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Schwab International Dividend Equity ETF (SCHY) Sharpe Ratio: 1.84

ETF · Currency in USD · Last updated Jun 10, 2026

Schwab International Dividend Equity ETF (SCHY) seeks to track the Dow Jones International Dividend 100 Index, which selects high dividend-yielding stocks domiciled outside the United States that have paid dividends for at least 10 consecutive years and have demonstrated financial strength and lower volatility. The fund offers low-cost, diversified exposure to international dividend-paying companies primarily in developed markets across Europe and Asia-Pacific.

SCHY's Sharpe Ratio of 1.84 indicates that for each unit of volatility, it generates 1.84 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 10, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

SCHY Sharpe Ratio Rank

SCHY Sharpe Ratio Rank: 61.962
Above Average

SCHY ranks above 61.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SCHY Sharpe Ratio Market Positioning

The chart shows SCHY's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.77 or lower
  • Yellow zone (middle 50%): 0.77 to 2.08
  • Green zone (top 25%): 2.08 or higher
  • Top 1%: 7.20+
  • Median: 1.50 — half of all investments score higher

How it compares to other similar ETFs

The table compares Schwab International Dividend Equity ETF's Sharpe Ratio with other ETFs in the Dividend, Foreign Large Cap Equities category across multiple time periods, showing how SCHY's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 10, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AMDYYieldMax AMD Option Income Strategy ETF3.55
LVHIFranklin International Low Volatility High Dividend Index ETF3.17
INCEFranklin Income Equity Focus ETF2.97
VIDIVident International Equity Fund2.77
PATNPacer Nasdaq International Patent Leaders ETF2.70
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.69
IDViShares International Select Dividend ETF2.63
DEWWisdomTree Global High Dividend Fund2.63
GMOIGMO International Value ETF2.62
JIVEJpmorgan International Value ETF2.62
SCHYSchwab International Dividend Equity ETF1.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SCHY's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SCHY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does SCHY fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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