PortfoliosLab logoPortfoliosLab logo
UOCT vs. SCHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UOCT vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Ultra Buffer ETF October (UOCT) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UOCT vs. SCHD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UOCT
Innovator U.S. Equity Ultra Buffer ETF October
-1.41%10.67%8.98%18.66%-4.33%5.83%8.00%10.89%-6.19%
SCHD
Schwab U.S. Dividend Equity ETF
12.17%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-10.90%

Returns By Period

In the year-to-date period, UOCT achieves a -1.41% return, which is significantly lower than SCHD's 12.17% return.


UOCT

1D
0.66%
1M
-2.13%
YTD
-1.41%
6M
-0.01%
1Y
11.18%
3Y*
10.51%
5Y*
7.09%
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)

Compare stocks, funds, or ETFs

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


UOCT vs. SCHD - Expense Ratio Comparison

UOCT has a 0.79% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Return for Risk

UOCT vs. SCHD — Risk / Return Rank

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

UOCT
UOCT Risk / Return Rank: 7373
Overall Rank
UOCT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
UOCT Sortino Ratio Rank: 7272
Sortino Ratio Rank
UOCT Omega Ratio Rank: 7474
Omega Ratio Rank
UOCT Calmar Ratio Rank: 7171
Calmar Ratio Rank
UOCT Martin Ratio Rank: 8080
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 4343
Overall Rank
SCHD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHD Omega Ratio Rank: 4646
Omega Ratio Rank
SCHD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHD Martin Ratio Rank: 3838
Martin Ratio Rank
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.

UOCT vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF October (UOCT) 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.


UOCTSCHDDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.88

+0.42

Sortino ratio

Return per unit of downside risk

1.90

1.32

+0.58

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.11

Calmar ratio

Return relative to maximum drawdown

2.01

1.05

+0.96

Martin ratio

Return relative to average drawdown

9.49

3.55

+5.94

UOCT vs. SCHD - Sharpe Ratio Comparison

The current UOCT Sharpe Ratio is 1.30, which is higher than the SCHD Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of UOCT and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UOCTSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

0.88

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.58

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

0.84

+0.01

Correlation

The correlation between UOCT 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.


Dividends

UOCT vs. SCHD - Dividend Comparison

UOCT has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.46%.


TTM20252024202320222021202020192018201720162015
UOCT
Innovator U.S. Equity Ultra Buffer ETF October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.33%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

UOCT vs. SCHD - Drawdown Comparison

The maximum UOCT drawdown since its inception was -13.68%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for UOCT and SCHD.


Loading graphics...

Drawdown Indicators


UOCTSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-13.68%

-33.37%

+19.69%

Max Drawdown (1Y)

Largest decline over 1 year

-5.68%

-12.74%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-9.21%

-16.85%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

Current Drawdown

Current decline from peak

-2.43%

-3.43%

+1.00%

Average Drawdown

Average peak-to-trough decline

-1.55%

-3.34%

+1.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

3.75%

-2.55%

Volatility

UOCT vs. SCHD - Volatility Comparison

Innovator U.S. Equity Ultra Buffer ETF October (UOCT) has a higher volatility of 2.70% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. This indicates that UOCT'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.


Loading graphics...

Volatility by Period


UOCTSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.70%

2.33%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

7.96%

-3.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.64%

15.69%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

14.40%

-7.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.71%

16.70%

-8.99%