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EWD vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWD and SCHD is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EWD vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Sweden ETF (EWD) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
174.21%
369.64%
EWD
SCHD

Key characteristics

Sharpe Ratio

EWD:

0.54

SCHD:

0.18

Sortino Ratio

EWD:

0.90

SCHD:

0.35

Omega Ratio

EWD:

1.11

SCHD:

1.05

Calmar Ratio

EWD:

0.69

SCHD:

0.18

Martin Ratio

EWD:

1.73

SCHD:

0.64

Ulcer Index

EWD:

7.05%

SCHD:

4.44%

Daily Std Dev

EWD:

22.78%

SCHD:

15.99%

Max Drawdown

EWD:

-74.27%

SCHD:

-33.37%

Current Drawdown

EWD:

-3.32%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, EWD achieves a 16.85% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, EWD has underperformed SCHD with an annualized return of 5.87%, while SCHD has yielded a comparatively higher 10.28% annualized return.


EWD

YTD

16.85%

1M

0.09%

6M

7.28%

1Y

14.36%

5Y*

13.77%

10Y*

5.87%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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EWD vs. SCHD - Expense Ratio Comparison

EWD has a 0.55% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for EWD: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWD: 0.55%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

EWD vs. SCHD — Risk-Adjusted Performance Rank

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

EWD
The Risk-Adjusted Performance Rank of EWD is 6161
Overall Rank
The Sharpe Ratio Rank of EWD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of EWD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EWD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of EWD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of EWD is 5555
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
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.

EWD vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Sweden ETF (EWD) 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.


The chart of Sharpe ratio for EWD, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
EWD: 0.54
SCHD: 0.18
The chart of Sortino ratio for EWD, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
EWD: 0.90
SCHD: 0.35
The chart of Omega ratio for EWD, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
EWD: 1.11
SCHD: 1.05
The chart of Calmar ratio for EWD, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.00
EWD: 0.69
SCHD: 0.18
The chart of Martin ratio for EWD, currently valued at 1.73, compared to the broader market0.0020.0040.0060.00
EWD: 1.73
SCHD: 0.64

The current EWD Sharpe Ratio is 0.54, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of EWD and SCHD, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.54
0.18
EWD
SCHD

Dividends

EWD vs. SCHD - Dividend Comparison

EWD's dividend yield for the trailing twelve months is around 1.51%, less than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
EWD
iShares MSCI Sweden ETF
1.51%1.77%2.41%3.68%5.46%0.98%4.15%5.17%3.23%3.91%4.08%3.92%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

EWD vs. SCHD - Drawdown Comparison

The maximum EWD drawdown since its inception was -74.27%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EWD and SCHD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.32%
-11.47%
EWD
SCHD

Volatility

EWD vs. SCHD - Volatility Comparison

iShares MSCI Sweden ETF (EWD) has a higher volatility of 13.14% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that EWD'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.14%
11.20%
EWD
SCHD