USD vs. SCHD
Compare and contrast key facts about ProShares Ultra Semiconductors (USD) and Schwab US Dividend Equity ETF (SCHD).
USD and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USD is a passively managed fund by ProShares that tracks the performance of the Dow Jones U.S. Semiconductors Index (200%). It was launched on Jan 30, 2007. 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. Both USD and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USD or SCHD.
Performance
USD vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, USD achieves a 145.13% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, USD has outperformed SCHD with an annualized return of 46.27%, while SCHD has yielded a comparatively lower 11.40% annualized return.
USD
145.13%
-5.84%
27.28%
183.55%
59.21%
46.27%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| USD | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.19 | 2.27 |
| Sortino Ratio | 2.50 | 3.27 |
| Omega Ratio | 1.33 | 1.40 |
| Calmar Ratio | 3.65 | 3.34 |
| Martin Ratio | 9.61 | 12.25 |
| Ulcer Index | 18.18% | 2.05% |
| Daily Std Dev | 79.65% | 11.06% |
| Max Drawdown | -87.93% | -33.37% |
| Current Drawdown | -18.95% | -1.54% |
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USD vs. SCHD - Expense Ratio Comparison
USD has a 0.95% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between USD and SCHD is 0.60, 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.
Risk-Adjusted Performance
USD vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Semiconductors (USD) 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.
Dividends
USD vs. SCHD - Dividend Comparison
USD's dividend yield for the trailing twelve months is around 0.02%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USD ProShares Ultra Semiconductors | 0.02% | 0.05% | 0.59% | 0.00% | 0.27% | 1.09% | 0.93% | 0.41% | 7.43% | 0.39% | 3.33% | 0.80% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
USD vs. SCHD - Drawdown Comparison
The maximum USD drawdown since its inception was -87.93%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for USD and SCHD. For additional features, visit the drawdowns tool.
Volatility
USD vs. SCHD - Volatility Comparison
ProShares Ultra Semiconductors (USD) has a higher volatility of 19.21% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that USD'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.