EFG vs. SCHD
Compare and contrast key facts about iShares MSCI EAFE Growth ETF (EFG) and Schwab US Dividend Equity ETF (SCHD).
EFG and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFG is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Growth Index. It was launched on Aug 1, 2005. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both EFG and SCHD 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: EFG or SCHD.
Key characteristics
| EFG | SCHD | |
|---|---|---|
| YTD Return | 2.10% | 1.92% |
| 1Y Return | 4.80% | 9.90% |
| 3Y Return (Ann) | -0.38% | 4.60% |
| 5Y Return (Ann) | 5.99% | 11.33% |
| 10Y Return (Ann) | 5.01% | 10.96% |
| Sharpe Ratio | 0.36 | 0.86 |
| Daily Std Dev | 13.61% | 11.57% |
| Max Drawdown | -58.41% | -33.37% |
| Current Drawdown | -10.03% | -4.51% |
Correlation
The correlation between EFG and SCHD is 0.73, 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.
Performance
EFG vs. SCHD - Performance Comparison
In the year-to-date period, EFG achieves a 2.10% return, which is significantly higher than SCHD's 1.92% return. Over the past 10 years, EFG has underperformed SCHD with an annualized return of 5.01%, while SCHD has yielded a comparatively higher 10.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFG vs. SCHD - Expense Ratio Comparison
EFG has a 0.40% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
EFG vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) 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.
Dividends
EFG vs. SCHD - Dividend Comparison
EFG's dividend yield for the trailing twelve months is around 1.59%, less than SCHD's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFG iShares MSCI EAFE Growth ETF | 1.59% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% | 2.34% | 1.86% |
SCHD Schwab US Dividend Equity ETF | 3.47% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
EFG vs. SCHD - Drawdown Comparison
The maximum EFG drawdown since its inception was -58.41%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EFG and SCHD. For additional features, visit the drawdowns tool.
Volatility
EFG vs. SCHD - Volatility Comparison
iShares MSCI EAFE Growth ETF (EFG) has a higher volatility of 4.16% compared to Schwab US Dividend Equity ETF (SCHD) at 3.54%. This indicates that EFG'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.