TSLW vs. SCHD

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill TSLA WeeklyPay™ ETF (TSLW) and Schwab U.S. Dividend Equity ETF (SCHD).

TSLW and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSLW is an actively managed fund by Roundhill. It was launched on Feb 19, 2025. 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.

Performance

TSLW vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill TSLA WeeklyPay™ ETF (TSLW) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

TSLW vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025
TSLW Roundhill TSLA WeeklyPay™ ETF	-18.99%	33.77%
SCHD Schwab U.S. Dividend Equity ETF	12.17%	7.62%

Returns By Period

In the year-to-date period, TSLW achieves a -18.99% return, which is significantly lower than SCHD's 12.17% return.

TSLW

• 1D: 3.11%
• 1M: -6.84%
• YTD: -18.99%
• 6M: -22.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHD

• 1D: -0.55%
• 1M: -3.43%
• YTD: 12.17%
• 6M: 12.91%
• 1Y: 13.70%
• 3Y*: 11.84%
• 5Y*: 8.32%
• 10Y*: 12.25%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TSLW vs. SCHD - Expense Ratio Comparison

TSLW has a 0.99% expense ratio, which is higher than SCHD's 0.06% expense ratio.

TSLW

Roundhill TSLA WeeklyPay™ ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

TSLW vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHD

SCHD Risk / Return Rank: 43
SCHD Sharpe Ratio Rank: 46
SCHD Sortino Ratio Rank: 46
SCHD Omega Ratio Rank: 46
SCHD Calmar Ratio Rank: 39
SCHD Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSLW vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill TSLA WeeklyPay™ ETF (TSLW) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TSLW	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.58	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.84	-0.66

Correlation

The correlation between TSLW and SCHD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSLW vs. SCHD - Dividend Comparison

TSLW's dividend yield for the trailing twelve months is around 81.10%, more than SCHD's 3.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TSLW Roundhill TSLA WeeklyPay™ ETF	81.10%	49.31%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.46%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Drawdowns

TSLW vs. SCHD - Drawdown Comparison

The maximum TSLW drawdown since its inception was -32.91%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for TSLW and SCHD.

Drawdown Indicators

	TSLW	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-32.91%	-33.37%	+0.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-26.99%	-3.43%	-23.56%
Average Drawdown Average peak-to-trough decline	-10.66%	-3.34%	-7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.75%	—

Volatility

Volatility by Period

	TSLW	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	56.67%	15.69%	+40.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.67%	14.40%	+42.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.67%	16.70%	+39.97%