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

Key characteristics


SRVRSCHD
YTD Return7.07%17.75%
1Y Return22.01%31.70%
3Y Return (Ann)-6.16%7.26%
5Y Return (Ann)3.01%12.80%
Sharpe Ratio1.312.67
Sortino Ratio1.893.84
Omega Ratio1.251.47
Calmar Ratio0.592.80
Martin Ratio4.1314.83
Ulcer Index5.16%2.04%
Daily Std Dev16.27%11.32%
Max Drawdown-40.99%-33.37%
Current Drawdown-22.11%0.00%

Correlation

-0.50.00.51.00.5

The correlation between SRVR and SCHD is 0.54, 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.

Performance

SRVR vs. SCHD - Performance Comparison

In the year-to-date period, SRVR achieves a 7.07% return, which is significantly lower than SCHD's 17.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.52%
12.17%
SRVR
SCHD

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SRVR vs. SCHD - Expense Ratio Comparison

SRVR has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.


SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
Expense ratio chart for SRVR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SRVR vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) 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.


SRVR
Sharpe ratio
The chart of Sharpe ratio for SRVR, currently valued at 1.31, compared to the broader market-2.000.002.004.001.31
Sortino ratio
The chart of Sortino ratio for SRVR, currently valued at 1.89, compared to the broader market0.005.0010.001.89
Omega ratio
The chart of Omega ratio for SRVR, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for SRVR, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Martin ratio
The chart of Martin ratio for SRVR, currently valued at 4.13, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.13
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.67, compared to the broader market-2.000.002.004.002.67
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.84, compared to the broader market0.005.0010.003.84
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.47, compared to the broader market1.001.502.002.503.001.47
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.80, compared to the broader market0.005.0010.0015.002.80
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.83, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.83

SRVR vs. SCHD - Sharpe Ratio Comparison

The current SRVR Sharpe Ratio is 1.31, which is lower than the SCHD Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of SRVR 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.31
2.67
SRVR
SCHD

Dividends

SRVR vs. SCHD - Dividend Comparison

SRVR's dividend yield for the trailing twelve months is around 1.81%, less than SCHD's 3.36% yield.


TTM20232022202120202019201820172016201520142013
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
1.81%3.69%1.70%1.19%1.58%1.61%2.13%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.36%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

SRVR vs. SCHD - Drawdown Comparison

The maximum SRVR drawdown since its inception was -40.99%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SRVR and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-22.11%
0
SRVR
SCHD

Volatility

SRVR vs. SCHD - Volatility Comparison

Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) has a higher volatility of 5.68% compared to Schwab US Dividend Equity ETF (SCHD) at 3.57%. This indicates that SRVR'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%JuneJulyAugustSeptemberOctoberNovember
5.68%
3.57%
SRVR
SCHD