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

Key characteristics


SYLDSCHD
YTD Return4.64%3.39%
1Y Return27.94%16.27%
3Y Return (Ann)5.53%4.18%
5Y Return (Ann)17.76%12.55%
10Y Return (Ann)11.90%11.02%
Sharpe Ratio1.781.42
Daily Std Dev15.32%11.13%
Max Drawdown-45.36%-33.37%
Current Drawdown-4.19%-3.14%

Correlation

-0.50.00.51.00.8

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.

Performance

SYLD vs. SCHD - Performance Comparison

In the year-to-date period, SYLD achieves a 4.64% return, which is significantly higher than SCHD's 3.39% return. Over the past 10 years, SYLD has outperformed SCHD with an annualized return of 11.90%, while SCHD has yielded a comparatively lower 11.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%220.00%240.00%260.00%280.00%December2024FebruaryMarchAprilMay
272.57%
227.41%
SYLD
SCHD

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cambria Shareholder Yield ETF

Schwab US Dividend Equity ETF

SYLD vs. SCHD - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than SCHD's 0.06% expense ratio.


SYLD
Cambria Shareholder Yield ETF
Expense ratio chart for SYLD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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

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.


SYLD
Sharpe ratio
The chart of Sharpe ratio for SYLD, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for SYLD, currently valued at 2.68, compared to the broader market0.005.0010.002.68
Omega ratio
The chart of Omega ratio for SYLD, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for SYLD, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.65
Martin ratio
The chart of Martin ratio for SYLD, currently valued at 7.97, compared to the broader market0.0020.0040.0060.0080.00100.007.97
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 1.42, compared to the broader market0.002.004.006.001.42
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 2.08, compared to the broader market0.005.0010.002.08
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.001.24
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 1.20, compared to the broader market0.005.0010.0015.001.20
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 4.65, compared to the broader market0.0020.0040.0060.0080.00100.004.65

SYLD vs. SCHD - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.78, which roughly equals the SCHD Sharpe Ratio of 1.42. The chart below compares the 12-month rolling Sharpe Ratio of SYLD and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2024FebruaryMarchAprilMay
1.78
1.42
SYLD
SCHD

Dividends

SYLD vs. SCHD - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.77%, less than SCHD's 3.42% yield.


TTM20232022202120202019201820172016201520142013
SYLD
Cambria Shareholder Yield ETF
1.77%1.92%2.20%2.22%1.99%2.08%2.52%1.40%1.92%2.11%1.77%0.83%
SCHD
Schwab US Dividend Equity ETF
3.42%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.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.19%
-3.14%
SYLD
SCHD

Volatility

SYLD vs. SCHD - Volatility Comparison

Cambria Shareholder Yield ETF (SYLD) has a higher volatility of 3.61% compared to Schwab US Dividend Equity ETF (SCHD) at 2.73%. 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.61%
2.73%
SYLD
SCHD