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ECH vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ECH vs. SCHD

Last updated Jun 23, 2026

ECH (iShares MSCI Chile ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - ECH is a Foreign Large Cap Equities fund tracking the MSCI Chile Investable Market Index, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, ECH returned 4.74%/yr vs 12.68%/yr for SCHD. At a 0.47 correlation, their price movements are largely independent. ECH charges 0.59%/yr vs 0.06%/yr for SCHD.

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 U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECH achieves a 2.63% return, which is significantly lower than SCHD's 17.24% return. Over the past 10 years, ECH has underperformed SCHD with an annualized return of 4.74%, while SCHD has yielded a comparatively higher 12.68% annualized return.

ECH

1D
0.39%
1M
2.91%
YTD
2.63%
6M
4.41%
1Y
38.25%
3Y*
15.48%
5Y*
11.62%
10Y*
4.74%

SCHD

1D
0.09%
1M
-2.86%
YTD
17.24%
6M
16.44%
1Y
24.06%
3Y*
14.45%
5Y*
8.77%
10Y*
12.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECH vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ECH
iShares MSCI Chile ETF		2.63%65.41%-8.67%9.01%25.12%-19.80%-7.13%-17.79%-18.98%41.79%
SCHD
Schwab U.S. Dividend Equity ETF		17.24%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between ECH and SCHD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.47

The correlation between ECH and SCHD shifts across timeframes, from 0.28 (1 year) to 0.47 (all time), reflecting how their relationship changes across market environments.

ECH vs. SCHD - Sectors Allocation Comparison

Sectors
ECH
SCHD

Financial Services

21.8%
9.1%

Basic Materials

20.1%
1.2%

Industrials

15.7%
7.4%

Utilities

12.9%
0.0%

Consumer Cyclical

12.4%
6.7%

Real Estate

7.7%

-

Consumer Defensive

7.6%
18.5%

Communication Services

1.7%
6.0%

Energy

-

14.6%

Healthcare

-

18.4%

Technology

-

19.4%

Financial Services

ECH
21.8%
SCHD
9.1%

Basic Materials

ECH
20.1%
SCHD
1.2%

Industrials

ECH
15.7%
SCHD
7.4%

Utilities

ECH
12.9%
SCHD
0.0%

Consumer Cyclical

ECH
12.4%
SCHD
6.7%

Real Estate

ECH
7.7%
SCHD

-

Consumer Defensive

ECH
7.6%
SCHD
18.5%

Communication Services

ECH
1.7%
SCHD
6.0%

Energy

ECH

-

SCHD
14.6%

Healthcare

ECH

-

SCHD
18.4%

Technology

ECH

-

SCHD
19.4%

Compare stocks, funds, or ETFs

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

iShares MSCI Chile ETF

Schwab U.S. Dividend Equity ETF

Often compared with ECH:
ECH vs. EWZECH vs. EWWECH vs. EPUECH vs. EWZSECH vs. EPOLECH vs. EWYECH vs. SPYG
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

ECH vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECH
ECH Risk / Return Rank: 4040
Overall Rank
ECH Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
ECH Sortino Ratio Rank: 4242
Sortino Ratio Rank
ECH Omega Ratio Rank: 4141
Omega Ratio Rank
ECH Calmar Ratio Rank: 4040
Calmar Ratio Rank
ECH Martin Ratio Rank: 3232
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 7676
Overall Rank
SCHD Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 7979
Sortino Ratio Rank
SCHD Omega Ratio Rank: 6868
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
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.

ECH vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Chile ETF (ECH) and Schwab U.S. 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

ECHSCHDDifference
Sharpe ratioReturn per unit of total volatility
1.51
2.18

-0.68

Sortino ratioReturn per unit of downside risk
2.06
3.34

-1.28

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

1.95

5.24

-3.29

Martin ratioReturn relative to average drawdown

4.58

12.71

-8.13

ECH vs. SCHD - Sharpe Ratio Comparison

The current ECH Sharpe Ratio is 1.51, which is lower than the SCHD Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of ECH and SCHD, 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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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.

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Drawdown Indicators

ECHSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-74.08%

-33.37%

-40.71%

Max Drawdown (1Y)

Largest decline over 1 year

-19.74%

-4.61%

-15.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.59%

-16.13%

-9.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.59%

-16.85%

-8.74%

Max Drawdown (10Y)

Largest decline over 10 years

-66.89%

-33.37%

-33.52%

Current Drawdown

Current decline from peak

-23.74%

-2.86%

-20.88%

Average Drawdown

Average peak-to-trough decline

-37.48%

-3.31%

-34.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.37%

1.90%

+6.47%

Volatility

ECH vs. SCHD - Volatility Comparison

iShares MSCI Chile ETF (ECH) has a higher volatility of 8.61% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.58%. 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.

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Volatility by Period

ECHSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.61%

3.58%

+5.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.15%

7.74%

+13.41%

Volatility (1Y)

Calculated over the trailing 1-year period

25.54%

11.09%

+14.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

14.36%

+13.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.28%

16.73%

+10.55%

ECH vs. SCHD - Expense Ratio Comparison

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

Dividends

ECH vs. SCHD - Dividend Comparison

ECH's dividend yield for the trailing twelve months is around 1.92%, less than SCHD's 3.31% yield.

PositionTTM20252024202320222021202020192018201720162015
ECH
iShares MSCI Chile ETF		1.92%2.01%3.12%4.77%6.73%5.49%2.16%2.47%2.37%1.42%1.85%2.13%
SCHD
Schwab U.S. Dividend Equity ETF		3.31%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

Frequently Asked Questions

ECH and SCHD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECH has higher volatility (8.61%) compared to SCHD (3.58%). In terms of maximum drawdown, ECH dropped -74.08% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.68% vs 4.74% for ECH. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.68% return vs 4.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.59% for ECH.

SCHD has the higher dividend yield at 3.31%, compared with 1.92% for ECH.

ECH is categorized as Foreign Large Cap Equities, while SCHD is Dividend. ECH tracks MSCI Chile Investable Market Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.59% for ECH and 0.06% for SCHD.

SCHD currently has the higher Sharpe Ratio (2.18 vs 1.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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