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

XVLU.TO vs. SCHD

Last updated Aug 2, 2026
Documentation

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 17.99%/yr vs 12.16%/yr for SCHD. Their 0.45 correlation means their historical movements had little consistent relationship. 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 43.58% return, which is significantly higher than SCHD's 26.90% return.

XVLU.TO

1D
-0.99%
1M
-2.56%
6M
34.63%
YTD
43.58%
1Y
77.06%
3Y*
30.11%
5Y*
17.99%
10Y*
—
ALL TIME*
16.06%

SCHD

1D
0.00%
1M
1.84%
6M
18.48%
YTD
26.90%
1Y
33.00%
3Y*
16.50%
5Y*
12.16%
10Y*
13.50%
ALL TIME*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SCHD

Schwab U.S. Dividend Equity ETF
CA$1.11BCA$1.01BCA$957.48M

XVLU.TO

iShares MSCI USA Value Factor Index ETF
CA$785.18KCA$1.60MCA$3.76M

XVLU.TO vs. SCHD - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XVLU.TO
iShares MSCI USA Value Factor Index ETF		43.58%26.17%15.37%11.09%-8.87%28.64%-3.66%6.32%
SCHD
Schwab U.S. Dividend Equity ETF		26.90%-0.42%21.11%2.06%2.87%29.81%12.30%5.39%

Correlation

The correlation between XVLU.TO and SCHD is 0.35, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.35

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2019

0.45

XVLU.TO vs. SCHD - Sectors Allocation Comparison

Sectors
XVLU.TO
SCHD

Technology

39.6%
12.7%

Financial Services

11.4%
9.9%

Consumer Cyclical

10.1%
7.7%

Communication Services

9.3%
6.2%

Healthcare

8.1%
20.8%

Industrials

8.1%
7.8%

Consumer Defensive

4.5%
20.6%

Energy

3.2%
14.1%

Utilities

2.1%
0.1%

Real Estate

1.9%

-

Basic Materials

1.4%
1.2%

Technology

XVLU.TO
39.6%
SCHD
12.7%

Financial Services

XVLU.TO
11.4%
SCHD
9.9%

Consumer Cyclical

XVLU.TO
10.1%
SCHD
7.7%

Communication Services

XVLU.TO
9.3%
SCHD
6.2%

Healthcare

XVLU.TO
8.1%
SCHD
20.8%

Industrials

XVLU.TO
8.1%
SCHD
7.8%

Consumer Defensive

XVLU.TO
4.5%
SCHD
20.6%

Energy

XVLU.TO
3.2%
SCHD
14.1%

Utilities

XVLU.TO
2.1%
SCHD
0.1%

Real Estate

XVLU.TO
1.9%
SCHD

-

Basic Materials

XVLU.TO
1.4%
SCHD
1.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI USA Value Factor Index ETF

Schwab U.S. Dividend Equity ETF

Often compared with XVLU.TO:
XVLU.TO vs. VFV.TOXVLU.TO vs. VLUEXVLU.TO vs. XQLT.TOXVLU.TO vs. XSMC.TOXVLU.TO vs. FCUV.TOXVLU.TO vs. ZVU.TOXVLU.TO vs. XDU.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 historical risk-adjusted metric ranks over the past 12 months.
XVLU.TO
XVLU.TO Risk / Return Rank: 9797
Overall Rank
XVLU.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XVLU.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
XVLU.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XVLU.TO Calmar Ratio Rank: 9797
Calmar Ratio Rank
XVLU.TO Martin Ratio Rank: 9797
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 9595
Overall Rank
SCHD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 9696
Sortino Ratio Rank
SCHD Omega Ratio Rank: 9494
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCHD Martin Ratio Rank: 9393
Martin Ratio Rank
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.

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.

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.

XVLU.TOSCHDDifference
Sharpe ratioReturn per unit of total volatility
3.63
2.71

+0.92

Sortino ratioReturn per unit of downside risk
4.58
4.14

+0.45

Omega ratioGain probability vs. loss probability

1.61

1.47

+0.14

Calmar ratioReturn relative to maximum drawdown

8.01

7.93

+0.08

Martin ratioReturn relative to average drawdown

27.17

20.64

+6.53

XVLU.TO vs. SCHD - Sharpe Ratio Comparison

The current XVLU.TO Sharpe Ratio is 3.63, which is higher than the SCHD Sharpe Ratio of 2.71. 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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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 -27.31%. 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%

-27.31%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-4.14%

-5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-15.24%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-15.24%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

—

-27.31%

—

Current Drawdown

Current decline from peak

-8.12%

-2.03%

-6.09%

Average Drawdown

Average peak-to-trough decline

-6.44%

-3.02%

-3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

1.59%

+1.13%

Volatility

XVLU.TO vs. SCHD - Volatility Comparison

iShares MSCI USA Value Factor Index ETF (XVLU.TO) has a higher volatility of 6.68% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.58%. 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

6.68%

4.58%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

17.41%

9.07%

+8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

12.19%

+8.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

15.57%

+1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

17.85%

+1.26%

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 1.17%, less than SCHD's 3.13% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		1.17%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 0.35, 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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