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DVYA vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DVYA and SCHD is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DVYA vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia/Pacific Dividend ETF (DVYA) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
45.67%
324.59%
DVYA
SCHD

Key characteristics

Sharpe Ratio

DVYA:

0.36

SCHD:

0.19

Sortino Ratio

DVYA:

0.61

SCHD:

0.37

Omega Ratio

DVYA:

1.08

SCHD:

1.05

Calmar Ratio

DVYA:

0.32

SCHD:

0.19

Martin Ratio

DVYA:

1.00

SCHD:

0.63

Ulcer Index

DVYA:

6.06%

SCHD:

4.80%

Daily Std Dev

DVYA:

16.97%

SCHD:

16.02%

Max Drawdown

DVYA:

-45.62%

SCHD:

-33.37%

Current Drawdown

DVYA:

-4.21%

SCHD:

-11.88%

Returns By Period

In the year-to-date period, DVYA achieves a 3.96% return, which is significantly higher than SCHD's -5.64% return. Over the past 10 years, DVYA has underperformed SCHD with an annualized return of 2.72%, while SCHD has yielded a comparatively higher 10.24% annualized return.


DVYA

YTD

3.96%

1M

12.97%

6M

-0.27%

1Y

4.85%

5Y*

9.91%

10Y*

2.72%

SCHD

YTD

-5.64%

1M

1.07%

6M

-8.31%

1Y

1.88%

5Y*

13.00%

10Y*

10.24%

*Annualized

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DVYA vs. SCHD - Expense Ratio Comparison

DVYA has a 0.49% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

DVYA vs. SCHD — Risk-Adjusted Performance Rank

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

DVYA
The Risk-Adjusted Performance Rank of DVYA is 3939
Overall Rank
The Sharpe Ratio Rank of DVYA is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DVYA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of DVYA is 3737
Omega Ratio Rank
The Calmar Ratio Rank of DVYA is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DVYA is 3636
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DVYA vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) and Schwab US Dividend Equity ETF (SCHD). 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.


The current DVYA Sharpe Ratio is 0.36, which is higher than the SCHD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DVYA and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.36
0.19
DVYA
SCHD

Dividends

DVYA vs. SCHD - Dividend Comparison

DVYA's dividend yield for the trailing twelve months is around 5.77%, more than SCHD's 4.07% yield.


TTM20242023202220212020201920182017201620152014
DVYA
iShares Asia/Pacific Dividend ETF
5.77%5.97%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%
SCHD
Schwab US Dividend Equity ETF
4.07%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DVYA vs. SCHD - Drawdown Comparison

The maximum DVYA drawdown since its inception was -45.62%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DVYA and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.21%
-11.88%
DVYA
SCHD

Volatility

DVYA vs. SCHD - Volatility Comparison

The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 7.96%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 8.93%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.96%
8.93%
DVYA
SCHD