SYLD vs. SCHD
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and Schwab US Dividend Equity ETF (SCHD).
SYLD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYLD or SCHD.
Performance
SYLD vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SYLD achieves a 10.02% return, which is significantly lower than SCHD's 15.93% return. Both investments have delivered pretty close results over the past 10 years, with SYLD having a 11.81% annualized return and SCHD not far behind at 11.46%.
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
SCHD
15.93%
-0.59%
9.36%
25.99%
12.42%
11.46%
Key characteristics
| SYLD | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.25 | 2.25 |
| Sortino Ratio | 1.84 | 3.25 |
| Omega Ratio | 1.22 | 1.39 |
| Calmar Ratio | 2.35 | 3.05 |
| Martin Ratio | 5.51 | 12.25 |
| Ulcer Index | 3.59% | 2.04% |
| Daily Std Dev | 15.82% | 11.09% |
| Max Drawdown | -45.36% | -33.37% |
| Current Drawdown | -2.27% | -1.82% |
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SYLD vs. SCHD - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between SYLD and SCHD is 0.84, 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.
Risk-Adjusted Performance
SYLD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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
SYLD vs. SCHD - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.79%, less than SCHD's 3.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
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
SYLD vs. SCHD - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SYLD and SCHD. For additional features, visit the drawdowns tool.
Volatility
SYLD vs. SCHD - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 5.70% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. This indicates that SYLD'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.