EVLU vs. SCHE
EVLU (iShares MSCI Emerging Markets Value Factor ETF) and SCHE (Schwab Emerging Markets Equity ETF) are both Emerging Markets Equities funds - EVLU tracks the MSCI Emerging Markets Value Factor Select Index (Net) while SCHE tracks the FTSE All-World Emerging. Both are passively managed. Over the past year, EVLU returned 72.04% vs 30.59% for SCHE. Their correlation of 0.90 suggests significant overlap in exposure. EVLU charges 0.35%/yr vs 0.11%/yr for SCHE.
Performance
EVLU vs. SCHE - Performance Comparison
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Returns By Period
In the year-to-date period, EVLU achieves a 34.01% return, which is significantly higher than SCHE's 11.88% return.
EVLU
- 1D
- -2.27%
- 1M
- 15.31%
- YTD
- 34.01%
- 6M
- 37.37%
- 1Y
- 72.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHE
- 1D
- -1.45%
- 1M
- 2.69%
- YTD
- 11.88%
- 6M
- 12.88%
- 1Y
- 30.59%
- 3Y*
- 18.21%
- 5Y*
- 4.94%
- 10Y*
- 8.87%
EVLU vs. SCHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 34.01% | 38.54% | 1.61% |
SCHE Schwab Emerging Markets Equity ETF | 11.88% | 26.54% | 3.60% |
Correlation
The correlation between EVLU and SCHE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2024 | 0.90 |
The correlation between EVLU and SCHE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
EVLU vs. SCHE — Risk / Return Rank
EVLU
SCHE
EVLU vs. SCHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and Schwab Emerging Markets Equity ETF (SCHE). 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.
| EVLU | SCHE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 1.35 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 5.61 | 2.72 | +2.89 |
| Martin ratioReturn relative to average drawdown | 20.79 | 9.82 | +10.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EVLU | SCHE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.80 | 1.89 | +1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.28 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.23 | 0.25 | +1.98 |
Drawdowns
EVLU vs. SCHE - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum SCHE drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for EVLU and SCHE.
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Drawdown Indicators
| EVLU | SCHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -36.20% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -11.29% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -33.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.20% | — |
Current DrawdownCurrent decline from peak | -2.27% | -1.45% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -12.60% | +9.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.48% | 3.12% | +0.36% |
Volatility
EVLU vs. SCHE - Volatility Comparison
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 9.17% compared to Schwab Emerging Markets Equity ETF (SCHE) at 5.80%. This indicates that EVLU's price experiences larger fluctuations and is considered to be riskier than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | SCHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.17% | 5.80% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.23% | 13.58% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 16.26% | +2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.93% | 17.67% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 19.46% | +0.47% |
EVLU vs. SCHE - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Dividends
EVLU vs. SCHE - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 3.88%, more than SCHE's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.88% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHE Schwab Emerging Markets Equity ETF | 2.57% | 2.88% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.64% | 2.31% | 2.27% | 2.50% |
Frequently Asked Questions
EVLU and SCHE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVLU has higher volatility (9.17%) compared to SCHE (5.80%). In terms of maximum drawdown, EVLU dropped -17.17% vs SCHE's -36.20%.
On 1-year performance, EVLU leads with 72.04% vs 30.59% for SCHE. On fees, SCHE is cheaper at 0.11% per year. On volatility, SCHE has been the lower-risk option at 5.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 72.04% return vs 30.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHE is cheaper with a 0.11% expense ratio, compared with 0.35% for EVLU.
EVLU has the higher dividend yield at 3.88%, compared with 2.57% for SCHE.
EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net), while SCHE tracks FTSE All-World Emerging. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.35% for EVLU and 0.11% for SCHE.
EVLU currently has the higher Sharpe Ratio (3.80 vs 1.89), 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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