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ISIN
US8085246721
CUSIP
808524672
Inception Date
Apr 29, 2021
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones International Dividend 100 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$2B

Share Price Chart


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Performance

SCHY Performance Chart

Schwab International Dividend Equity ETF (SCHY) is up 8.3% since the beginning of the year. SCHY is currently trading at $32 per share. Investors who bought $1,000 worth of SCHY shares 5 years ago would now be looking at an investment worth $1,458.


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S&P 500 Index

Returns By Period

Schwab International Dividend Equity ETF (SCHY) has returned 8.25% so far this year and 21.88% over the past 12 months.


Schwab International Dividend Equity ETF

1D
0.72%
1M
-0.28%
YTD
8.25%
6M
10.91%
1Y
21.88%
3Y*
15.12%
5Y*
7.84%
10Y*

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY Monthly Returns History

Based on dividend-adjusted daily data since Apr 29, 2021, SCHY's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +10.6%, while the worst month was Jun 2022 at -7.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SCHY closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +4.5%, while the worst single day was Apr 4, 2025 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.47%7.89%-6.14%2.34%-0.22%-0.74%8.25%
20253.03%2.27%4.76%3.90%2.73%2.26%-1.57%4.16%0.54%1.22%4.24%2.25%33.98%
2024-1.06%-0.33%0.70%-2.72%3.73%-2.31%6.11%4.00%1.67%-5.88%-1.02%-4.01%-1.79%
20236.42%-3.90%3.05%3.26%-4.39%3.86%3.09%-4.09%-2.83%-2.50%7.20%5.29%14.27%
20220.57%-0.72%0.23%-5.02%0.82%-7.57%1.16%-5.10%-7.32%4.70%10.64%-0.78%-9.43%
2021-1.66%4.57%-0.79%1.48%-0.00%-4.56%2.02%-3.44%6.26%3.42%

Benchmark Metrics

Schwab International Dividend Equity ETF has an annualized alpha of 2.63%, beta of 0.52, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since April 29, 2021.

  • This ETF participated in 61.33% of S&P 500 Index downside but only 57.74% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.52 may look defensive, but with R2 of 0.44 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.63%
Beta
0.52
0.44
Upside Capture
57.74%
Downside Capture
61.33%

Expense Ratio

SCHY has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

SCHY ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SCHY Risk / Return Rank: 5959
Overall Rank
SCHY Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHY Omega Ratio Rank: 6161
Omega Ratio Rank
SCHY Calmar Ratio Rank: 5555
Calmar Ratio Rank
SCHY Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and compare them to S&P 500 Index.


SCHYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.32

1.35

-0.02

Calmar ratioReturn relative to maximum drawdown

2.41

2.54

-0.13

Martin ratioReturn relative to average drawdown

7.52

11.58

-4.06

Dividends

Dividend History

Schwab International Dividend Equity ETF provided a 3.43% dividend yield over the last twelve months, with an annual payout of $1.10 per share.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.20$0.40$0.60$0.80$1.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$1.10$1.06$1.07$0.98$0.82$0.44

Dividend yield

3.43%3.55%4.64%3.97%3.67%1.73%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.00$0.00$0.00$0.18
2025$0.00$0.00$0.14$0.00$0.00$0.35$0.00$0.00$0.25$0.00$0.00$0.32$1.06
2024$0.00$0.00$0.16$0.00$0.00$0.35$0.00$0.00$0.27$0.00$0.00$0.29$1.07
2023$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.69$0.98
2022$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.59$0.82
2021$0.05$0.00$0.00$0.00$0.00$0.00$0.39$0.44

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab International Dividend 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 Dividend Equity ETF was 24.04%, occurring on Sep 27, 2022. Recovery took 313 trading sessions.

The current Schwab International Dividend Equity ETF drawdown is 4.87%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.04%Sep 2022
7mo 19d1y 3mo
1y 10moFeb 2022 - Dec 2023
2025 correction2025
-12.16%Jan 2025
3mo 18d3mo 9d
6mo 27dSep 2024 - Apr 2025
2026 pullback2026
-9.11%Mar 2026
18d
3mo 10dMar 2026 - now
2021 pullback2021
-7.47%Dec 2021
5mo 19d1mo 12d
7mo 1dJun 2021 - Jan 2022
2024 pullback2024
-5.25%Apr 2024
3mo 1d27d
3mo 28dJan 2024 - May 2024

Drawdown Indicators


SCHYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.04%

-56.78%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-9.10%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-18.90%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-25.43%

+1.39%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.87%

-2.93%

-1.94%

Average Drawdown

Average peak-to-trough decline

-4.97%

-10.72%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.99%

+0.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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