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FNDE vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNDE vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental Emerging Markets Equity ETF (FNDE) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FNDE achieves a 12.14% return, which is significantly higher than HAUZ's -0.35% return. Over the past 10 years, FNDE has outperformed HAUZ with an annualized return of 9.83%, while HAUZ has yielded a comparatively lower 3.22% annualized return.


FNDE

1D
0.32%
1M
-1.23%
6M
7.12%
YTD
12.14%
1Y
24.57%
3Y*
19.07%
5Y*
10.23%
10Y*
9.83%
ALL TIME*
7.00%

HAUZ

1D
-0.35%
1M
2.65%
6M
-4.19%
YTD
-0.35%
1Y
5.26%
3Y*
6.95%
5Y*
-0.93%
10Y*
3.22%
ALL TIME*
3.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNDE vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FNDE
Schwab Fundamental Emerging Markets Equity ETF
12.14%29.46%12.10%14.99%-15.58%14.41%-2.77%19.75%-10.37%26.77%
HAUZ
Xtrackers International Real Estate ETF
-0.35%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%

Correlation

The correlation between FNDE and HAUZ is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.59

The correlation between FNDE and HAUZ has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.

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Return for Risk

FNDE vs. HAUZ — Risk / Return Rank

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

FNDE
FNDE Risk / Return Rank: 6161
Overall Rank
FNDE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FNDE Sortino Ratio Rank: 5858
Sortino Ratio Rank
FNDE Omega Ratio Rank: 6262
Omega Ratio Rank
FNDE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FNDE Martin Ratio Rank: 6060
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1616
Overall Rank
HAUZ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1616
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1616
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1616
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FNDE vs. HAUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Equity ETF (FNDE) and Xtrackers International Real Estate ETF (HAUZ). 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.


FNDEHAUZDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.47

Omega ratioGain probability vs. loss probability

1.28

1.08

+0.21

Calmar ratioReturn relative to maximum drawdown

2.41

0.38

+2.04

Martin ratioReturn relative to average drawdown

7.74

0.87

+6.87

FNDE vs. HAUZ - Sharpe Ratio Comparison

The current FNDE Sharpe Ratio is 1.54, which is higher than the HAUZ Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of FNDE and HAUZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FNDE vs. HAUZ - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for FNDE and HAUZ.


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Drawdown Indicators


FNDEHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-43.55%

-39.51%

-4.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-14.08%

+3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.40%

-17.88%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-29.44%

-34.14%

+4.70%

Max Drawdown (10Y)

Largest decline over 10 years

-39.93%

-39.51%

-0.42%

Current Drawdown

Current decline from peak

-4.52%

-9.66%

+5.14%

Average Drawdown

Average peak-to-trough decline

-11.64%

-11.74%

+0.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

6.05%

-2.87%

Volatility

FNDE vs. HAUZ - Volatility Comparison

Schwab Fundamental Emerging Markets Equity ETF (FNDE) has a higher volatility of 4.79% compared to Xtrackers International Real Estate ETF (HAUZ) at 3.31%. This indicates that FNDE's price experiences larger fluctuations and is considered to be riskier than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FNDEHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.79%

3.31%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

11.99%

+1.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

14.13%

+1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.07%

15.95%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

16.95%

+2.18%

FNDE vs. HAUZ - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Dividends

FNDE vs. HAUZ - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 3.69%, more than HAUZ's 3.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FNDE
Schwab Fundamental Emerging Markets Equity ETF
3.69%4.19%4.82%4.74%5.59%4.32%2.50%3.47%2.98%2.05%1.65%2.02%
HAUZ
Xtrackers International Real Estate ETF
3.57%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%

Frequently Asked Questions


FNDE and HAUZ have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNDE has higher volatility (4.79%) compared to HAUZ (3.31%). In terms of maximum drawdown, FNDE dropped -43.55% vs HAUZ's -39.51%.

On 10-year performance, FNDE leads with 9.83% vs 3.22% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, HAUZ has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FNDE has performed better with a 9.83% return vs 3.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.39% for FNDE.

FNDE has the higher dividend yield at 3.69%, compared with 3.57% for HAUZ.

FNDE is categorized as Emerging Markets Equities, while HAUZ is REIT. FNDE tracks RAFI Fundamental High Liquidity Emerging Markets Index (Net), while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: Charles Schwab and DWS. Their fees differ too: 0.39% for FNDE and 0.10% for HAUZ.

FNDE currently has the higher Sharpe Ratio (1.54 vs 0.37), 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.

Portfolio Optimizer

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