Performance
SPY vs. SCHD - Performance Comparison
In the year-to-date period, SPY achieves a 18.37% return, which is significantly higher than SCHD's 11.52% return. Over the past 10 years, SPY has outperformed SCHD with an annualized return of 12.90%, while SCHD has yielded a comparatively lower 11.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
SPY
SCHD
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SPY vs. SCHD - Expense Ratio Comparison
SPY has a 0.09% expense ratio, which is higher than SCHD's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPY vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 ETF (SPY) 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.
SPY vs. SCHD - Sharpe Ratio Comparison
The current SPY Sharpe Ratio is 2.14, which is higher than the SCHD Sharpe Ratio of 1.49. The chart below compares the 12-month rolling Sharpe Ratio of SPY and SCHD.
SPY
SCHD
Dividends
SPY vs. SCHD - Dividend Comparison
SPY's dividend yield for the trailing twelve months is around 1.22%, less than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SPY vs. SCHD - Drawdown Comparison
The maximum SPY drawdown since its inception was -55.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SPY and SCHD. For additional features, visit the drawdowns tool.
SPY
SCHD
Volatility
SPY vs. SCHD - Volatility Comparison
SPDR S&P 500 ETF (SPY) has a higher volatility of 4.24% compared to Schwab US Dividend Equity ETF (SCHD) at 3.16%. This indicates that SPY'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.
SPY
SCHD
