Fund index
SCHD
47 articles on this site analyse SCHD — 12 of them head-on.
Measured concentration
as of 2026-05-31SCHD reports 102 positions, but the weights make it behave like about 32.1 equally weighted ones. Computed by this site from the fund's SEC Form N-PORT filing — see what this measure does not tell you and the full table.
The same filing says what kind of price those positions carry: 100% of SCHD is held at a quoted market price, across 4 issuer countries . Comparisons across every fund are in the valuation table, and what a low share does and does not mean is worth reading before drawing a conclusion from it.
Every filing since 2019
27Between 2019-11-30 and 2026-05-31, SCHD went from behaving like 35.8 equally weighted positions to 32.1 — 10% fewer, while its top ten went from 42.38% to 43.56% of net assets. Read across the funds on the concentration-over-time table.
| Period | Holdings | Effective | Top 10 | Largest |
|---|---|---|---|---|
| 2026-05-31 | 102 | 32.1 | 43.56% | 6.74% |
| 2026-02-28 | 100 | 33.8 | 42.53% | 4.82% |
| 2025-11-30 | 102 | 34.7 | 42.31% | 4.98% |
| 2025-08-31 | 103 | 35.6 | 41.34% | 4.38% |
| 2025-05-31 | 101 | 35.6 | 41.21% | 4.36% |
| 2025-02-28 | 99 | 34 | 42.6% | 4.78% |
| 2024-11-30 | 102 | 35.9 | 40.59% | 4.48% |
| 2024-08-31 | 103 | 35.1 | 41.04% | 4.49% |
| 2024-05-31 | 100 | 35.2 | 41.27% | 4.69% |
| 2024-02-29 | 103 | 34.6 | 42.12% | 5.1% |
| 2023-11-30 | 104 | 35.5 | 40.25% | 4.54% |
| 2023-08-31 | 102 | 34.9 | 40.67% | 4.47% |
| 2023-05-31 | 102 | 33.3 | 42.68% | 5.38% |
| 2023-02-28 | 101 | 37.6 | 40.27% | 4.69% |
| 2022-11-30 | 102 | 36.4 | 41% | 4.66% |
| 2022-08-31 | 101 | 36.8 | 40.82% | 4.44% |
| 2022-05-31 | 103 | 37.1 | 40.72% | 4.6% |
| 2022-02-28 | 104 | 37.4 | 40.39% | 4.57% |
| 2021-11-30 | 103 | 36.2 | 41.38% | 4.87% |
| 2021-08-31 | 104 | 35.6 | 41.71% | 4.57% |
| 2021-05-31 | 103 | 36.5 | 40.46% | 4.38% |
| 2021-02-28 | 100 | 40.5 | 37.71% | 4.88% |
| 2020-11-30 | 104 | 38.9 | 39.29% | 4.63% |
| 2020-08-31 | 103 | 35.9 | 42.47% | 5.84% |
| 2020-05-31 | 97 | 33.1 | 44.36% | 5.92% |
| 2020-02-29 | 100 | 33.5 | 45.44% | 5.12% |
| 2019-11-30 | 102 | 35.8 | 42.38% | 4.79% |
One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.
Most often compared against
5Measures applied to it
8All articles
47-
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VYMI vs IDV: International Dividend ETFs — Yield, Country Risk, and the Currency Drag
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QYLD vs JEPI vs DIVO: Three Covered-Call Mechanics and the Return-of-Capital Question
The three funds sell options in structurally different ways, and over the trailing five years the highest-yielding fund (QYLD, 5.9%) delivered the lowest...
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RSP vs VOO: Does Equal-Weighting the S&P 500 Actually Beat Cap-Weighting?
Over the trailing five and ten years, cap-weighted VOO beat equal-weighted RSP on total return — and it did so at a lower fee (0.03% vs 0.20%)....
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How Much ETF Overlap Is Too Much? Measuring Redundancy in a Long-Term Core
Holding VOO, QQQ, and VGT together does not add diversification — it stacks three different wrappers around the same mega-cap names, so the second and third...
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DGRO vs SCHD: Two Dividend-Growth Approaches — Breadth vs Concentration
DGRO holds 400+ names with a lower 1.96% yield and a growth lean; SCHD holds roughly 100 with a 3.25% yield and a sharper value-quality tilt — same...
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CALF vs AVUV: Small-Cap Free Cash Flow vs Small-Cap Value — Two Quality Screens
Both funds screen small-caps for "quality," but on different variables: CALF ranks by free-cash-flow yield, AVUV by valuation crossed with profitability....
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Spot Bitcoin ETFs and the Long-Term Core: An Honest Assessment of Role and Risk
A spot Bitcoin ETF like IBIT solves the custody and access problem cleanly, but the wrapper does not change the underlying asset's risk profile — it still...
