IDLV vs. SCHF
Compare and contrast key facts about Invesco S&P International Developed Low Volatility ETF (IDLV) and Schwab International Equity ETF (SCHF).
IDLV and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDLV is a passively managed fund by Invesco that tracks the performance of the S&P BMI International Developed Low Volatility Index. It was launched on Jan 13, 2012. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both IDLV and SCHF 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: IDLV or SCHF.
Correlation
The correlation between IDLV and SCHF is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IDLV vs. SCHF - Performance Comparison
Key characteristics
IDLV:
1.21
SCHF:
1.14
IDLV:
1.70
SCHF:
1.61
IDLV:
1.21
SCHF:
1.20
IDLV:
1.16
SCHF:
1.50
IDLV:
3.16
SCHF:
3.52
IDLV:
3.89%
SCHF:
4.13%
IDLV:
10.11%
SCHF:
12.78%
IDLV:
-34.65%
SCHF:
-34.64%
IDLV:
-3.01%
SCHF:
-1.80%
Returns By Period
In the year-to-date period, IDLV achieves a 6.07% return, which is significantly lower than SCHF's 7.89% return. Over the past 10 years, IDLV has underperformed SCHF with an annualized return of 3.05%, while SCHF has yielded a comparatively higher 6.71% annualized return.
IDLV
6.07%
5.47%
1.83%
10.49%
0.25%
3.05%
SCHF
7.89%
6.11%
2.08%
11.77%
8.18%
6.71%
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IDLV vs. SCHF - Expense Ratio Comparison
IDLV has a 0.25% expense ratio, which is higher than SCHF's 0.06% 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
IDLV vs. SCHF — Risk-Adjusted Performance Rank
IDLV
SCHF
IDLV vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P International Developed Low Volatility ETF (IDLV) and Schwab International Equity ETF (SCHF). 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
IDLV vs. SCHF - Dividend Comparison
IDLV's dividend yield for the trailing twelve months is around 3.21%, less than SCHF's 3.93% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDLV Invesco S&P International Developed Low Volatility ETF | 3.21% | 3.41% | 3.59% | 4.69% | 2.99% | 2.31% | 5.48% | 3.94% | 3.05% | 3.92% | 3.93% | 3.25% |
SCHF Schwab International Equity ETF | 3.93% | 4.24% | 4.87% | 4.75% | 4.07% | 2.08% | 3.71% | 6.12% | 2.35% | 2.58% | 2.26% | 2.90% |
Drawdowns
IDLV vs. SCHF - Drawdown Comparison
The maximum IDLV drawdown since its inception was -34.65%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for IDLV and SCHF. For additional features, visit the drawdowns tool.
Volatility
IDLV vs. SCHF - Volatility Comparison
The current volatility for Invesco S&P International Developed Low Volatility ETF (IDLV) is 2.68%, while Schwab International Equity ETF (SCHF) has a volatility of 3.42%. This indicates that IDLV experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.