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

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.


-0.50.00.51.00.9

Performance

VLUE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor ETF (VLUE) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.46%
5.34%
VLUE
SCHD

Key characteristics

Sharpe Ratio

VLUE:

1.11

SCHD:

1.38

Sortino Ratio

VLUE:

1.59

SCHD:

2.01

Omega Ratio

VLUE:

1.20

SCHD:

1.24

Calmar Ratio

VLUE:

1.60

SCHD:

1.98

Martin Ratio

VLUE:

3.84

SCHD:

5.61

Ulcer Index

VLUE:

3.85%

SCHD:

2.81%

Daily Std Dev

VLUE:

13.33%

SCHD:

11.38%

Max Drawdown

VLUE:

-39.47%

SCHD:

-33.37%

Current Drawdown

VLUE:

-4.27%

SCHD:

-4.33%

Returns By Period

In the year-to-date period, VLUE achieves a 3.87% return, which is significantly higher than SCHD's 2.45% return. Over the past 10 years, VLUE has underperformed SCHD with an annualized return of 8.37%, while SCHD has yielded a comparatively higher 11.33% annualized return.


VLUE

YTD

3.87%

1M

4.80%

6M

3.88%

1Y

14.57%

5Y*

6.91%

10Y*

8.37%

SCHD

YTD

2.45%

1M

3.36%

6M

5.43%

1Y

15.05%

5Y*

11.13%

10Y*

11.33%

*Annualized

Compare stocks, funds, or ETFs

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


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%.


VLUE
iShares Edge MSCI USA Value Factor ETF
Expense ratio chart for VLUE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VLUE vs. SCHD — Risk-Adjusted Performance Rank

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

VLUE
The Risk-Adjusted Performance Rank of VLUE is 4343
Overall Rank
The Sharpe Ratio Rank of VLUE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of VLUE is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VLUE is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VLUE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VLUE is 3838
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 5555
Overall Rank
The Sharpe Ratio Rank of SCHD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 5555
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 5252
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 6262
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 5151
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.

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.


Sharpe ratio
The chart of Sharpe ratio for VLUE, currently valued at 1.11, compared to the broader market0.002.004.001.111.38
The chart of Sortino ratio for VLUE, currently valued at 1.59, compared to the broader market0.005.0010.001.592.01
The chart of Omega ratio for VLUE, currently valued at 1.20, compared to the broader market1.002.003.001.201.24
The chart of Calmar ratio for VLUE, currently valued at 1.60, compared to the broader market0.005.0010.0015.0020.001.601.98
The chart of Martin ratio for VLUE, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.845.61
VLUE
SCHD

The current VLUE Sharpe Ratio is 1.11, which is comparable to the SCHD Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of VLUE 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.11
1.38
VLUE
SCHD

Dividends

VLUE vs. SCHD - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 2.62%, less than SCHD's 3.55% yield.


TTM20242023202220212020201920182017201620152014
VLUE
iShares Edge MSCI USA Value Factor ETF
2.62%2.73%2.66%3.19%2.22%2.42%2.60%2.70%2.14%2.07%2.39%1.64%
SCHD
Schwab US Dividend Equity ETF
3.55%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.27%
-4.33%
VLUE
SCHD

Volatility

VLUE vs. SCHD - Volatility Comparison

iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 4.71% compared to Schwab US Dividend Equity ETF (SCHD) at 4.15%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
4.71%
4.15%
VLUE
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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