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VNQ vs SCHH: Two REIT Index ETFs — Holdings, Yield, and Realized Risk
VNQ and SCHH are both broad U.S. equity REIT index funds with nearly identical realized volatility (~18.8% vs ~18.7% over five years), so the decision...
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VYM vs SCHD: High Yield vs Dividend Quality — Two Different Bets on Income
VYM and SCHD both market themselves as dividend funds, but they are built on different screens — VYM ranks the broad market by forward yield; SCHD filters...
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SPY vs VOO vs IVV: The Three S&P 500 ETFs — Fees, Structure, and Tracking Difference
All three track the same S&P 500 index; over five years their total returns and drawdowns sit within a rounding error of one another. The real separation is...
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SCHD vs JEPI: Dividend Growth vs Covered-Call Income — Which Belongs in a Long-Term Core?
JEPI pays more than twice SCHD's yield (8.5% vs 3.3%), but over the trailing five years SCHD delivered the higher total return (8.4% vs 7.3% CAGR). JEPI's...
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The Mulden Hybrid Portfolio Framework: Quarterly Review (Q2 2026)
Across the 5-year window ending Q2 2026, the framework's diversifiers (gold) and growth tilt (QQQM) carried the return, while the bond sleeve (BND)...
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DIVZ vs SCHD vs NOBL: Three 'Quality Dividend' Approaches Compared
Three funds, three different definitions of "quality dividend": SCHD screens on financial strength plus yield, NOBL filters by 25+ years of consecutive...
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The Ultimate 2026 Hybrid Portfolio: How to Mix Classic ETFs with AI Quant
The hybrid framework — a low-cost passive core plus a small AI-quant satellite — only earns its keep when the satellite delivers exposure the core does not....
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COWZ vs. FCTR: Free Cash Flow Focus vs. AI Multi-Factor Optimization
Over the trailing five years, COWZ compounded at 10.6% per year while FCTR managed 2.9%, with a deeper drawdown — the simpler rule beat the adaptive model...
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NOBL vs. DGRW: Dividend Aristocrats vs. AI-Filtered Quality Dividend Growth
Over the past five years, DGRW returned 11.8% annualized versus NOBL's 5.7% — a 6.1-point gap, with DGRW showing slightly lower volatility and drawdown....
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AGG vs. BNDI: Total Bond Market vs. AI-Driven Active Fixed Income Strategy
AGG and BNDI hold roughly the same investment-grade bond universe in their core. The difference is one decision: BNDI writes options on top of that core to...
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AVUV vs. SYLD: Deep Value Small-Cap vs. AI-Driven Shareholder Yield Selection
AVUV is a small-cap-value factor sleeve built on the Fama-French academic playbook. SYLD is an all-cap rules-based screen on dividends, buybacks, and debt...
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JEPI vs. AIPI: High-Yield Income vs. AI-Powered Options Overlay Strategy
JEPI pays an 8.4% distribution yield against a five-year track record (CAGR 8.2%, max drawdown -13.7%) and runs $44.0B in assets — a credible defensive...
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SCHD vs. DIVZ: Traditional Dividend Growth vs. AI-Enhanced Yield Strategy
Over the trailing five years DIVZ outpaced SCHD by roughly 90 bp per year on total return, with lower realized volatility — but at roughly ten times the...
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SCHD vs VIG: A Quantitative Analysis of Dividend Quality Factors
VIG outpaced SCHD by roughly 160 basis points per year over the trailing five years (10.3% vs 8.7% CAGR), driven by its broader sector reach and...
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Why "Factor Investing" Still Works: Applying Fama-French Models in the AI Era
The Fama-French factors weren't a trading edge that AI could arbitrage away — they were compensation for risks investors still won't bear cheerfully, plus...
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Roles Before Tickers: A Framework for Long-Horizon ETF Allocation
A durable long-horizon portfolio is a system of roles — broad equity, factor tilt, income/quality, defensive cash — not a list of favorite tickers. The five...
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The Arithmetic of a -30% Drawdown: Recovery Math, Allocation, and What the Data Actually Says
A -30% drawdown requires a +43% return to break even; -50% requires +100%. The asymmetry is the whole story. Across the 2021–2026 window, realized maximum...
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Asset Allocation in Practice: How 10% Weight Shifts Reshape Long-Term Outcomes
Across the trailing five years (2021-2026), a defensive blend (VOO 50 / SCHD 30 / SGOV 20) produced a roughly 10.1% blended CAGR, while a growth-tilted...
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The Rationale Behind a Five-ETF Long-Term Core: VOO, QQQM, SCHD, VXUS, AVUV
Five funds with non-overlapping roles — broad US beta (VOO), large-cap growth tilt (QQQM), dividend-quality (SCHD), ex-US developed and emerging (VXUS), and...
