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

ETF Info

ISIN

US8085248057

CUSIP

808524805

Issuer

Charles Schwab

Inception Date

Nov 3, 2009

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

FTSE Developed ex U.S. Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SCHF has an expense ratio of 0.06%, which is considered low compared to other funds.


Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.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.


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


150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
169.91%
467.32%
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)

Returns By Period

Schwab International Equity ETF had a return of 3.76% year-to-date (YTD) and 4.83% in the last 12 months. Over the past 10 years, Schwab International Equity ETF had an annualized return of 6.33%, while the S&P 500 had an annualized return of 11.06%, indicating that Schwab International Equity ETF did not perform as well as the benchmark.


SCHF

YTD

3.76%

1M

-1.69%

6M

-0.47%

1Y

4.83%

5Y*

6.44%

10Y*

6.33%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SCHF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.95%3.00%3.47%-3.46%4.62%-0.66%2.86%3.16%0.86%-5.01%0.41%3.76%
20239.03%-3.42%2.59%2.76%-3.58%5.70%2.97%-3.92%-3.71%-3.18%8.61%7.76%22.13%
2022-3.42%-2.80%0.63%-6.84%1.93%-8.21%5.12%-5.84%-9.64%5.90%12.72%-2.23%-14.04%
2021-0.75%2.46%2.73%2.98%3.59%0.01%0.33%1.19%-3.37%3.26%-4.45%4.18%12.37%
2020-2.85%-7.38%-14.61%6.23%5.36%3.68%2.42%4.92%-1.78%-3.44%14.18%7.06%11.08%
20197.20%2.40%0.61%2.87%-5.22%6.82%-1.96%-1.88%3.21%3.14%1.25%3.34%23.25%
20184.84%-5.32%-0.32%1.42%-1.70%-1.67%2.51%-1.89%0.87%-8.41%0.52%-5.40%-14.29%
20173.65%0.98%3.11%2.14%3.47%0.66%2.86%-0.12%2.51%1.82%0.76%1.59%26.03%
2016-5.41%-2.95%7.15%2.36%-0.36%-1.95%4.06%0.60%1.44%-2.22%-1.53%5.14%5.76%
20150.07%5.88%-1.31%4.04%-0.32%-2.81%0.85%-6.90%-4.33%6.58%-0.96%-2.42%-2.49%
2014-4.73%4.96%-0.10%1.52%1.66%1.45%-2.09%0.37%-4.29%-0.42%-0.03%-0.85%-2.89%
20132.62%-1.01%1.09%4.27%-2.96%-3.30%5.84%-1.80%7.35%3.16%0.73%4.50%21.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHF is 31, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCHF is 3131
Overall Rank
The Sharpe Ratio Rank of SCHF is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 2828
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 2828
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 3030
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for SCHF, currently valued at 0.51, compared to the broader market0.002.004.000.512.10
The chart of Sortino ratio for SCHF, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.000.772.80
The chart of Omega ratio for SCHF, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.39
The chart of Calmar ratio for SCHF, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.693.09
The chart of Martin ratio for SCHF, currently valued at 1.97, compared to the broader market0.0020.0040.0060.0080.00100.001.9713.49
SCHF
^GSPC

The current Schwab International Equity ETF Sharpe ratio is 0.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab International Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.10
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab International Equity ETF provided a 3.28% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.60$0.55$0.90$0.81$0.75$0.50$0.87$0.80$0.36$0.62$0.84$0.35

Dividend yield

3.28%2.97%5.61%4.19%4.16%2.95%6.12%4.70%2.58%4.51%5.80%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.42$0.60
2023$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.35$0.55
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$0.90
2021$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.47$0.81
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$0.75
2019$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.37$0.50
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$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$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$0.36$0.36
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$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$0.84
2013$0.35$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.43%
-2.62%
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 34.64%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Schwab International Equity ETF drawdown is 9.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.64%Jan 21, 202044Mar 23, 2020163Nov 11, 2020207
-28.51%Sep 7, 2021278Oct 12, 2022295Dec 14, 2023573
-26.37%May 2, 2011108Oct 3, 2011331Jan 29, 2013439
-23.12%May 18, 2015187Feb 11, 2016282Mar 27, 2017469
-22.24%Jan 29, 2018229Dec 24, 2018267Jan 16, 2020496

Volatility

Volatility Chart

The current Schwab International Equity ETF volatility is 3.55%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
3.79%
SCHF (Schwab International Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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