EWJV vs. SCHX
Compare and contrast key facts about iShares MSCI Japan Value ETF (EWJV) and Schwab U.S. Large-Cap ETF (SCHX).
EWJV and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWJV is a passively managed fund by iShares that tracks the performance of the MSCI Japan Value Index. It was launched on Mar 5, 2019. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both EWJV and SCHX 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: EWJV or SCHX.
Key characteristics
| EWJV | SCHX | |
|---|---|---|
| YTD Return | 12.18% | 28.15% |
| 1Y Return | 18.39% | 39.52% |
| 3Y Return (Ann) | 7.85% | 11.51% |
| 5Y Return (Ann) | 7.02% | 17.59% |
| Sharpe Ratio | 1.13 | 3.34 |
| Sortino Ratio | 1.55 | 4.41 |
| Omega Ratio | 1.20 | 1.63 |
| Calmar Ratio | 1.64 | 4.88 |
| Martin Ratio | 5.94 | 21.99 |
| Ulcer Index | 3.33% | 1.90% |
| Daily Std Dev | 17.50% | 12.43% |
| Max Drawdown | -30.05% | -34.33% |
| Current Drawdown | -4.02% | 0.00% |
Correlation
The correlation between EWJV and SCHX is 0.51, 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.
Performance
EWJV vs. SCHX - Performance Comparison
In the year-to-date period, EWJV achieves a 12.18% return, which is significantly lower than SCHX's 28.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWJV vs. SCHX - Expense Ratio Comparison
EWJV has a 0.15% expense ratio, which is higher than SCHX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EWJV vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Japan Value ETF (EWJV) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
EWJV vs. SCHX - Dividend Comparison
EWJV's dividend yield for the trailing twelve months is around 3.25%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWJV iShares MSCI Japan Value ETF | 3.25% | 3.32% | 2.71% | 2.47% | 1.97% | 4.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
EWJV vs. SCHX - Drawdown Comparison
The maximum EWJV drawdown since its inception was -30.05%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EWJV and SCHX. For additional features, visit the drawdowns tool.
Volatility
EWJV vs. SCHX - Volatility Comparison
iShares MSCI Japan Value ETF (EWJV) has a higher volatility of 4.73% compared to Schwab U.S. Large-Cap ETF (SCHX) at 4.05%. This indicates that EWJV's price experiences larger fluctuations and is considered to be riskier than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.