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ASCI vs. SCHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ASCI vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn International Small Cap Active ETF (ASCI) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ASCI achieves a 7.39% return, which is significantly lower than SCHC's 9.49% return.


ASCI

1D
-0.54%
1M
1.38%
YTD
7.39%
6M
8.24%
1Y
3Y*
5Y*
10Y*

SCHC

1D
-1.27%
1M
0.52%
YTD
9.49%
6M
12.08%
1Y
27.44%
3Y*
17.96%
5Y*
6.18%
10Y*
8.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ASCI vs. SCHC - Yearly Performance Comparison


Correlation

The correlation between ASCI and SCHC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 21, 2025

0.83

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Return for Risk

ASCI vs. SCHC — Risk / Return Rank

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

ASCI

SCHC
SCHC Risk / Return Rank: 4949
Overall Rank
SCHC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 5050
Sortino Ratio Rank
SCHC Omega Ratio Rank: 5050
Omega Ratio Rank
SCHC Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHC Martin Ratio Rank: 4949
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.

ASCI vs. SCHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn International Small Cap Active ETF (ASCI) and Schwab International Small-Cap Equity ETF (SCHC). 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.


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

ASCI vs. SCHC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ASCISCHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

0.40

+0.37

Drawdowns

ASCI vs. SCHC - Drawdown Comparison

The maximum ASCI drawdown since its inception was -11.22%, smaller than the maximum SCHC drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for ASCI and SCHC.


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Drawdown Indicators


ASCISCHCDifference

Max Drawdown

Largest peak-to-trough decline

-11.22%

-43.94%

+32.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.52%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

Current Drawdown

Current decline from peak

-2.85%

-3.28%

+0.43%

Average Drawdown

Average peak-to-trough decline

-2.39%

-10.05%

+7.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

Volatility

ASCI vs. SCHC - Volatility Comparison


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Volatility by Period


ASCISCHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

15.50%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

17.50%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

17.99%

+0.69%

ASCI vs. SCHC - Expense Ratio Comparison

ASCI has a 0.70% expense ratio, which is higher than SCHC's 0.11% expense ratio.


Dividends

ASCI vs. SCHC - Dividend Comparison

ASCI's dividend yield for the trailing twelve months is around 0.75%, less than SCHC's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
ASCI
abrdn International Small Cap Active ETF
0.75%0.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHC
Schwab International Small-Cap Equity ETF
3.34%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%

Frequently Asked Questions


ASCI and SCHC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHC is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHC is cheaper with a 0.11% expense ratio, compared with 0.70% for ASCI.

SCHC has the higher dividend yield at 3.34%, compared with 0.75% for ASCI.

They also come from different issuers: abrdn and Charles Schwab. Their fees differ too: 0.70% for ASCI and 0.11% for SCHC.

Portfolio Optimizer

Find the right allocation for ASCI and SCHC

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