WINC vs. SCHD
Compare and contrast key facts about Western Asset Short Duration Income ETF (WINC) and Schwab US Dividend Equity ETF (SCHD).
WINC and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WINC is an actively managed fund by Franklin Templeton. It was launched on Feb 7, 2019. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WINC or SCHD.
Key characteristics
| WINC | SCHD | |
|---|---|---|
| YTD Return | 4.71% | 17.75% |
| 1Y Return | 8.16% | 31.70% |
| 3Y Return (Ann) | 0.96% | 7.26% |
| 5Y Return (Ann) | 2.18% | 12.80% |
| Sharpe Ratio | 3.52 | 2.67 |
| Sortino Ratio | 6.00 | 3.84 |
| Omega Ratio | 1.81 | 1.47 |
| Calmar Ratio | 1.48 | 2.80 |
| Martin Ratio | 28.18 | 14.83 |
| Ulcer Index | 0.29% | 2.04% |
| Daily Std Dev | 2.32% | 11.32% |
| Max Drawdown | -17.36% | -33.37% |
| Current Drawdown | -0.58% | 0.00% |
Correlation
The correlation between WINC and SCHD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
WINC vs. SCHD - Performance Comparison
In the year-to-date period, WINC achieves a 4.71% return, which is significantly lower than SCHD's 17.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WINC vs. SCHD - Expense Ratio Comparison
WINC has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
WINC vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Short Duration Income ETF (WINC) 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
WINC vs. SCHD - Dividend Comparison
WINC's dividend yield for the trailing twelve months is around 4.80%, more than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WINC Western Asset Short Duration Income ETF | 4.80% | 4.35% | 2.49% | 1.96% | 3.90% | 3.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.36% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
WINC vs. SCHD - Drawdown Comparison
The maximum WINC drawdown since its inception was -17.36%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WINC and SCHD. For additional features, visit the drawdowns tool.
Volatility
WINC vs. SCHD - Volatility Comparison
The current volatility for Western Asset Short Duration Income ETF (WINC) is 0.65%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.57%. This indicates that WINC 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.