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DIA.AS vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIA.AS vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA.AS vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

DIA.AS
DIA.AS Risk / Return Rank: 7777
Overall Rank
DIA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DIA.AS Sortino Ratio Rank: 8282
Sortino Ratio Rank
DIA.AS Omega Ratio Rank: 9898
Omega Ratio Rank
DIA.AS Calmar Ratio Rank: 7070
Calmar Ratio Rank
DIA.AS Martin Ratio Rank: 6767
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 5959
Overall Rank
SCHF Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 6060
Sortino Ratio Rank
SCHF Omega Ratio Rank: 6060
Omega Ratio Rank
SCHF Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6161
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.

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.ASSCHFDifference
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

DIA.AS vs. SCHF - Sharpe Ratio Comparison

The current DIA.AS Sharpe Ratio is 2.20, which is comparable to the SCHF Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DIA.AS and SCHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DIA.ASSCHFDifference

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.ASSCHFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.64%

+0.64%

Average Drawdown

Average peak-to-trough decline

-11.92%

-5.01%

-6.91%

Ulcer Index

Depth 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.ASSCHFDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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