Performance

IWMI+15.74%SCHD+38.81%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
IWMI	-1.31%	+13.19%	+15.74%	—	-8.40%	0.76	14.81%
SCHD	+0.48%	+33.65%	+38.81%	+10.59%	-6.88%	2.56	2.95%

Summary

IWMI vs SCHD

Over the past year, SCHD returned +38.81% against +15.74% for IWMI. SCHD had the higher Sharpe ratio over the past year (2.56 vs 0.76), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.88% for SCHD and -8.40% for IWMI. Dividends over the past year came to 14.81% of IWMI's price, against 2.95% for SCHD.

Current Drawdown

IWMI-5.54%SCHD+0.00%

Rolling Volatility

IWMI+0.83%SCHD+0.75%

METRICS

Correlation Matrix

	IWMI	SCHD
IWMI	1.00	0.35
SCHD	0.35	1.00

Metrics

Risk Indicators

IWMISCHD

Alpha

3.54%

27.64%

Beta

0.96x

0.18x

Sharpe

0.76

2.56

Sortino

1.11

4.51

Omega

1.13

1.52

Calmar

1.87

5.64

Martin

3.80

13.84

Comparisons

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SCHD vs VOO
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IWMI vs SCHD: returns, Sharpe ratio and drawdown

IWMI vs SCHD

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