.

SPYD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) 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 SPYD, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.00
SPYD: 0.82
SCHD: 0.34
The chart of Sortino ratio for SPYD, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
SPYD: 1.19
SCHD: 0.58
The chart of Omega ratio for SPYD, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
SPYD: 1.17
SCHD: 1.08
The chart of Calmar ratio for SPYD, currently valued at 0.79, compared to the broader market0.002.004.006.008.0010.0012.00
SPYD: 0.79
SCHD: 0.34
The chart of Martin ratio for SPYD, currently valued at 2.64, compared to the broader market0.0020.0040.0060.00
SPYD: 2.64
SCHD: 1.16

The current SPYD Sharpe Ratio is 0.82, which is higher than the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SPYD 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.82
0.34
SPYD
SCHD

Dividends

SPYD vs. SCHD - Dividend Comparison

SPYD's dividend yield for the trailing twelve months is around 4.50%, more than SCHD's 3.99% yield.


TTM20242023202220212020201920182017201620152014
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.50%4.31%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SPYD vs. SCHD - Drawdown Comparison

The maximum SPYD drawdown since its inception was -46.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPYD and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.33%
-10.12%
SPYD
SCHD

Volatility

SPYD vs. SCHD - Volatility Comparison

The current volatility for SPDR Portfolio S&P 500 High Dividend ETF (SPYD) is 10.55%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.24%. This indicates that SPYD experiences smaller price fluctuations and is considered to be less risky 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%December2025FebruaryMarchAprilMay
10.55%
11.24%
SPYD
SCHD