PortfoliosLab logo
ECH vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ECH and SCHD is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ECH vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Chile ETF (ECH) 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
-21.72%
376.77%
ECH
SCHD

Key characteristics

Sharpe Ratio

ECH:

1.00

SCHD:

0.34

Sortino Ratio

ECH:

1.46

SCHD:

0.58

Omega Ratio

ECH:

1.19

SCHD:

1.08

Calmar Ratio

ECH:

0.37

SCHD:

0.34

Martin Ratio

ECH:

2.51

SCHD:

1.16

Ulcer Index

ECH:

8.29%

SCHD:

4.69%

Daily Std Dev

ECH:

20.92%

SCHD:

15.99%

Max Drawdown

ECH:

-74.08%

SCHD:

-33.37%

Current Drawdown

ECH:

-43.76%

SCHD:

-10.12%

Returns By Period

In the year-to-date period, ECH achieves a 25.20% return, which is significantly higher than SCHD's -3.75% return. Over the past 10 years, ECH has underperformed SCHD with an annualized return of -0.16%, while SCHD has yielded a comparatively higher 10.60% annualized return.


ECH

YTD

25.20%

1M

11.21%

6M

22.82%

1Y

17.17%

5Y*

9.22%

10Y*

-0.16%

SCHD

YTD

-3.75%

1M

3.09%

6M

-5.55%

1Y

4.12%

5Y*

13.37%

10Y*

10.60%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ECH vs. SCHD - Expense Ratio Comparison

ECH has a 0.59% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for ECH: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ECH: 0.59%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

ECH vs. SCHD — Risk-Adjusted Performance Rank

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

ECH
The Risk-Adjusted Performance Rank of ECH is 6767
Overall Rank
The Sharpe Ratio Rank of ECH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ECH is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ECH is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ECH is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ECH is 6060
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3737
Overall Rank
The Sharpe Ratio Rank of SCHD is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3939
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.

ECH vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) 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 chart of Sharpe ratio for ECH, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.00
ECH: 1.00
SCHD: 0.34
The chart of Sortino ratio for ECH, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.00
ECH: 1.46
SCHD: 0.58
The chart of Omega ratio for ECH, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
ECH: 1.19
SCHD: 1.08
The chart of Calmar ratio for ECH, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
ECH: 0.41
SCHD: 0.34
The chart of Martin ratio for ECH, currently valued at 2.51, compared to the broader market0.0020.0040.0060.00
ECH: 2.51
SCHD: 1.16

The current ECH Sharpe Ratio is 1.00, which is higher than the SCHD Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of ECH 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.00
0.34
ECH
SCHD

Dividends

ECH vs. SCHD - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 2.49%, less than SCHD's 3.99% yield.


TTM20242023202220212020201920182017201620152014
ECH
iShares MSCI Chile ETF
2.49%3.12%4.76%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%1.74%
SCHD
Schwab US Dividend Equity ETF
3.99%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

ECH vs. SCHD - Drawdown Comparison

The maximum ECH drawdown since its inception was -74.08%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ECH and SCHD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-35.98%
-10.12%
ECH
SCHD

Volatility

ECH vs. SCHD - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 12.33% compared to Schwab US Dividend Equity ETF (SCHD) at 11.24%. This indicates that ECH's price experiences larger fluctuations and is considered to be riskier 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
12.33%
11.24%
ECH
SCHD