BKSE vs. SCHA
Compare and contrast key facts about BNY Mellon US Small Cap Core Equity ETF (BKSE) and Schwab U.S. Small-Cap ETF (SCHA).
BKSE and SCHA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKSE is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar US Small Cap Index. It was launched on Apr 9, 2020. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009. Both BKSE and SCHA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKSE vs. SCHA - Performance Comparison
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BKSE vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BKSE BNY Mellon US Small Cap Core Equity ETF | 1.26% | 13.09% | 9.56% | 22.37% | -18.44% | 16.18% | 55.56% |
SCHA Schwab U.S. Small-Cap ETF | 2.24% | 11.60% | 11.16% | 18.46% | -19.81% | 16.45% | 60.21% |
Returns By Period
In the year-to-date period, BKSE achieves a 1.26% return, which is significantly lower than SCHA's 2.24% return.
BKSE
- 1D
- 2.99%
- 1M
- -4.63%
- YTD
- 1.26%
- 6M
- 4.17%
- 1Y
- 23.75%
- 3Y*
- 13.57%
- 5Y*
- 5.17%
- 10Y*
- —
SCHA
- 1D
- 3.56%
- 1M
- -4.59%
- YTD
- 2.24%
- 6M
- 4.84%
- 1Y
- 25.65%
- 3Y*
- 13.10%
- 5Y*
- 4.29%
- 10Y*
- 9.84%
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BKSE vs. SCHA - Expense Ratio Comparison
Both BKSE and SCHA have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
BKSE vs. SCHA — Risk / Return Rank
BKSE
SCHA
BKSE vs. SCHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon US Small Cap Core Equity ETF (BKSE) 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.
| BKSE | SCHA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.13 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.69 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.77 | -0.15 |
Martin ratioReturn relative to average drawdown | 6.68 | 7.39 | -0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKSE | SCHA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.13 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.20 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.53 | +0.13 |
Correlation
The correlation between BKSE and SCHA is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BKSE vs. SCHA - Dividend Comparison
BKSE's dividend yield for the trailing twelve months is around 1.24%, more than SCHA's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKSE BNY Mellon US Small Cap Core Equity ETF | 1.24% | 1.26% | 1.55% | 1.38% | 1.50% | 1.17% | 0.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.17% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Drawdowns
BKSE vs. SCHA - Drawdown Comparison
The maximum BKSE drawdown since its inception was -29.08%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for BKSE and SCHA.
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Drawdown Indicators
| BKSE | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.08% | -42.41% | +13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -14.35% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.08% | -30.79% | +1.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.41% | — |
Current DrawdownCurrent decline from peak | -6.69% | -6.28% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -9.28% | -7.65% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 3.43% | +0.14% |
Volatility
BKSE vs. SCHA - Volatility Comparison
The current volatility for BNY Mellon US Small Cap Core Equity ETF (BKSE) is 6.51%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.40%. This indicates that BKSE experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKSE | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.51% | 7.40% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.32% | 13.69% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 22.89% | -0.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 21.95% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.47% | 22.67% | -0.20% |