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

Correlation

The correlation between USAI and SCHD is 0.52, 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.


Performance

USAI vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer American Energy Independence ETF (USAI) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

USAI:

1.35

SCHD:

0.29

Sortino Ratio

USAI:

1.65

SCHD:

0.40

Omega Ratio

USAI:

1.25

SCHD:

1.05

Calmar Ratio

USAI:

1.53

SCHD:

0.21

Martin Ratio

USAI:

4.99

SCHD:

0.63

Ulcer Index

USAI:

5.60%

SCHD:

5.25%

Daily Std Dev

USAI:

22.16%

SCHD:

16.48%

Max Drawdown

USAI:

-65.25%

SCHD:

-33.37%

Current Drawdown

USAI:

-7.92%

SCHD:

-9.40%

Returns By Period

In the year-to-date period, USAI achieves a 1.35% return, which is significantly higher than SCHD's -2.98% return.


USAI

YTD

1.35%

1M

2.04%

6M

-1.99%

1Y

29.61%

3Y*

15.00%

5Y*

26.23%

10Y*

N/A

SCHD

YTD

-2.98%

1M

2.34%

6M

-9.15%

1Y

4.79%

3Y*

3.60%

5Y*

12.33%

10Y*

10.60%

*Annualized

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Schwab US Dividend Equity ETF

USAI vs. SCHD - Expense Ratio Comparison

USAI has a 0.75% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

USAI vs. SCHD — Risk-Adjusted Performance Rank

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

USAI
The Risk-Adjusted Performance Rank of USAI is 8787
Overall Rank
The Sharpe Ratio Rank of USAI is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of USAI is 8585
Sortino Ratio Rank
The Omega Ratio Rank of USAI is 8787
Omega Ratio Rank
The Calmar Ratio Rank of USAI is 8989
Calmar Ratio Rank
The Martin Ratio Rank of USAI is 8484
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2929
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USAI vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer American Energy Independence ETF (USAI) 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.


The current USAI Sharpe Ratio is 1.35, which is higher than the SCHD Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of USAI 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

USAI vs. SCHD - Dividend Comparison

USAI's dividend yield for the trailing twelve months is around 4.15%, more than SCHD's 3.96% yield.


TTM20242023202220212020201920182017201620152014
USAI
Pacer American Energy Independence ETF
4.15%3.62%4.99%5.41%6.15%7.67%6.50%5.56%0.08%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.96%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

USAI vs. SCHD - Drawdown Comparison

The maximum USAI drawdown since its inception was -65.25%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USAI and SCHD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

USAI vs. SCHD - Volatility Comparison

Pacer American Energy Independence ETF (USAI) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.69% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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