STLG vs. SCHD
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and Schwab US Dividend Equity ETF (SCHD).
STLG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. 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 STLG 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: STLG or SCHD.
Key characteristics
| STLG | SCHD | |
|---|---|---|
| YTD Return | 36.89% | 18.08% |
| 1Y Return | 48.12% | 30.78% |
| 3Y Return (Ann) | 12.29% | 7.17% |
| Sharpe Ratio | 2.77 | 2.85 |
| Sortino Ratio | 3.55 | 4.10 |
| Omega Ratio | 1.50 | 1.51 |
| Calmar Ratio | 3.72 | 3.16 |
| Martin Ratio | 14.27 | 15.75 |
| Ulcer Index | 3.51% | 2.04% |
| Daily Std Dev | 18.06% | 11.24% |
| Max Drawdown | -31.34% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between STLG and SCHD is 0.61, 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
STLG vs. SCHD - Performance Comparison
In the year-to-date period, STLG achieves a 36.89% return, which is significantly higher than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STLG vs. SCHD - Expense Ratio Comparison
STLG has a 0.25% 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%.
Risk-Adjusted Performance
STLG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) 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.
Dividends
STLG vs. SCHD - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.31%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.31% | 0.19% | 0.14% | 0.00% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
STLG vs. SCHD - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for STLG and SCHD. For additional features, visit the drawdowns tool.
Volatility
STLG vs. SCHD - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.97% compared to Schwab US Dividend Equity ETF (SCHD) at 3.41%. This indicates that STLG'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.