SRHQ vs. SCHD

Last updated Aug 2, 2026

SRHQ (SRH U.S. Quality ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - SRHQ is a Quality Factor fund tracking the SRH US Quality Index - Benchmark TR Gross, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 3 years, SRHQ returned 17.26%/yr vs 14.19%/yr for SCHD. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SRHQ charges 0.35%/yr vs 0.06%/yr for SCHD.

Performance

SRHQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SRH U.S. Quality ETF (SRHQ) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SRHQ achieves a 20.78% return, which is significantly lower than SCHD's 24.03% return.

SRHQ

• 1D: -0.33%
• 1M: 1.86%
• 6M: 18.75%
• YTD: 20.78%
• 1Y: 31.30%
• 3Y*: 17.26%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.88%

SCHD

• 1D: 0.18%
• 1M: 3.33%
• 6M: 14.09%
• YTD: 24.03%
• 1Y: 31.54%
• 3Y*: 14.19%
• 5Y*: 9.54%
• 10Y*: 12.76%
• ALL TIME*: 13.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHD Schwab U.S. Dividend Equity ETF	$786.88M	$715.86M	$685.58M
SRHQ SRH U.S. Quality ETF	$113.47K	$63.13K	$30.03K

SRHQ vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SRHQ SRH U.S. Quality ETF	20.78%	7.34%	16.49%	21.81%	5.22%
SCHD Schwab U.S. Dividend Equity ETF	24.03%	4.34%	11.66%	4.54%	8.93%

Correlation

The correlation between SRHQ and SCHD is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.70
Correlation (All Time) Calculated using the full available price history since Oct 5, 2022	0.75

Over the past year, the correlation between SRHQ and SCHD has dropped to 0.52 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

SRHQ vs. SCHD - Sectors Allocation Comparison

Sectors	SRHQ	SCHD
Technology	21.9%	12.7%
Healthcare	21.4%	20.8%
Industrials	20.4%	7.8%
Consumer Cyclical	11.3%	7.7%
Financial Services	10.2%	9.9%
Consumer Defensive	5.2%	20.6%
Basic Materials	2.7%	1.2%
Communication Services	2.1%	6.2%
Utilities	1.2%	0.1%
Real Estate	1.2%	-
Energy	1.2%	14.1%

Return for Risk

SRHQ vs. SCHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRHQ

SRHQ Risk / Return Rank: 87
SRHQ Sharpe Ratio Rank: 84
SRHQ Sortino Ratio Rank: 84
SRHQ Omega Ratio Rank: 80
SRHQ Calmar Ratio Rank: 93
SRHQ Martin Ratio Rank: 93

SCHD

SCHD Risk / Return Rank: 95
SCHD Sharpe Ratio Rank: 96
SCHD Sortino Ratio Rank: 96
SCHD Omega Ratio Rank: 94
SCHD Calmar Ratio Rank: 96
SCHD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRHQ vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SRH U.S. Quality ETF (SRHQ) 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.

	SRHQ	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	1.97	2.81	-0.84
Sortino ratio: Return per unit of downside risk	2.80	4.37	-1.57
Omega ratio: Gain probability vs. loss probability	1.34	1.51	-0.17
Calmar ratio: Return relative to maximum drawdown	4.64	6.74	-2.10
Martin ratio: Return relative to average drawdown	16.85	17.01	-0.17

SRHQ vs. SCHD - Sharpe Ratio Comparison

The current SRHQ Sharpe Ratio is 1.97, which is comparable to the SCHD Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of SRHQ 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.

Drawdowns

SRHQ vs. SCHD - Drawdown Comparison

The maximum SRHQ drawdown since its inception was -18.50%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SRHQ and SCHD.

Drawdown Indicators

	SRHQ	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-18.50%	-33.37%	+14.87%
Max Drawdown (1Y) Largest decline over 1 year	-6.31%	-4.61%	-1.70%
Max Drawdown (3Y) Largest decline over 3 years	-18.50%	-16.13%	-2.37%
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	-1.47%	-1.24%	-0.23%
Average Drawdown Average peak-to-trough decline	-2.98%	-3.30%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	1.82%	-0.08%

Volatility

SRHQ vs. SCHD - Volatility Comparison

SRH U.S. Quality ETF (SRHQ) has a higher volatility of 4.37% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that SRHQ'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.

Volatility by Period

	SRHQ	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	4.11%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	11.10%	8.11%	+2.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.90%	11.13%	+3.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	14.39%	+1.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.96%	16.72%	-0.76%

SRHQ vs. SCHD - Expense Ratio Comparison

SRHQ has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

SRHQ vs. SCHD - Dividend Comparison

SRHQ's dividend yield for the trailing twelve months is around 0.69%, less than SCHD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.13%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SRHQ SRH U.S. Quality ETF	0.69%	0.76%	0.66%	0.84%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SRHQ and SCHD in my portfolio?

SRHQ and SCHD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRHQ or SCHD?

SRHQ has higher volatility (4.37%) compared to SCHD (4.11%). In terms of maximum drawdown, SRHQ dropped -18.50% vs SCHD's -33.37%.

Which ETF is better, SRHQ or SCHD?

On 3-year performance, SRHQ leads with 17.26% vs 14.19% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SRHQ or SCHD?

Over the 3-year period, SRHQ has performed better with a 17.26% return vs 14.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SRHQ or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.35% for SRHQ.

Which ETF pays a higher dividend yield, SRHQ or SCHD?

SCHD has the higher dividend yield at 3.13%, compared with 0.69% for SRHQ.

What is the main difference between SRHQ and SCHD?

SRHQ is categorized as Quality Factor, while SCHD is Dividend. SRHQ tracks SRH US Quality Index - Benchmark TR Gross, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: SRH and Charles Schwab. Their fees differ too: 0.35% for SRHQ and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.81 vs 1.97), 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.