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

Correlation

The correlation between XSHQ and SCHD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

XSHQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Quality ETF (XSHQ) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
77.98%
126.60%
XSHQ
SCHD

Key characteristics

Sharpe Ratio

XSHQ:

-0.09

SCHD:

0.08

Sortino Ratio

XSHQ:

0.07

SCHD:

0.32

Omega Ratio

XSHQ:

1.01

SCHD:

1.04

Calmar Ratio

XSHQ:

-0.06

SCHD:

0.15

Martin Ratio

XSHQ:

-0.16

SCHD:

0.49

Ulcer Index

XSHQ:

10.28%

SCHD:

4.96%

Daily Std Dev

XSHQ:

23.69%

SCHD:

16.03%

Max Drawdown

XSHQ:

-38.33%

SCHD:

-33.37%

Current Drawdown

XSHQ:

-17.44%

SCHD:

-11.26%

Returns By Period

In the year-to-date period, XSHQ achieves a -7.51% return, which is significantly lower than SCHD's -4.97% return.


XSHQ

YTD

-7.51%

1M

5.20%

6M

-15.58%

1Y

-2.16%

5Y*

12.23%

10Y*

N/A

SCHD

YTD

-4.97%

1M

-0.54%

6M

-9.89%

1Y

1.26%

5Y*

12.61%

10Y*

10.39%

*Annualized

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XSHQ vs. SCHD - Expense Ratio Comparison

XSHQ has a 0.29% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

XSHQ vs. SCHD — Risk-Adjusted Performance Rank

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

XSHQ
The Risk-Adjusted Performance Rank of XSHQ is 1616
Overall Rank
The Sharpe Ratio Rank of XSHQ is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of XSHQ is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XSHQ is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XSHQ is 1515
Calmar Ratio Rank
The Martin Ratio Rank of XSHQ is 1616
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2727
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2929
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.

XSHQ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Quality ETF (XSHQ) 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.


The current XSHQ Sharpe Ratio is -0.09, which is lower than the SCHD Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of XSHQ 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.09
0.08
XSHQ
SCHD

Dividends

XSHQ vs. SCHD - Dividend Comparison

XSHQ's dividend yield for the trailing twelve months is around 1.36%, less than SCHD's 4.04% yield.


TTM20242023202220212020201920182017201620152014
XSHQ
Invesco S&P SmallCap Quality ETF
1.36%1.18%1.15%2.02%1.25%1.24%1.11%1.16%0.79%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

XSHQ vs. SCHD - Drawdown Comparison

The maximum XSHQ drawdown since its inception was -38.33%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XSHQ and SCHD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-17.44%
-11.26%
XSHQ
SCHD

Volatility

XSHQ vs. SCHD - Volatility Comparison

Invesco S&P SmallCap Quality ETF (XSHQ) has a higher volatility of 6.99% compared to Schwab US Dividend Equity ETF (SCHD) at 5.61%. This indicates that XSHQ'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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.99%
5.61%
XSHQ
SCHD