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

ETF Info

ISIN

US8085246721

CUSIP

808524672

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.


Share Price Chart


Loading data...

Compare to other instruments

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


Performance

Performance Chart


Loading data...

Returns By Period

Schwab International Dividend Equity ETF (SCHY) returned 13.82% year-to-date (YTD) and 11.09% over the past 12 months.


SCHY

YTD

13.82%

1M

4.76%

6M

11.35%

1Y

11.09%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.19%

1M

9.00%

6M

-1.55%

1Y

12.31%

5Y*

15.59%

10Y*

10.78%

*Annualized

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
20253.03%2.27%4.76%3.90%-0.76%13.82%
2024-1.06%-0.33%0.70%-2.72%3.73%-2.31%6.11%4.00%1.67%-5.88%-1.01%-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%
2021-1.04%4.57%-0.79%1.48%-0.00%-4.56%2.02%-3.44%6.25%4.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHY is 71, 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 SCHY is 7171
Overall Rank
The Sharpe Ratio Rank of SCHY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 5858
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Schwab International Dividend Equity ETF Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.82
  • All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Schwab International Dividend Equity ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

Dividends

Dividend History

Schwab International Dividend Equity ETF provided a 4.02% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The fund has been increasing its distributions for 3 consecutive years.


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$1.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$1.05$1.07$0.98$0.82$0.44

Dividend yield

4.02%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
2025$0.00$0.00$0.14$0.00$0.00$0.14
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.


Loading data...

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 1.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.04%Feb 10, 2022158Sep 27, 2022313Dec 26, 2023471
-12.16%Sep 27, 202473Jan 13, 202568Apr 22, 2025141
-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 chart below shows the rolling one-month volatility.


Loading data...