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XVLU.TO vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XVLU.TO vs. SCHD

Last updated Jun 4, 2026

XVLU.TO (iShares MSCI USA Value Factor Index ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - XVLU.TO is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 5 years, XVLU.TO returned 19.03%/yr vs 11.36%/yr for SCHD. A 0.53 correlation means they provide meaningful diversification when combined. XVLU.TO charges 0.32%/yr vs 0.06%/yr for SCHD.

Performance

XVLU.TO vs. SCHD - Performance Comparison

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

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Different Trading Currencies

XVLU.TO is traded in CAD, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XVLU.TO achieves a 50.62% return, which is significantly higher than SCHD's 20.03% return.

XVLU.TO

1D
0.06%
1M
23.30%
YTD
50.62%
6M
51.55%
1Y
95.75%
3Y*
35.04%
5Y*
19.03%
10Y*
—

SCHD

1D
0.00%
1M
4.32%
YTD
20.03%
6M
17.69%
1Y
28.28%
3Y*
16.27%
5Y*
11.36%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVLU.TO vs. SCHD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XVLU.TO
iShares MSCI USA Value Factor Index ETF		50.62%26.17%15.37%11.09%-8.87%28.64%-3.66%7.29%
SCHD
Schwab U.S. Dividend Equity ETF		20.52%-0.44%21.25%2.24%3.64%28.70%13.08%5.38%

Correlation

The correlation between XVLU.TO and SCHD is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2019

0.53

The correlation between XVLU.TO and SCHD has been stable across timeframes, ranging from 0.47 to 0.54 - a consistent structural relationship.

XVLU.TO vs. SCHD - Sectors Allocation Comparison

Sectors
XVLU.TO
SCHD

Technology

44.5%
16.4%

Financial Services

10.4%
9.3%

Healthcare

8.5%
18.8%

Consumer Cyclical

8.4%
6.3%

Communication Services

8.3%
6.3%

Industrials

7.3%
7.5%

Consumer Defensive

4.0%
19.2%

Energy

3.2%
16.2%

Utilities

1.9%
0.0%

Real Estate

1.8%

-

Basic Materials

1.6%
1.2%

Technology

XVLU.TO
44.5%
SCHD
16.4%

Financial Services

XVLU.TO
10.4%
SCHD
9.3%

Healthcare

XVLU.TO
8.5%
SCHD
18.8%

Consumer Cyclical

XVLU.TO
8.4%
SCHD
6.3%

Communication Services

XVLU.TO
8.3%
SCHD
6.3%

Industrials

XVLU.TO
7.3%
SCHD
7.5%

Consumer Defensive

XVLU.TO
4.0%
SCHD
19.2%

Energy

XVLU.TO
3.2%
SCHD
16.2%

Utilities

XVLU.TO
1.9%
SCHD
0.0%

Real Estate

XVLU.TO
1.8%
SCHD

-

Basic Materials

XVLU.TO
1.6%
SCHD
1.2%

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iShares MSCI USA Value Factor Index ETF

Schwab U.S. Dividend Equity ETF

Often compared with XVLU.TO:
XVLU.TO vs. VLUEXVLU.TO vs. VFV.TOXVLU.TO vs. XQLT.TOXVLU.TO vs. XSMC.TOXVLU.TO vs. FCUV.TOXVLU.TO vs. XDU.TOXVLU.TO vs. XDG.TO
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

XVLU.TO vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XVLU.TO
XVLU.TO Risk / Return Rank: 9898
Overall Rank
XVLU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XVLU.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XVLU.TO Omega Ratio Rank: 9797
Omega Ratio Rank
XVLU.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XVLU.TO Martin Ratio Rank: 9898
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XVLU.TO vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) 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.

XVLU.TOSCHDDifference
Sharpe ratioReturn per unit of total volatility
5.59
2.57

+3.02

Sortino ratioReturn per unit of downside risk
7.16
3.98

+3.18

Omega ratioGain probability vs. loss probability

1.96

1.47

+0.50

Calmar ratioReturn relative to maximum drawdown

13.34

6.61

+6.73

Martin ratioReturn relative to average drawdown

55.16

19.13

+36.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XVLU.TO vs. SCHD - Sharpe Ratio Comparison

The current XVLU.TO Sharpe Ratio is 5.59, which is higher than the SCHD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of XVLU.TO 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.

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Sharpe Ratios by Period

XVLU.TOSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.59

2.57

+3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.90

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

1.12

-0.19

Drawdowns

XVLU.TO vs. SCHD - Drawdown Comparison

The maximum XVLU.TO drawdown since its inception was -34.40%, which is greater than SCHD's maximum drawdown of -26.93%. Use the drawdown chart below to compare losses from any high point for XVLU.TO and SCHD.

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Drawdown Indicators

XVLU.TOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-26.93%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-4.30%

-2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-15.30%

-1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-15.30%

-4.86%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.93%

—

Current Drawdown

Current decline from peak

0.00%

-1.22%

+1.22%

Average Drawdown

Average peak-to-trough decline

-6.49%

-2.86%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.48%

+0.26%

Volatility

XVLU.TO vs. SCHD - Volatility Comparison

iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a higher volatility of 7.55% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.63%. This indicates that XVLU.TO'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.

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Volatility by Period

XVLU.TOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

2.63%

+4.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

8.23%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.24%

11.10%

+6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.94%

12.63%

+3.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.82%

15.18%

+3.64%

XVLU.TO vs. SCHD - Expense Ratio Comparison

XVLU.TO has a 0.32% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

XVLU.TO vs. SCHD - Dividend Comparison

XVLU.TO's dividend yield for the trailing twelve months is around 1.12%, less than SCHD's 3.26% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF		3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		1.12%1.75%2.17%2.26%2.51%2.03%2.72%0.68%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XVLU.TO and SCHD have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.32% for XVLU.TO.

XVLU.TO is categorized as Large Cap Value Equities, while SCHD is Dividend. XVLU.TO tracks MSCI USA Enhanced Value Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.32% for XVLU.TO and 0.06% for SCHD.

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