VND=X vs. SCHD
VND=X (USD/VND) is a currency, 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, VND=X returned 1.66%/yr vs 14.37%/yr for SCHD. At a 0.15 correlation, their price movements are largely independent.
Performance
VND=X vs. SCHD - Performance Comparison
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Different Trading Currencies
VND=X is traded in VND, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to VND using the latest available exchange rates.
Returns By Period
In the year-to-date period, VND=X achieves a -0.02% return, which is significantly lower than SCHD's 20.56% return. Over the past 10 years, VND=X has underperformed SCHD with an annualized return of 1.66%, while SCHD has yielded a comparatively higher 14.37% annualized return.
VND=X
- 1D
- -0.04%
- 1M
- 0.07%
- 6M
- 0.06%
- YTD
- -0.02%
- 1Y
- 0.65%
- 3Y*
- 3.63%
- 5Y*
- 2.71%
- 10Y*
- 1.66%
SCHD
- 1D
- 0.89%
- 1M
- 1.62%
- 6M
- 17.82%
- YTD
- 20.56%
- 1Y
- 25.47%
- 3Y*
- 19.10%
- 5Y*
- 12.22%
- 10Y*
- 14.37%
VND=X vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VND=X USD/VND | -0.02% | 3.20% | 5.03% | 2.75% | 3.44% | -1.51% | 0.03% | -0.10% | 2.18% | -0.31% |
SCHD Schwab U.S. Dividend Equity ETF | 20.56% | 7.68% | 17.27% | 7.42% | 0.07% | 27.91% | 15.06% | 27.16% | -3.50% | 20.47% |
Correlation
The correlation between VND=X and SCHD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.15 |
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Return for Risk
VND=X vs. SCHD — Risk / Return Rank
VND=X
SCHD
VND=X vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/VND (VND=X) 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.
| VND=X | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.20 | ||
| Sortino ratioReturn per unit of downside risk | -3.31 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.41 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 5.62 | -5.38 |
| Martin ratioReturn relative to average drawdown | 0.72 | 14.03 | -13.31 |
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Drawdowns
VND=X vs. SCHD - Drawdown Comparison
The maximum VND=X drawdown since its inception was -11.38%, smaller than the maximum SCHD drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for VND=X and SCHD.
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Drawdown Indicators
| VND=X | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.38% | -33.24% | +21.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.21% | -4.56% | +2.35% |
Max Drawdown (3Y)Largest decline over 3 years | -11.38% | -14.14% | +2.76% |
Max Drawdown (5Y)Largest decline over 5 years | -11.38% | -15.14% | +3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -11.38% | -33.24% | +21.86% |
Current DrawdownCurrent decline from peak | -0.51% | -0.29% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -1.14% | -3.07% | +1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 1.82% | -1.03% |
Volatility
VND=X vs. SCHD - Volatility Comparison
The current volatility for USD/VND (VND=X) is 0.72%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.51%. This indicates that VND=X experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VND=X | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.72% | 3.51% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 1.58% | 8.02% | -6.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.02% | 11.07% | -7.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.61% | 15.03% | -6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.44% | 17.11% | -10.67% |
Frequently Asked Questions
VND=X and SCHD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHD has higher volatility (3.51%) compared to VND=X (0.72%). In terms of maximum drawdown, VND=X dropped -11.38% vs SCHD's -33.24%.
SCHD currently has the higher Sharpe Ratio (2.33 vs 0.13), 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.
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