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Schwab International Equity ETF (SCHF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8085248057
CUSIP808524805
IssuerCharles Schwab
Inception DateNov 3, 2009
RegionDeveloped Markets (Broad)
CategoryForeign Large Cap Equities
Index TrackedFTSE Developed ex U.S. Index
Home Pagewww.schwabfunds.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Schwab International Equity ETF has an expense ratio of 0.06% which is considered to be low.


0.50%1.00%1.50%2.00%0.06%

Share Price Chart


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Compare to other instruments

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


Schwab International Equity ETF

Popular comparisons: SCHF vs. VXUS, SCHF vs. VEA, SCHF vs. SCHY, SCHF vs. IXUS, SCHF vs. SWISX, SCHF vs. SCHE, SCHF vs. SPDW, SCHF vs. FNDF, SCHF vs. SCHB, SCHF vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab International Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.97%
15.73%
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab International Equity ETF had a return of 1.79% year-to-date (YTD) and 8.69% in the last 12 months. Over the past 10 years, Schwab International Equity ETF had an annualized return of 4.56%, while the S&P 500 had an annualized return of 10.53%, indicating that Schwab International Equity ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.79%6.12%
1 month-2.29%-1.08%
6 months12.97%15.73%
1 year8.69%22.34%
5 years (annualized)6.12%11.82%
10 years (annualized)4.56%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.95%3.00%3.47%
2023-3.71%-3.18%8.61%5.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHF is 44, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of SCHF is 4444
Schwab International Equity ETF(SCHF)
The Sharpe Ratio Rank of SCHF is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 4343Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 4242Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 4949Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SCHF
Sharpe ratio
The chart of Sharpe ratio for SCHF, currently valued at 0.67, compared to the broader market0.002.004.000.67
Sortino ratio
The chart of Sortino ratio for SCHF, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.0010.001.03
Omega ratio
The chart of Omega ratio for SCHF, currently valued at 1.12, compared to the broader market1.001.502.002.501.12
Calmar ratio
The chart of Calmar ratio for SCHF, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.000.53
Martin ratio
The chart of Martin ratio for SCHF, currently valued at 2.07, compared to the broader market0.0020.0040.0060.0080.002.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current Schwab International Equity ETF Sharpe ratio is 0.67. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.67
1.89
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab International Equity ETF granted a 2.91% dividend yield in the last twelve months. The annual payout for that period amounted to $1.10 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.10$1.10$0.90$1.24$0.75$0.99$0.87$0.80$0.71$0.62$0.84$0.70

Dividend yield

2.91%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab International Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.70
2022$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.63
2021$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.90
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.51
2019$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.73
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.71
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.62
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.84
2013$0.70

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.81%
-3.66%
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab International Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Schwab International Equity ETF was 34.87%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Schwab International Equity ETF drawdown is 3.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.87%Jan 29, 2018541Mar 23, 2020163Nov 11, 2020704
-29.14%Sep 7, 2021278Oct 12, 2022341Feb 22, 2024619
-26.37%May 2, 2011108Oct 3, 2011393Apr 29, 2013501
-23.69%Jul 7, 2014405Feb 11, 2016309May 4, 2017714
-19.22%Apr 15, 201037Jun 7, 201087Oct 8, 2010124

Volatility

Volatility Chart

The current Schwab International Equity ETF volatility is 3.02%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.02%
3.44%
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)