DIA.AS vs. SCHF
DIA.AS (SPDR Dow Jones Industrial Average ETF Trust) and SCHF (Schwab International Equity ETF) are both exchange-traded funds - DIA.AS is a Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Both are passively managed. Over the past 10 years, DIA.AS returned 13.06%/yr vs 10.04%/yr for SCHF. At a 0.48 correlation, their price movements are largely independent. DIA.AS charges 0.16%/yr vs 0.06%/yr for SCHF.
Performance
DIA.AS vs. SCHF - Performance Comparison
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Different Trading Currencies
DIA.AS is traded in EUR, while SCHF is traded in USD. To make them comparable, the SCHF values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DIA.AS achieves a 7.19% return, which is significantly lower than SCHF's 16.94% return. Over the past 10 years, DIA.AS has outperformed SCHF with an annualized return of 13.06%, while SCHF has yielded a comparatively lower 10.04% annualized return.
DIA.AS
- 1D
- 1.09%
- 1M
- 4.34%
- YTD
- 7.19%
- 6M
- 7.57%
- 1Y
- 20.20%
- 3Y*
- 13.70%
- 5Y*
- 10.94%
- 10Y*
- 13.06%
SCHF
- 1D
- -0.64%
- 1M
- 6.66%
- YTD
- 16.94%
- 6M
- 19.27%
- 1Y
- 30.03%
- 3Y*
- 16.72%
- 5Y*
- 10.88%
- 10Y*
- 10.04%
DIA.AS vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 7.19% | 2.13% | 22.48% | 11.53% | -1.09% | 31.76% | -0.04% | 26.82% | 0.96% | 12.57% |
SCHF Schwab International Equity ETF | 16.94% | 18.58% | 10.10% | 14.80% | -9.51% | 19.74% | 0.45% | 25.02% | -10.26% | 10.54% |
Correlation
The correlation between DIA.AS and SCHF is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2009 | 0.48 |
Over the past year, the correlation between DIA.AS and SCHF has dropped to 0.15 - well below their long-term average of 0.48, suggesting their price drivers have been diverging.
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Return for Risk
DIA.AS vs. SCHF — Risk / Return Rank
DIA.AS
SCHF
DIA.AS vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and Schwab International Equity ETF (SCHF). 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.
| DIA.AS | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 2.12 | 1.41 | +0.71 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 3.12 | +0.37 |
| Martin ratioReturn relative to average drawdown | 12.35 | 13.03 | -0.68 |
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
| DIA.AS | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.20 | 2.17 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.78 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.63 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.58 | -0.48 |
Drawdowns
DIA.AS vs. SCHF - Drawdown Comparison
The maximum DIA.AS drawdown since its inception was -59.02%, which is greater than SCHF's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for DIA.AS and SCHF.
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Drawdown Indicators
| DIA.AS | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -34.05% | -24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -5.71% | -9.67% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -15.75% | -5.32% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -16.84% | -4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -34.05% | -2.03% |
Current DrawdownCurrent decline from peak | 0.00% | -0.64% | +0.64% |
Average DrawdownAverage peak-to-trough decline | -11.92% | -5.01% | -6.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 2.31% | -0.69% |
Volatility
DIA.AS vs. SCHF - Volatility Comparison
The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 2.35%, while Schwab International Equity ETF (SCHF) has a volatility of 4.78%. This indicates that DIA.AS experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIA.AS | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.35% | 4.78% | -2.43% |
Volatility (6M)Calculated over the trailing 6-month period | 7.88% | 11.62% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 13.90% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.49% | 13.93% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.04% | 15.96% | +1.08% |
DIA.AS vs. SCHF - Expense Ratio Comparison
DIA.AS has a 0.16% expense ratio, which is higher than SCHF's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DIA.AS vs. SCHF - Dividend Comparison
DIA.AS's dividend yield for the trailing twelve months is around 1.37%, less than SCHF's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.47% | 1.55% | 1.85% | 1.93% | 1.52% | 2.03% | 2.10% | 2.18% | 2.08% | 2.16% | 2.51% |
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
DIA.AS and SCHF have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHF is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHF is cheaper with a 0.06% expense ratio, compared with 0.16% for DIA.AS.
DIA.AS is categorized as Large Cap Value Equities, while SCHF is Foreign Large Cap Equities. DIA.AS tracks Russell 1000 Value TR USD, while SCHF tracks FTSE Developed ex U.S. Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.16% for DIA.AS and 0.06% for SCHF.
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