DHT vs. SCHY
Compare and contrast key facts about DHT Holdings, Inc. (DHT) and Schwab International Dividend Equity ETF (SCHY).
SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHT or SCHY.
Key characteristics
| DHT | SCHY | |
|---|---|---|
| YTD Return | 12.51% | 2.48% |
| 1Y Return | 11.21% | 12.49% |
| 3Y Return (Ann) | 26.27% | 2.62% |
| Sharpe Ratio | 0.37 | 1.17 |
| Sortino Ratio | 0.78 | 1.68 |
| Omega Ratio | 1.09 | 1.21 |
| Calmar Ratio | 0.13 | 1.58 |
| Martin Ratio | 1.57 | 5.18 |
| Ulcer Index | 7.20% | 2.48% |
| Daily Std Dev | 30.32% | 10.99% |
| Max Drawdown | -97.12% | -24.04% |
| Current Drawdown | -82.07% | -7.50% |
Correlation
The correlation between DHT and SCHY is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DHT vs. SCHY - Performance Comparison
In the year-to-date period, DHT achieves a 12.51% return, which is significantly higher than SCHY's 2.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DHT vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DHT Holdings, Inc. (DHT) and Schwab International Dividend Equity ETF (SCHY). 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.
Dividends
DHT vs. SCHY - Dividend Comparison
DHT's dividend yield for the trailing twelve months is around 9.41%, more than SCHY's 6.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHT DHT Holdings, Inc. | 9.41% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% | 1.09% | 1.17% |
SCHY Schwab International Dividend Equity ETF | 6.02% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DHT vs. SCHY - Drawdown Comparison
The maximum DHT drawdown since its inception was -97.12%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for DHT and SCHY. For additional features, visit the drawdowns tool.
Volatility
DHT vs. SCHY - Volatility Comparison
DHT Holdings, Inc. (DHT) has a higher volatility of 9.33% compared to Schwab International Dividend Equity ETF (SCHY) at 3.64%. This indicates that DHT's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.