XUDV vs. SCHD

Last updated Aug 2, 2026

XUDV (Franklin U.S. Dividend Booster Index ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both Dividend funds - XUDV tracks the VettaFi New Frontier U.S. Dividend Select Index while SCHD tracks the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past year, XUDV returned 32.24% vs 31.54% for SCHD. Their correlation of 0.80 means they have usually moved in the same direction. XUDV charges 0.09%/yr vs 0.06%/yr for SCHD.

Performance

XUDV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XUDV having a 24.26% return and SCHD slightly lower at 24.03%.

XUDV

• 1D: -0.41%
• 1M: 1.78%
• 6M: 17.67%
• YTD: 24.26%
• 1Y: 32.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.78%

SCHD

• 1D: 0.18%
• 1M: 3.33%
• 6M: 14.09%
• YTD: 24.03%
• 1Y: 31.54%
• 3Y*: 14.19%
• 5Y*: 9.54%
• 10Y*: 12.76%
• ALL TIME*: 13.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SCHD Schwab U.S. Dividend Equity ETF	$786.88M	$715.86M	$685.58M
XUDV Franklin U.S. Dividend Booster Index ETF	$482.52K	$319.63K	$386.38K

XUDV vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025
XUDV Franklin U.S. Dividend Booster Index ETF	24.26%	8.52%
SCHD Schwab U.S. Dividend Equity ETF	24.03%	2.10%

Correlation

The correlation between XUDV and SCHD is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.77
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.80

The correlation between XUDV and SCHD has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

XUDV vs. SCHD - Sectors Allocation Comparison

Sectors	XUDV	SCHD
Financial Services	23.7%	9.9%
Technology	16.8%	12.7%
Consumer Defensive	16.0%	20.6%
Industrials	8.4%	7.8%
Consumer Cyclical	8.1%	7.7%
Healthcare	8.1%	20.8%
Communication Services	7.3%	6.2%
Energy	6.5%	14.1%
Utilities	4.0%	0.1%
Basic Materials	1.2%	1.2%
Real Estate	-	-

Return for Risk

XUDV vs. SCHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XUDV

XUDV Risk / Return Rank: 93
XUDV Sharpe Ratio Rank: 93
XUDV Sortino Ratio Rank: 93
XUDV Omega Ratio Rank: 91
XUDV Calmar Ratio Rank: 94
XUDV Martin Ratio Rank: 93

SCHD

SCHD Risk / Return Rank: 95
SCHD Sharpe Ratio Rank: 96
SCHD Sortino Ratio Rank: 96
SCHD Omega Ratio Rank: 94
SCHD Calmar Ratio Rank: 96
SCHD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XUDV vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) 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.

	XUDV	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.81	-0.29
Sortino ratio: Return per unit of downside risk	3.51	4.37	-0.86
Omega ratio: Gain probability vs. loss probability	1.43	1.51	-0.08
Calmar ratio: Return relative to maximum drawdown	4.90	6.74	-1.84
Martin ratio: Return relative to average drawdown	17.06	17.01	+0.05

XUDV vs. SCHD - Sharpe Ratio Comparison

The current XUDV Sharpe Ratio is 2.52, which is comparable to the SCHD Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of XUDV and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XUDV vs. SCHD - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XUDV and SCHD.

Drawdown Indicators

	XUDV	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-15.98%	-33.37%	+17.39%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-4.61%	-1.73%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.85%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.37%	—
Current Drawdown Current decline from peak	-1.89%	-1.24%	-0.65%
Average Drawdown Average peak-to-trough decline	-1.97%	-3.30%	+1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	1.82%	0.00%

Volatility

XUDV vs. SCHD - Volatility Comparison

The current volatility for Franklin U.S. Dividend Booster Index ETF (XUDV) is 3.17%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 4.11%. This indicates that XUDV 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.

Volatility by Period

	XUDV	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.17%	4.11%	-0.94%
Volatility (6M) Calculated over the trailing 6-month period	8.79%	8.11%	+0.68%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	11.13%	+1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.98%	14.39%	+1.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.98%	16.72%	-0.74%

XUDV vs. SCHD - Expense Ratio Comparison

XUDV has a 0.09% 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%.

Dividends

XUDV vs. SCHD - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.36%, more than SCHD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHD Schwab U.S. Dividend Equity ETF	3.13%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
XUDV Franklin U.S. Dividend Booster Index ETF	3.36%	3.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XUDV and SCHD in my portfolio?

XUDV and SCHD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XUDV or SCHD?

SCHD has higher volatility (4.11%) compared to XUDV (3.17%). In terms of maximum drawdown, XUDV dropped -15.98% vs SCHD's -33.37%.

Which ETF is better, XUDV or SCHD?

On 1-year performance, XUDV leads with 32.24% vs 31.54% for SCHD. On fees, SCHD is cheaper at 0.06% per year. On volatility, XUDV has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XUDV or SCHD?

Over the 1-year period, XUDV has performed better with a 32.24% return vs 31.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XUDV or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.09% for XUDV.

Which ETF pays a higher dividend yield, XUDV or SCHD?

XUDV has the higher dividend yield at 3.36%, compared with 3.13% for SCHD.

What is the main difference between XUDV and SCHD?

XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: Franklin and Charles Schwab. Their fees differ too: 0.09% for XUDV and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.81 vs 2.52), 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.