SVXY vs. SCHD
Compare and contrast key facts about ProShares Short VIX Short-Term Futures ETF (SVXY) and Schwab US Dividend Equity ETF (SCHD).
SVXY and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011. 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 SVXY 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: SVXY or SCHD.
Performance
SVXY vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SVXY achieves a -1.55% return, which is significantly lower than SCHD's 15.97% return. Over the past 10 years, SVXY has underperformed SCHD with an annualized return of -3.73%, while SCHD has yielded a comparatively higher 11.38% annualized return.
SVXY
-1.55%
3.94%
-15.80%
7.17%
10.87%
-3.73%
SCHD
15.97%
-0.59%
10.25%
24.77%
12.66%
11.38%
Key characteristics
| SVXY | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.20 | 2.29 |
| Sortino Ratio | 0.47 | 3.31 |
| Omega Ratio | 1.09 | 1.40 |
| Calmar Ratio | 0.09 | 3.38 |
| Martin Ratio | 0.59 | 12.42 |
| Ulcer Index | 12.75% | 2.04% |
| Daily Std Dev | 38.37% | 11.07% |
| Max Drawdown | -95.25% | -33.37% |
| Current Drawdown | -81.59% | -1.78% |
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SVXY vs. SCHD - Expense Ratio Comparison
SVXY has a 1.38% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between SVXY and SCHD is 0.67, 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.
Risk-Adjusted Performance
SVXY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) 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
SVXY vs. SCHD - Dividend Comparison
SVXY has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVXY ProShares Short VIX Short-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.41% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SVXY vs. SCHD - Drawdown Comparison
The maximum SVXY drawdown since its inception was -95.25%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SVXY and SCHD. For additional features, visit the drawdowns tool.
Volatility
SVXY vs. SCHD - Volatility Comparison
ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 10.05% compared to Schwab US Dividend Equity ETF (SCHD) at 3.42%. This indicates that SVXY'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.