FLCA vs. SCHH
FLCA (Franklin FTSE Canada ETF) and SCHH (Schwab US REIT ETF) are both exchange-traded funds - FLCA is a Canada Equities fund tracking the FTSE Canada RIC Capped Index, while SCHH is a REIT fund tracking the Dow Jones Equity All REIT Capped Index. Both are passively managed. Over the past 5 years, FLCA returned 11.48%/yr vs 3.59%/yr for SCHH. At a 0.50 correlation, their price movements are largely independent. FLCA charges 0.09%/yr vs 0.07%/yr for SCHH.
Performance
FLCA vs. SCHH - Performance Comparison
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Returns By Period
In the year-to-date period, FLCA achieves a 7.33% return, which is significantly lower than SCHH's 15.79% return.
FLCA
- 1D
- 0.72%
- 1M
- -1.03%
- YTD
- 7.33%
- 6M
- 6.14%
- 1Y
- 28.09%
- 3Y*
- 21.31%
- 5Y*
- 11.48%
- 10Y*
- —
SCHH
- 1D
- 0.25%
- 1M
- 0.92%
- YTD
- 15.79%
- 6M
- 15.57%
- 1Y
- 17.26%
- 3Y*
- 11.36%
- 5Y*
- 3.59%
- 10Y*
- 4.31%
FLCA vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 7.33% | 34.62% | 13.02% | 14.71% | -11.93% | 28.67% | 6.31% | 28.42% | -15.55% | 2.65% |
SCHH Schwab US REIT ETF | 15.79% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 2.26% |
Correlation
The correlation between FLCA and SCHH is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.50 |
The correlation between FLCA and SCHH shifts across timeframes, from 0.40 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
FLCA vs. SCHH — Risk / Return Rank
FLCA
SCHH
FLCA vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Canada ETF (FLCA) and Schwab US REIT ETF (SCHH). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FLCA | SCHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.23 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 2.09 | +1.21 |
| Martin ratioReturn relative to average drawdown | 13.08 | 6.60 | +6.48 |
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Drawdowns
FLCA vs. SCHH - Drawdown Comparison
The maximum FLCA drawdown since its inception was -41.51%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for FLCA and SCHH.
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Drawdown Indicators
| FLCA | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.51% | -44.22% | +2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -8.55% | -8.28% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -17.76% | +5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -33.28% | +9.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.22% | — |
Current DrawdownCurrent decline from peak | -2.57% | -0.46% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -9.42% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.62% | -0.47% |
Volatility
FLCA vs. SCHH - Volatility Comparison
The current volatility for Franklin FTSE Canada ETF (FLCA) is 4.56%, while Schwab US REIT ETF (SCHH) has a volatility of 5.34%. This indicates that FLCA experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FLCA | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 5.34% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 10.40% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 13.82% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.78% | 18.76% | -1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.02% | 21.01% | -1.99% |
FLCA vs. SCHH - Expense Ratio Comparison
FLCA has a 0.09% expense ratio, which is higher than SCHH's 0.07% 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%.
Dividends
FLCA vs. SCHH - Dividend Comparison
FLCA's dividend yield for the trailing twelve months is around 1.02%, less than SCHH's 2.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLCA Franklin FTSE Canada ETF | 1.02% | 1.85% | 2.50% | 2.49% | 2.20% | 2.02% | 2.49% | 2.29% | 3.03% | 0.09% | 0.00% | 0.00% |
SCHH Schwab US REIT ETF | 2.76% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Frequently Asked Questions
FLCA and SCHH have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHH has higher volatility (5.34%) compared to FLCA (4.56%). In terms of maximum drawdown, FLCA dropped -41.51% vs SCHH's -44.22%.
On 5-year performance, FLCA leads with 11.48% vs 3.59% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, FLCA has been the lower-risk option at 4.56%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, FLCA has performed better with a 11.48% return vs 3.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHH is cheaper with a 0.07% expense ratio, compared with 0.09% for FLCA.
SCHH has the higher dividend yield at 2.76%, compared with 1.02% for FLCA.
FLCA is categorized as Canada Equities, while SCHH is REIT. FLCA tracks FTSE Canada RIC Capped Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: Franklin Templeton and Charles Schwab. Their fees differ too: 0.09% for FLCA and 0.07% for SCHH.
FLCA currently has the higher Sharpe Ratio (1.97 vs 1.27), 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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