V vs. SCHD

Last updated Jun 13, 2026

V (Visa 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, V returned 15.98%/yr vs 12.91%/yr for SCHD. A 0.57 correlation means they provide meaningful diversification when combined.

Performance

V vs. SCHD - Performance Comparison

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

Returns By Period

In the year-to-date period, V achieves a -7.69% return, which is significantly lower than SCHD's 20.66% return. Over the past 10 years, V has outperformed SCHD with an annualized return of 15.98%, while SCHD has yielded a comparatively lower 12.91% annualized return.

V

• 1D: 1.05%
• 1M: 0.65%
• YTD: -7.69%
• 6M: -6.93%
• 1Y: -12.51%
• 3Y*: 13.87%
• 5Y*: 7.33%
• 10Y*: 15.98%

SCHD

• 1D: 0.89%
• 1M: 3.37%
• YTD: 20.66%
• 6M: 19.57%
• 1Y: 26.16%
• 3Y*: 14.90%
• 5Y*: 8.75%
• 10Y*: 12.91%

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

V vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
V Visa Inc.	-7.69%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%
SCHD Schwab U.S. Dividend Equity ETF	20.66%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between V and SCHD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011	0.57

Over the past year, the correlation between V and SCHD has dropped to 0.29 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.

Return for Risk

V vs. SCHD — Risk / Return Rank

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

V

V Risk / Return Rank: 15
V Sharpe Ratio Rank: 18
V Sortino Ratio Rank: 17
V Omega Ratio Rank: 18
V Calmar Ratio Rank: 15
V Martin Ratio Rank: 5

SCHD

SCHD Risk / Return Rank: 87
SCHD Sharpe Ratio Rank: 86
SCHD Sortino Ratio Rank: 90
SCHD Omega Ratio Rank: 83
SCHD Calmar Ratio Rank: 93
SCHD Martin Ratio Rank: 81

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.

V vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

	V	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	2.41	-2.97
Sortino ratio: Return per unit of downside risk	-0.68	3.72	-4.40
Omega ratio: Gain probability vs. loss probability	0.92	1.43	-0.52
Calmar ratio: Return relative to maximum drawdown	-0.73	5.70	-6.43
Martin ratio: Return relative to average drawdown	-1.57	13.97	-15.53

V vs. SCHD - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.56, which is lower than the SCHD Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of V and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

V vs. SCHD - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for V and SCHD.

Drawdown Indicators

	V	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-33.37%	-18.53%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-4.61%	-12.57%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	-16.13%	-4.25%
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	-16.85%	-11.75%
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	-33.37%	-2.99%
Current Drawdown Current decline from peak	-12.96%	-0.03%	-12.93%
Average Drawdown Average peak-to-trough decline	-8.26%	-3.31%	-4.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.73%	1.89%	+8.84%

Volatility

V vs. SCHD - Volatility Comparison

Visa Inc. (V) has a higher volatility of 5.57% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.05%. This indicates that V'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.

Volatility by Period

	V	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.57%	3.05%	+2.52%
Volatility (6M) Calculated over the trailing 6-month period	17.57%	7.53%	+10.04%
Volatility (1Y) Calculated over the trailing 1-year period	22.35%	10.93%	+11.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.82%	14.38%	+8.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.45%	16.72%	+7.73%

Dividends

V vs. SCHD - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.81%, less than SCHD's 3.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and SCHD in my portfolio?

V and SCHD have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or SCHD?

V has higher volatility (5.57%) compared to SCHD (3.05%). In terms of maximum drawdown, V dropped -51.90% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.41 vs -0.56), 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.