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

Correlation

The correlation between SPYX and SCHD is 0.78, 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

SPYX vs. SCHD - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
-0.15%
0.99%
SPYX
SCHD

Key characteristics

Sharpe Ratio

SPYX:

0.67

SCHD:

0.69

Sortino Ratio

SPYX:

0.98

SCHD:

1.06

Omega Ratio

SPYX:

1.13

SCHD:

1.12

Calmar Ratio

SPYX:

0.93

SCHD:

1.05

Martin Ratio

SPYX:

3.10

SCHD:

2.57

Ulcer Index

SPYX:

3.07%

SCHD:

3.24%

Daily Std Dev

SPYX:

14.13%

SCHD:

12.03%

Max Drawdown

SPYX:

-32.84%

SCHD:

-33.37%

Current Drawdown

SPYX:

-7.84%

SCHD:

-3.88%

Returns By Period

In the year-to-date period, SPYX achieves a -3.67% return, which is significantly lower than SCHD's 2.93% return.


SPYX

YTD

-3.67%

1M

-3.35%

6M

-0.34%

1Y

10.33%

5Y*

19.29%

10Y*

N/A

SCHD

YTD

2.93%

1M

-0.98%

6M

0.72%

1Y

8.90%

5Y*

17.65%

10Y*

11.46%

*Annualized

Compare stocks, funds, or ETFs

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SPYX vs. SCHD - Expense Ratio Comparison

SPYX has a 0.20% 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 SPYX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYX: 0.20%
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

SPYX vs. SCHD — Risk-Adjusted Performance Rank

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

SPYX
The Risk-Adjusted Performance Rank of SPYX is 6363
Overall Rank
The Sharpe Ratio Rank of SPYX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPYX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SPYX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SPYX is 6767
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 6464
Overall Rank
The Sharpe Ratio Rank of SCHD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 6161
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.

SPYX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) 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 SPYX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.005.00
SPYX: 0.67
SCHD: 0.69
The chart of Sortino ratio for SPYX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.0012.00
SPYX: 0.98
SCHD: 1.06
The chart of Omega ratio for SPYX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
SPYX: 1.13
SCHD: 1.12
The chart of Calmar ratio for SPYX, currently valued at 0.93, compared to the broader market0.005.0010.0015.00
SPYX: 0.93
SCHD: 1.05
The chart of Martin ratio for SPYX, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.00
SPYX: 3.10
SCHD: 2.57

The current SPYX Sharpe Ratio is 0.67, which is comparable to the SCHD Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SPYX 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.67
0.69
SPYX
SCHD

Dividends

SPYX vs. SCHD - Dividend Comparison

SPYX's dividend yield for the trailing twelve months is around 1.10%, less than SCHD's 3.73% yield.


TTM20242023202220212020201920182017201620152014
SPYX
SPDR S&P 500 Fossil Fuel Reserves Free ETF
1.10%1.05%1.21%1.41%1.04%1.33%1.56%1.92%1.68%1.91%0.49%0.00%
SCHD
Schwab US Dividend Equity ETF
3.73%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SPYX vs. SCHD - Drawdown Comparison

The maximum SPYX drawdown since its inception was -32.84%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPYX and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.84%
-3.88%
SPYX
SCHD

Volatility

SPYX vs. SCHD - Volatility Comparison

SPDR S&P 500 Fossil Fuel Reserves Free ETF (SPYX) has a higher volatility of 5.86% compared to Schwab US Dividend Equity ETF (SCHD) at 4.31%. This indicates that SPYX'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%3.00%4.00%5.00%6.00%NovemberDecember2025FebruaryMarchApril
5.86%
4.31%
SPYX
SCHD