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

Correlation

The correlation between EWO and SCHD is 0.61, 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.


-0.50.00.51.00.6

Performance

EWO vs. SCHD - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-2.05%
7.54%
EWO
SCHD

Key characteristics

Sharpe Ratio

EWO:

0.33

SCHD:

1.15

Sortino Ratio

EWO:

0.52

SCHD:

1.70

Omega Ratio

EWO:

1.06

SCHD:

1.20

Calmar Ratio

EWO:

0.25

SCHD:

1.63

Martin Ratio

EWO:

1.02

SCHD:

5.55

Ulcer Index

EWO:

4.62%

SCHD:

2.33%

Daily Std Dev

EWO:

14.44%

SCHD:

11.24%

Max Drawdown

EWO:

-75.69%

SCHD:

-33.37%

Current Drawdown

EWO:

-11.17%

SCHD:

-6.45%

Returns By Period

In the year-to-date period, EWO achieves a 3.52% return, which is significantly lower than SCHD's 11.86% return. Over the past 10 years, EWO has underperformed SCHD with an annualized return of 6.52%, while SCHD has yielded a comparatively higher 10.89% annualized return.


EWO

YTD

3.52%

1M

2.94%

6M

-2.30%

1Y

4.60%

5Y*

4.31%

10Y*

6.52%

SCHD

YTD

11.86%

1M

-5.88%

6M

6.68%

1Y

12.28%

5Y*

11.08%

10Y*

10.89%

Compare stocks, funds, or ETFs

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


EWO vs. SCHD - Expense Ratio Comparison

EWO has a 0.49% expense ratio, which is higher than SCHD's 0.06% expense ratio.


EWO
iShares MSCI Austria ETF
Expense ratio chart for EWO: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
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

EWO vs. SCHD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EWO, currently valued at 0.33, compared to the broader market0.002.004.000.331.15
The chart of Sortino ratio for EWO, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.0010.000.521.70
The chart of Omega ratio for EWO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.20
The chart of Calmar ratio for EWO, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.291.63
The chart of Martin ratio for EWO, currently valued at 1.02, compared to the broader market0.0020.0040.0060.0080.00100.001.025.55
EWO
SCHD

The current EWO Sharpe Ratio is 0.33, which is lower than the SCHD Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EWO 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.15
EWO
SCHD

Dividends

EWO vs. SCHD - Dividend Comparison

EWO's dividend yield for the trailing twelve months is around 7.44%, more than SCHD's 3.63% yield.


TTM20232022202120202019201820172016201520142013
EWO
iShares MSCI Austria ETF
7.44%5.65%4.75%2.42%0.98%3.11%4.04%2.03%1.99%1.51%3.93%2.02%
SCHD
Schwab US Dividend Equity ETF
3.63%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

EWO vs. SCHD - Drawdown Comparison

The maximum EWO drawdown since its inception was -75.69%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EWO and SCHD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.38%
-6.45%
EWO
SCHD

Volatility

EWO vs. SCHD - Volatility Comparison

iShares MSCI Austria ETF (EWO) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.59% and 3.73%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
3.73%
EWO
SCHD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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