^DJUS vs. SCHD
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and Schwab US Dividend Equity ETF (SCHD).
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: ^DJUS or SCHD.
Key characteristics
^DJUS | SCHD | |
---|---|---|
YTD Return | 12.47% | 9.70% |
1Y Return | 20.87% | 16.01% |
3Y Return (Ann) | 5.00% | 5.90% |
5Y Return (Ann) | 12.21% | 12.41% |
10Y Return (Ann) | 10.14% | 11.31% |
Sharpe Ratio | 1.58 | 1.35 |
Daily Std Dev | 12.96% | 11.76% |
Max Drawdown | -56.62% | -33.37% |
Current Drawdown | -4.69% | -2.99% |
Correlation
The correlation between ^DJUS and SCHD is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUS vs. SCHD - Performance Comparison
In the year-to-date period, ^DJUS achieves a 12.47% return, which is significantly higher than SCHD's 9.70% return. Over the past 10 years, ^DJUS has underperformed SCHD with an annualized return of 10.14%, while SCHD has yielded a comparatively higher 11.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DJUS vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) 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.
Drawdowns
^DJUS vs. SCHD - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ^DJUS and SCHD. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. SCHD - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.97% compared to Schwab US Dividend Equity ETF (SCHD) at 3.38%. This indicates that ^DJUS'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.