PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EWEB vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EWEBSCHD

Correlation

-0.50.00.51.00.3

The correlation between EWEB and SCHD is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

EWEB vs. SCHD - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
13.15%
EWEB
SCHD

Compare stocks, funds, or ETFs

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


EWEB vs. SCHD - Expense Ratio Comparison

EWEB has a 0.65% expense ratio, which is higher than SCHD's 0.06% expense ratio.


EWEB
Global X Emerging Markets Internet & E-commerce ETF
Expense ratio chart for EWEB: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SCHD: 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

EWEB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Internet & E-commerce ETF (EWEB) 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.


EWEB
Sharpe ratio
The chart of Sharpe ratio for EWEB, currently valued at 0.57, compared to the broader market-2.000.002.004.006.000.57
Sortino ratio
The chart of Sortino ratio for EWEB, currently valued at 1.30, compared to the broader market0.005.0010.001.30
Omega ratio
The chart of Omega ratio for EWEB, currently valued at 2.30, compared to the broader market0.501.001.502.002.503.002.30
Calmar ratio
The chart of Calmar ratio for EWEB, currently valued at 0.01, compared to the broader market0.005.0010.0015.000.01
Martin ratio
The chart of Martin ratio for EWEB, currently valued at 1.87, compared to the broader market0.0020.0040.0060.0080.00100.001.87
SCHD
Sharpe ratio
The chart of Sharpe ratio for SCHD, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Sortino ratio
The chart of Sortino ratio for SCHD, currently valued at 3.75, compared to the broader market0.005.0010.003.75
Omega ratio
The chart of Omega ratio for SCHD, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for SCHD, currently valued at 2.72, compared to the broader market0.005.0010.0015.002.72
Martin ratio
The chart of Martin ratio for SCHD, currently valued at 14.39, compared to the broader market0.0020.0040.0060.0080.00100.0014.39

EWEB vs. SCHD - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.57
2.59
EWEB
SCHD

Dividends

EWEB vs. SCHD - Dividend Comparison

EWEB has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.37%.


TTM20232022202120202019201820172016201520142013
EWEB
Global X Emerging Markets Internet & E-commerce ETF
0.00%0.30%0.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

EWEB vs. SCHD - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-65.32%
0
EWEB
SCHD

Volatility

EWEB vs. SCHD - Volatility Comparison

The current volatility for Global X Emerging Markets Internet & E-commerce ETF (EWEB) is 0.00%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.62%. This indicates that EWEB experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember0
3.62%
EWEB
SCHD