Correlation
The correlation between SCHF and EUDG is 0.69, 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.
SCHF vs. EUDG
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and WisdomTree Europe Quality Dividend Growth Fund (EUDG).
SCHF and EUDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. EUDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Quality Dividend Growth Index. It was launched on May 7, 2014. Both SCHF and EUDG 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: SCHF or EUDG.
Performance
SCHF vs. EUDG - Performance Comparison
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Key characteristics
SCHF:
0.91
EUDG:
0.49
SCHF:
1.51
EUDG:
1.00
SCHF:
1.21
EUDG:
1.13
SCHF:
1.29
EUDG:
0.74
SCHF:
3.92
EUDG:
1.68
SCHF:
4.43%
EUDG:
6.10%
SCHF:
17.13%
EUDG:
16.36%
SCHF:
-34.64%
EUDG:
-33.76%
SCHF:
0.00%
EUDG:
0.00%
Returns By Period
The year-to-date returns for both investments are quite close, with SCHF having a 18.00% return and EUDG slightly higher at 18.34%. Over the past 10 years, SCHF has outperformed EUDG with an annualized return of 7.54%, while EUDG has yielded a comparatively lower 6.54% annualized return.
SCHF
18.00%
4.60%
13.66%
15.38%
13.08%
12.14%
7.54%
EUDG
18.34%
3.19%
14.09%
7.88%
8.61%
8.79%
6.54%
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SCHF vs. EUDG - Expense Ratio Comparison
SCHF has a 0.06% expense ratio, which is lower than EUDG's 0.58% expense ratio.
Risk-Adjusted Performance
SCHF vs. EUDG — Risk-Adjusted Performance Rank
SCHF
EUDG
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.
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Dividends
SCHF vs. EUDG - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 2.76%, more than EUDG's 2.04% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 2.76% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
EUDG WisdomTree Europe Quality Dividend Growth Fund | 2.04% | 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.
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Volatility
SCHF vs. EUDG - Volatility Comparison
Schwab International Equity ETF (SCHF) and WisdomTree Europe Quality Dividend Growth Fund (EUDG) have volatilities of 3.17% and 3.27%, 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.
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