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SCHF vs. EUDG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHF and EUDG is 0.89, 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.


-0.50.00.51.00.9

Performance

SCHF vs. EUDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-3.57%
-7.69%
SCHF
EUDG

Key characteristics

Sharpe Ratio

SCHF:

0.47

EUDG:

-0.20

Sortino Ratio

SCHF:

0.72

EUDG:

-0.19

Omega Ratio

SCHF:

1.09

EUDG:

0.98

Calmar Ratio

SCHF:

0.63

EUDG:

-0.19

Martin Ratio

SCHF:

1.59

EUDG:

-0.49

Ulcer Index

SCHF:

3.72%

EUDG:

5.15%

Daily Std Dev

SCHF:

12.67%

EUDG:

12.65%

Max Drawdown

SCHF:

-34.64%

EUDG:

-33.76%

Current Drawdown

SCHF:

-8.05%

EUDG:

-11.86%

Returns By Period

In the year-to-date period, SCHF achieves a 1.03% return, which is significantly lower than EUDG's 1.37% return. Over the past 10 years, SCHF has outperformed EUDG with an annualized return of 6.82%, while EUDG has yielded a comparatively lower 5.86% annualized return.


SCHF

YTD

1.03%

1M

-3.23%

6M

-3.30%

1Y

6.90%

5Y*

6.67%

10Y*

6.82%

EUDG

YTD

1.37%

1M

-4.04%

6M

-7.07%

1Y

-1.71%

5Y*

4.29%

10Y*

5.86%

*Annualized

Compare stocks, funds, or ETFs

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


SCHF vs. EUDG - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than EUDG's 0.58% expense ratio.


EUDG
WisdomTree Europe Quality Dividend Growth Fund
Expense ratio chart for EUDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SCHF vs. EUDG — Risk-Adjusted Performance Rank

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

SCHF
The Risk-Adjusted Performance Rank of SCHF is 2727
Overall Rank
The Sharpe Ratio Rank of SCHF is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 3636
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 2525
Martin Ratio Rank

EUDG
The Risk-Adjusted Performance Rank of EUDG is 66
Overall Rank
The Sharpe Ratio Rank of EUDG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDG is 77
Sortino Ratio Rank
The Omega Ratio Rank of EUDG is 77
Omega Ratio Rank
The Calmar Ratio Rank of EUDG is 55
Calmar Ratio Rank
The Martin Ratio Rank of EUDG is 77
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.

SCHF vs. EUDG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and WisdomTree Europe Quality Dividend Growth Fund (EUDG). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHF, currently valued at 0.47, compared to the broader market0.002.004.000.47-0.20
The chart of Sortino ratio for SCHF, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.0012.000.72-0.19
The chart of Omega ratio for SCHF, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.090.98
The chart of Calmar ratio for SCHF, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63-0.19
The chart of Martin ratio for SCHF, currently valued at 1.59, compared to the broader market0.0020.0040.0060.0080.00100.001.59-0.49
SCHF
EUDG

The current SCHF Sharpe Ratio is 0.47, which is higher than the EUDG Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SCHF and EUDG, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.47
-0.20
SCHF
EUDG

Dividends

SCHF vs. EUDG - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 4.20%, more than EUDG's 2.38% yield.


TTM20242023202220212020201920182017201620152014
SCHF
Schwab International Equity ETF
4.20%4.24%5.94%2.80%4.07%2.08%2.95%3.06%2.35%2.58%4.51%5.80%
EUDG
WisdomTree Europe Quality Dividend Growth Fund
2.38%2.41%2.14%3.08%2.98%1.87%2.30%3.00%1.55%2.49%2.11%0.97%

Drawdowns

SCHF vs. EUDG - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum EUDG drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for SCHF and EUDG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.05%
-11.86%
SCHF
EUDG

Volatility

SCHF vs. EUDG - Volatility Comparison

Schwab International Equity ETF (SCHF) and WisdomTree Europe Quality Dividend Growth Fund (EUDG) have volatilities of 3.40% and 3.44%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%AugustSeptemberOctoberNovemberDecember2025
3.40%
3.44%
SCHF
EUDG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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