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The Final-Decade Asymmetry: How Long-Horizon ETF Compounding Actually Distributes
The arithmetic of a 30-year, $500/month plan at a 9% nominal CAGR has roughly 80% of the terminal balance coming from compounded returns, not from...
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How to Start ETF Investing: The Complete 2026 Roadmap
Starting an ETF portfolio is a sequence of four decisions — horizon, account type, allocation, rebalancing rule. Get that sequence right and the ticker...
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VPU vs XLU: A Fee, Liquidity, and Concentration Comparison for Long-Horizon Utility Exposure
VPU (0.09%) and XLU (0.08%) are functionally near-identical at the top of the basket — the holdings overlap is far more important than the 1 bp fee gap....
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The Yield-vs-Growth Question in 2026: Reading SCHD Against VOO, QQQM, AVUV, and ROE
With the 10-year Treasury at 4.5% and CPI still running near 3.9% YoY, the opportunity cost of holding a US dividend tilt is no longer zero — but the...
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Planning the Handoff: A Framework for Tax-Efficient Wealth Transfer
Tax-efficient wealth transfer is mostly a cost-basis problem: gift during life and you trade the step-up at death for decades of compounding in the...
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"The Curse of Sequence Risk" – Protecting Your 30-Year Plan from a Pre-Retirement Crash
Sequence-of-returns risk is path-dependent: identical 30-year averages produce wildly different outcomes once withdrawals start, because losses early in...
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The Boredom Plateau: Why Year 10 Tests More Portfolios Than the First Crash
The greatest risk to a 30-year portfolio isn't a crash; it's the quiet stretch around years five to ten when nothing dramatic happens and the holder reaches...
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SCHD vs VOO: What the Data Actually Says About Dividend Yield and Total Return
Over the trailing 10 years, VOO compounded at 15.6% annualized vs SCHD at 12.7% — a meaningful gap driven mostly by the post-2020 large-cap growth regime,...
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Re-evaluating the 4% Rule: Sequence Risk, Yield, and Dynamic Withdrawal in 2026
The 4% rule was calibrated by Bengen (1994) on 1926-1976 US data. It never promised safety — only a ~95% historical success rate over a 30-year horizon,...
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Buy and Hold in 2026: What Rebalancing Discipline Actually Adds to Long-Term ETF Returns
Buy-and-hold is still the right base case for long-horizon ETF investors, but pure drift quietly converts a balanced portfolio into something the investor...
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SGOV and Gold in a 4.5% World: Rethinking the Defensive Sleeve for 2026
With SGOV's distribution yield at 3.9% and the 10-year Treasury at 4.47% (FRED, asof 2026-05-14), the opportunity cost of holding non-yielding gold is...
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VOO, QQQM, and SCHD: What Five-Year Risk and Return Actually Say About a Long-Term Core
QQQM produced the highest five-year CAGR (17.6%), but at 22.3% realized volatility and a −35.0% drawdown — a single-regime number, not a permanent ranking....
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SCHD, AVUV, and VXUS During the Iran–U.S. War Shock Dividend Stability, Small-Cap Risk, and Global Exposure — A Data-Driven ETF Analysis
SCHD, AVUV, and VXUS occupy three different rows of the factor matrix — quality-dividend, small-cap value, and international beta. The realized data...
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SGOV, VOO, and QQQM Under Geopolitical Stress: What Oil, Yields, and Volatility Reveal
SGOV's effective duration near zero made it behave as designed during the recent oil-driven inflation scare — essentially flat while the equity sleeves...
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If War Triggers a Market Correction, Do Long-Term ETF Investors Actually Lose Money? (10+ Year Analysis)
Across decades of S&P 500 history, the median geopolitical shock produces a sharp initial drop followed by a positive 12-month return — recovery is...
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If the Nasdaq 100 Corrects 20%, Will Long-Term Investors Lose Money? (10+ Year Analysis)
A 20% Nasdaq-100 drawdown is the index's textbook resting state, not its tail event — the real long-term risk lives in the 50% and 80% drawdowns sitting in...
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Single-Country ETFs vs Global Diversification: A Structural Long-Horizon Comparison
A single-country ETF and a broad ex-US fund look comparable at a glance, but they sit on opposite sides of a diversification trade — one is a concentrated...
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AVUV and the Case for Small-Cap Value Patience
AVUV is a quality-screened small-cap value ETF: factor exposure with a profitability filter, not pure book-to-market deep value. The five-year record (10.8%...
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SCHD and the Power of Dividend Discipline
SCHD is not a yield product — it is a quality screen (return on equity, cash flow / debt, five-year dividend growth) that happens to express itself through...
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VOO vs QQQM: Which ETF Is Better for Long-Term Investing in 2026?
Mentions are detected across the full text of every article, so an appearance may be a passing comparison rather than the subject. Nothing here is a recommendation to buy or sell — see the disclaimer.