T vs. SCHD
T (AT&T Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, T returned 2.73%/yr vs 12.59%/yr for SCHD. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
T vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, T achieves a -7.65% return, which is significantly lower than SCHD's 17.39% return. Over the past 10 years, T has underperformed SCHD with an annualized return of 2.73%, while SCHD has yielded a comparatively higher 12.59% annualized return.
T
- 1D
- -3.11%
- 1M
- -8.15%
- YTD
- -7.65%
- 6M
- -5.83%
- 1Y
- -15.31%
- 3Y*
- 18.01%
- 5Y*
- 6.81%
- 10Y*
- 2.73%
SCHD
- 1D
- -1.84%
- 1M
- -0.34%
- YTD
- 17.39%
- 6M
- 16.67%
- 1Y
- 24.12%
- 3Y*
- 13.46%
- 5Y*
- 9.12%
- 10Y*
- 12.59%
T vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
T AT&T Inc. | -7.65% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
SCHD Schwab U.S. Dividend Equity ETF | 17.39% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between T and SCHD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.52 |
Over the past year, the correlation between T and SCHD has dropped to 0.24 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.
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Return for Risk
T vs. SCHD — Risk / Return Rank
T
SCHD
T vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) and Schwab U.S. 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| T | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.88 | ||
| Sortino ratioReturn per unit of downside risk | -4.22 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.39 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.70 | 5.25 | -5.95 |
| Martin ratioReturn relative to average drawdown | -1.41 | 12.86 | -14.28 |
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Drawdowns
T vs. SCHD - Drawdown Comparison
The maximum T drawdown since its inception was -64.15%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for T and SCHD.
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Drawdown Indicators
| T | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.15% | -33.37% | -30.78% |
Max Drawdown (1Y)Largest decline over 1 year | -22.08% | -4.61% | -17.47% |
Max Drawdown (3Y)Largest decline over 3 years | -22.08% | -16.13% | -5.95% |
Max Drawdown (5Y)Largest decline over 5 years | -32.01% | -16.85% | -15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -42.35% | -33.37% | -8.98% |
Current DrawdownCurrent decline from peak | -22.08% | -2.74% | -19.34% |
Average DrawdownAverage peak-to-trough decline | -15.72% | -3.31% | -12.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.86% | 1.88% | +8.98% |
Volatility
T vs. SCHD - Volatility Comparison
AT&T Inc. (T) has a higher volatility of 8.21% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. This indicates that T'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.
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Volatility by Period
| T | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 3.58% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 7.83% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.37% | 11.10% | +11.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.06% | 14.40% | +9.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.76% | 16.73% | +7.03% |
Dividends
T vs. SCHD - Dividend Comparison
T's dividend yield for the trailing twelve months is around 4.95%, more than SCHD's 3.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 3.31% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
T AT&T Inc. | 4.95% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Frequently Asked Questions
T and SCHD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to SCHD (3.58%). In terms of maximum drawdown, T dropped -64.15% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.19 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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