^SPXEW vs. SCHD

In the year-to-date period, ^SPXEW achieves a 0.57% return, which is significantly higher than SCHD's -3.35% return. Over the past 10 years, ^SPXEW has underperformed SCHD with an annualized return of 7.93%, while SCHD has yielded a comparatively higher 10.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for S&P 500 Equal Weighted Index (^SPXEW) 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.

The current ^SPXEW Sharpe Ratio is 0.45, which is comparable to the SCHD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ^SPXEW 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.

The maximum ^SPXEW drawdown since its inception was -60.83%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ^SPXEW and SCHD.

S&P 500 Equal Weighted Index (^SPXEW) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 4.88% and 4.90%, 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.