DHT vs. SCHY
DHT (DHT Holdings, Inc.) is a stock, while SCHY (Schwab International Dividend Equity ETF) is Dividend fund tracking the Dow Jones International Dividend 100 Index. Over the past 5 years, DHT returned 33.35%/yr vs 8.21%/yr for SCHY. At a 0.23 correlation, their price movements are largely independent.
Performance
DHT vs. SCHY - Performance Comparison
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Returns By Period
In the year-to-date period, DHT achieves a 72.01% return, which is significantly higher than SCHY's 7.54% return.
DHT
- 1D
- 4.66%
- 1M
- 13.75%
- YTD
- 72.01%
- 6M
- 72.15%
- 1Y
- 85.31%
- 3Y*
- 45.70%
- 5Y*
- 33.35%
- 10Y*
- 23.29%
SCHY
- 1D
- -0.28%
- 1M
- -1.70%
- YTD
- 7.54%
- 6M
- 8.01%
- 1Y
- 22.42%
- 3Y*
- 14.92%
- 5Y*
- 8.21%
- 10Y*
- —
DHT vs. SCHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DHT DHT Holdings, Inc. | 72.01% | 40.04% | 3.58% | 24.07% | 73.87% | -12.32% |
SCHY Schwab International Dividend Equity ETF | 7.54% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
Correlation
The correlation between DHT and SCHY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.23 |
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Return for Risk
DHT vs. SCHY — Risk / Return Rank
DHT
SCHY
DHT vs. SCHY - Risk-Adjusted Trends 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.
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.
| DHT | SCHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.33 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 5.63 | 2.47 | +3.16 |
| Martin ratioReturn relative to average drawdown | 12.57 | 7.52 | +5.05 |
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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.
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Drawdown Indicators
| DHT | SCHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.12% | -24.04% | -73.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.22% | -9.11% | -6.11% |
Max Drawdown (3Y)Largest decline over 3 years | -24.96% | -12.16% | -12.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.44% | -24.04% | -10.40% |
Max Drawdown (10Y)Largest decline over 10 years | -39.56% | — | — |
Current DrawdownCurrent decline from peak | -60.29% | -5.49% | -54.80% |
Average DrawdownAverage peak-to-trough decline | -76.34% | -4.96% | -71.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 2.99% | +3.88% |
Volatility
DHT vs. SCHY - Volatility Comparison
DHT Holdings, Inc. (DHT) has a higher volatility of 11.77% compared to Schwab International Dividend Equity ETF (SCHY) at 3.27%. 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.
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Volatility by Period
| DHT | SCHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.77% | 3.27% | +8.50% |
Volatility (6M)Calculated over the trailing 6-month period | 28.38% | 10.08% | +18.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.64% | 12.10% | +22.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.49% | 13.27% | +25.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.64% | 13.23% | +28.41% |
Dividends
DHT vs. SCHY - Dividend Comparison
DHT's dividend yield for the trailing twelve months is around 7.44%, more than SCHY's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHT DHT Holdings, Inc. | 7.44% | 6.06% | 10.76% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% |
SCHY Schwab International Dividend Equity ETF | 3.45% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DHT and SCHY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHT has higher volatility (11.77%) compared to SCHY (3.27%). In terms of maximum drawdown, DHT dropped -97.12% vs SCHY's -24.04%.
DHT currently has the higher Sharpe Ratio (2.48 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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