VLUE vs. SCHD
Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and Schwab US Dividend Equity ETF (SCHD).
VLUE and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. 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 VLUE 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: VLUE or SCHD.
Performance
VLUE vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, VLUE achieves a 13.82% return, which is significantly lower than SCHD's 17.35% return. Over the past 10 years, VLUE has underperformed SCHD with an annualized return of 8.25%, while SCHD has yielded a comparatively higher 11.54% annualized return.
VLUE
13.82%
3.29%
11.30%
24.26%
8.31%
8.25%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| VLUE | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.88 | 2.40 |
| Sortino Ratio | 2.63 | 3.44 |
| Omega Ratio | 1.33 | 1.42 |
| Calmar Ratio | 1.72 | 3.63 |
| Martin Ratio | 7.78 | 12.99 |
| Ulcer Index | 3.19% | 2.05% |
| Daily Std Dev | 13.22% | 11.09% |
| Max Drawdown | -39.47% | -33.37% |
| Current Drawdown | -0.57% | -0.62% |
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VLUE vs. SCHD - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VLUE and SCHD is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
VLUE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) 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
VLUE vs. SCHD - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 2.47%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 2.47% | 2.66% | 3.19% | 2.22% | 2.42% | 2.60% | 2.70% | 2.14% | 2.07% | 2.39% | 1.64% | 1.33% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
VLUE vs. SCHD - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for VLUE and SCHD. For additional features, visit the drawdowns tool.
Volatility
VLUE vs. SCHD - Volatility Comparison
iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 4.27% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that VLUE'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.