PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
^DJUS vs. SCHD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUS and SCHD is 0.85, 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.


-0.50.00.51.00.9

Performance

^DJUS vs. SCHD - Performance Comparison

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

320.00%340.00%360.00%380.00%400.00%420.00%440.00%JulyAugustSeptemberOctoberNovemberDecember
384.68%
400.07%
^DJUS
SCHD

Key characteristics

Sharpe Ratio

^DJUS:

2.07

SCHD:

1.17

Sortino Ratio

^DJUS:

2.75

SCHD:

1.72

Omega Ratio

^DJUS:

1.38

SCHD:

1.21

Calmar Ratio

^DJUS:

3.08

SCHD:

1.65

Martin Ratio

^DJUS:

13.09

SCHD:

5.56

Ulcer Index

^DJUS:

2.02%

SCHD:

2.36%

Daily Std Dev

^DJUS:

12.77%

SCHD:

11.24%

Max Drawdown

^DJUS:

-56.62%

SCHD:

-33.37%

Current Drawdown

^DJUS:

-1.28%

SCHD:

-5.73%

Returns By Period

In the year-to-date period, ^DJUS achieves a 26.05% return, which is significantly higher than SCHD's 12.72% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUS having a 10.91% annualized return and SCHD not far ahead at 10.97%.


^DJUS

YTD

26.05%

1M

0.69%

6M

10.97%

1Y

26.40%

5Y*

12.91%

10Y*

10.91%

SCHD

YTD

12.72%

1M

-5.15%

6M

8.36%

1Y

13.14%

5Y*

11.20%

10Y*

10.97%

Compare stocks, funds, or ETFs

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


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.


Sharpe ratio
The chart of Sharpe ratio for ^DJUS, currently valued at 2.07, compared to the broader market-0.500.000.501.001.502.002.502.071.17
The chart of Sortino ratio for ^DJUS, currently valued at 2.75, compared to the broader market-1.000.001.002.003.002.751.72
The chart of Omega ratio for ^DJUS, currently valued at 1.38, compared to the broader market0.901.001.101.201.301.401.381.21
The chart of Calmar ratio for ^DJUS, currently valued at 3.08, compared to the broader market0.001.002.003.003.081.65
The chart of Martin ratio for ^DJUS, currently valued at 13.09, compared to the broader market0.005.0010.0015.0013.095.56
^DJUS
SCHD

The current ^DJUS Sharpe Ratio is 2.07, which is higher than the SCHD Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of ^DJUS and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.07
1.17
^DJUS
SCHD

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.28%
-5.73%
^DJUS
SCHD

Volatility

^DJUS vs. SCHD - Volatility Comparison

Dow Jones U.S. Index (^DJUS) has a higher volatility of 4.11% compared to Schwab US Dividend Equity ETF (SCHD) at 3.55%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
3.55%
^DJUS
SCHD
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab