YLDE vs. SCHD
Compare and contrast key facts about ClearBridge Dividend Strategy ESG ETF (YLDE) and Schwab US Dividend Equity ETF (SCHD).
YLDE and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YLDE is an actively managed fund by Franklin Templeton. It was launched on May 22, 2017. 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: YLDE or SCHD.
Performance
YLDE vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, YLDE achieves a 21.34% return, which is significantly higher than SCHD's 19.50% return.
YLDE
21.34%
4.28%
15.37%
26.68%
12.60%
N/A
SCHD
19.50%
4.83%
15.58%
28.00%
13.00%
11.71%
Key characteristics
| YLDE | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.51 |
| Sortino Ratio | 3.83 | 3.60 |
| Omega Ratio | 1.51 | 1.44 |
| Calmar Ratio | 4.76 | 3.82 |
| Martin Ratio | 16.37 | 13.68 |
| Ulcer Index | 1.63% | 2.05% |
| Daily Std Dev | 9.60% | 11.16% |
| Max Drawdown | -33.23% | -33.37% |
| Current Drawdown | 0.00% | 0.00% |
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YLDE vs. SCHD - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between YLDE and SCHD is 0.68, 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.
Risk-Adjusted Performance
YLDE vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) 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
YLDE vs. SCHD - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 1.35%, less than SCHD's 3.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
YLDE ClearBridge Dividend Strategy ESG ETF | 1.35% | 1.65% | 1.68% | 1.15% | 1.46% | 1.65% | 2.25% | 1.31% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.31% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
YLDE vs. SCHD - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for YLDE and SCHD. For additional features, visit the drawdowns tool.
Volatility
YLDE vs. SCHD - Volatility Comparison
ClearBridge Dividend Strategy ESG ETF (YLDE) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.69% and 3.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.