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

ETF Info

ISIN

US8085246721

CUSIP

808524672

Issuer

Charles Schwab

Inception Date

Apr 29, 2021

Leveraged

1x

Index Tracked

Dow Jones International Dividend 100 Index

Expense Ratio

SCHY has an expense ratio of 0.14%, which is considered low compared to other funds.


Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

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:
SCHY vs. VYMI SCHY vs. SCHD SCHY vs. SCHF SCHY vs. VIGI SCHY vs. VXUS SCHY vs. WDIV SCHY vs. DHT SCHY vs. VTIAX SCHY vs. BBEU SCHY vs. VT
Popular comparisons:
SCHY vs. VYMI SCHY vs. SCHD SCHY vs. SCHF SCHY vs. VIGI SCHY vs. VXUS SCHY vs. WDIV SCHY vs. DHT SCHY vs. VTIAX SCHY vs. BBEU SCHY vs. VT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab International Dividend 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.


0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.06%
12.27%
SCHY (Schwab International Dividend Equity ETF)
Benchmark (^GSPC)

Returns By Period

Schwab International Dividend Equity ETF had a return of 2.32% year-to-date (YTD) and 6.79% in the last 12 months.


SCHY

YTD

2.32%

1M

-0.61%

6M

4.06%

1Y

6.79%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

26.52%

1M

0.66%

6M

12.27%

1Y

30.56%

5Y (annualized)

13.80%

10Y (annualized)

11.69%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.06%-0.33%0.70%-2.72%3.73%-2.31%6.11%4.00%1.67%-5.88%-1.02%2.32%
20236.42%-3.90%3.05%3.26%-4.39%3.86%3.09%-4.09%-2.83%-2.50%7.20%5.29%14.26%
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%
2021-1.04%4.57%-0.79%1.48%-0.00%-4.56%2.02%-3.44%6.26%4.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHY is 19, indicating that it is in the bottom 19% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCHY is 1919
Overall Rank
The Sharpe Ratio Rank of SCHY is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 1717
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 Dividend Equity ETF (SCHY) 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 SCHY, currently valued at 0.62, compared to the broader market0.002.004.000.622.54
The chart of Sortino ratio for SCHY, currently valued at 0.93, compared to the broader market-2.000.002.004.006.008.0010.0012.000.933.39
The chart of Omega ratio for SCHY, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.47
The chart of Calmar ratio for SCHY, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.723.66
The chart of Martin ratio for SCHY, currently valued at 1.99, compared to the broader market0.0020.0040.0060.0080.00100.001.9916.25
SCHY
^GSPC

The current Schwab International Dividend Equity ETF Sharpe ratio is 0.62. 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 Dividend 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.62
2.54
SCHY (Schwab International Dividend Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab International Dividend Equity ETF provided a 3.21% dividend yield over the last twelve months, with an annual payout of $0.78 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.78$0.98$0.82$0.45

Dividend yield

3.21%3.97%3.68%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
2024$0.00$0.00$0.16$0.00$0.00$0.35$0.00$0.00$0.28$0.00$0.00$0.00$0.78
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$0.40$0.45

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
-7.65%
-0.91%
SCHY (Schwab International Dividend Equity ETF)
Benchmark (^GSPC)

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 7.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.04%Feb 10, 2022158Sep 27, 2022313Dec 26, 2023471
-9.39%Sep 27, 202434Nov 13, 2024
-7.47%Jun 15, 2021119Dec 1, 202129Jan 12, 2022148
-5.25%Jan 16, 202464Apr 16, 202419May 13, 202483
-4.53%May 20, 202420Jun 17, 202420Jul 17, 202440

Volatility

Volatility Chart

The current Schwab International Dividend Equity ETF volatility is 2.52%, 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
2.52%
2.24%
SCHY (Schwab International Dividend Equity ETF)
Benchmark (^GSPC)
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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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