^DWST vs. SCHA
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index) is an index, while SCHA (Schwab U.S. Small-Cap ETF) is Small Cap Blend Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Index.
Performance
^DWST vs. SCHA - Performance Comparison
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Returns By Period
^DWST
- 1D
- -1.28%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHA
- 1D
- -0.39%
- 1M
- -3.89%
- 6M
- 12.19%
- YTD
- 18.33%
- 1Y
- 34.29%
- 3Y*
- 15.08%
- 5Y*
- 7.26%
- 10Y*
- 10.65%
- ALL TIME*
- 12.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $74.33M | $80.60M | $78.60M |
^DWST vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^DWST Dow Jones U.S. Small-Cap Total Stock Market Index | -1.28% |
SCHA Schwab U.S. Small-Cap ETF | -0.39% |
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Return for Risk
^DWST vs. SCHA — Risk / Return Rank
^DWST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHA
^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.
| ^DWST | SCHA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.37 | — |
| Martin ratioReturn relative to average drawdown | — | 10.77 | — |
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Drawdowns
^DWST vs. SCHA - Drawdown Comparison
The maximum ^DWST drawdown since its inception was -1.28%, 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
| ^DWST | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -42.41% | +41.13% |
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 DrawdownCurrent decline from peak | -1.28% | -7.11% | +5.83% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -7.54% | +6.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.97% | — |
Volatility
^DWST vs. SCHA - Volatility Comparison
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Volatility by Period
| ^DWST | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.74% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 19.29% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 22.06% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 22.77% | — |
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