Correlation
The correlation between SRHQ and SCHD is 0.71, 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.
SRHQ vs. SCHD
Compare and contrast key facts about SRH U.S. Quality ETF (SRHQ) and Schwab US Dividend Equity ETF (SCHD).
SRHQ and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SRHQ is a passively managed fund by SRH that tracks the performance of the SRH US Quality Index - Benchmark TR Gross. It was launched on Oct 4, 2022. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both SRHQ and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SRHQ or SCHD.
Performance
SRHQ vs. SCHD - Performance Comparison
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Key characteristics
SRHQ:
0.54
SCHD:
0.35
SRHQ:
0.86
SCHD:
0.56
SRHQ:
1.11
SCHD:
1.07
SRHQ:
0.52
SCHD:
0.33
SRHQ:
1.70
SCHD:
0.99
SRHQ:
5.63%
SCHD:
5.36%
SRHQ:
18.67%
SCHD:
16.40%
SRHQ:
-18.50%
SCHD:
-33.37%
SRHQ:
-7.77%
SCHD:
-9.75%
Returns By Period
In the year-to-date period, SRHQ achieves a -2.44% return, which is significantly higher than SCHD's -3.35% return.
SRHQ
-2.44%
3.11%
-7.37%
10.00%
N/A
N/A
N/A
SCHD
-3.35%
1.36%
-9.75%
5.67%
3.71%
12.22%
10.58%
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SRHQ vs. SCHD - Expense Ratio Comparison
SRHQ has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
SRHQ vs. SCHD — Risk-Adjusted Performance Rank
SRHQ
SCHD
SRHQ vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SRH U.S. Quality ETF (SRHQ) 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.
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Dividends
SRHQ vs. SCHD - Dividend Comparison
SRHQ's dividend yield for the trailing twelve months is around 0.69%, less than SCHD's 3.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SRHQ SRH U.S. Quality ETF | 0.69% | 0.66% | 0.84% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.97% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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.
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Volatility
SRHQ vs. SCHD - Volatility Comparison
SRH U.S. Quality ETF (SRHQ) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.71% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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