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^DWST vs. SCHA
Performance
Return for Risk
Drawdowns
Volatility

Performance

^DWST vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


^DWST

1D
-0.06%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

SCHA

1D
-0.17%
1M
0.49%
6M
16.43%
YTD
23.09%
1Y
36.24%
3Y*
17.77%
5Y*
7.73%
10Y*
11.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWST vs. SCHA - Yearly Performance Comparison


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Return for Risk

^DWST vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWST

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHA
SCHA Risk / Return Rank: 7575
Overall Rank
SCHA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 7373
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6464
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8484
Calmar Ratio Rank
SCHA Martin Ratio Rank: 8383
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.

^DWST vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Schwab U.S. Small-Cap ETF (SCHA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^DWSTSCHADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.67

Martin ratioReturn relative to average drawdown

13.11

^DWST vs. SCHA - Sharpe Ratio Comparison


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Drawdowns

^DWST vs. SCHA - Drawdown Comparison

The maximum ^DWST drawdown since its inception was -0.06%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for ^DWST and SCHA.


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Drawdown Indicators


^DWSTSCHADifference

Max Drawdown

Largest peak-to-trough decline

-0.06%

-42.41%

+42.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

Max Drawdown (3Y)

Largest decline over 3 years

-27.29%

Max Drawdown (5Y)

Largest decline over 5 years

-30.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.41%

Current Drawdown

Current decline from peak

-0.06%

-3.38%

+3.32%

Average Drawdown

Average peak-to-trough decline

-0.06%

-7.54%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

Volatility

^DWST vs. SCHA - Volatility Comparison


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Volatility by Period


^DWSTSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.72%

Portfolio Optimizer

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