DVYE vs. SCHE
Compare and contrast key facts about iShares Emerging Markets Dividend ETF (DVYE) and Schwab Emerging Markets Equity ETF (SCHE).
DVYE and SCHE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend Index. It was launched on Feb 23, 2012. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. Both DVYE and SCHE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVYE or SCHE.
Performance
DVYE vs. SCHE - Performance Comparison
Returns By Period
In the year-to-date period, DVYE achieves a 9.95% return, which is significantly lower than SCHE's 11.48% return. Over the past 10 years, DVYE has underperformed SCHE with an annualized return of 1.55%, while SCHE has yielded a comparatively higher 3.50% annualized return.
DVYE
9.95%
-2.72%
-0.58%
17.29%
0.83%
1.55%
SCHE
11.48%
-4.00%
3.27%
15.92%
3.87%
3.50%
Key characteristics
| DVYE | SCHE | |
|---|---|---|
| Sharpe Ratio | 1.12 | 1.06 |
| Sortino Ratio | 1.68 | 1.58 |
| Omega Ratio | 1.20 | 1.19 |
| Calmar Ratio | 0.66 | 0.62 |
| Martin Ratio | 4.16 | 5.06 |
| Ulcer Index | 4.21% | 3.15% |
| Daily Std Dev | 15.61% | 14.99% |
| Max Drawdown | -47.42% | -36.16% |
| Current Drawdown | -13.45% | -12.27% |
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DVYE vs. SCHE - Expense Ratio Comparison
DVYE has a 0.49% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Correlation
The correlation between DVYE and SCHE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DVYE vs. SCHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) and Schwab Emerging Markets Equity ETF (SCHE). 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
DVYE vs. SCHE - Dividend Comparison
DVYE's dividend yield for the trailing twelve months is around 8.64%, more than SCHE's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 8.64% | 9.05% | 9.90% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.52% | 4.51% | 4.59% |
SCHE Schwab Emerging Markets Equity ETF | 3.10% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
Drawdowns
DVYE vs. SCHE - Drawdown Comparison
The maximum DVYE drawdown since its inception was -47.42%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for DVYE and SCHE. For additional features, visit the drawdowns tool.
Volatility
DVYE vs. SCHE - Volatility Comparison
iShares Emerging Markets Dividend ETF (DVYE) and Schwab Emerging Markets Equity ETF (SCHE) have volatilities of 4.84% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.