IDVZ vs. SCHX

Last updated Apr 1, 2026

Compare and contrast key facts about Opal International Dividend Income ETF (IDVZ) and Schwab U.S. Large-Cap ETF (SCHX).

IDVZ and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IDVZ is an actively managed fund by TrueMark Investments. It was launched on Dec 26, 2024. 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.

Performance

IDVZ vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Opal International Dividend Income ETF (IDVZ) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

IDVZ vs. SCHX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IDVZ Opal International Dividend Income ETF	6.35%	33.14%	-1.61%
SCHX Schwab U.S. Large-Cap ETF	-4.45%	17.46%	-1.53%

Returns By Period

In the year-to-date period, IDVZ achieves a 6.35% return, which is significantly higher than SCHX's -4.45% return.

IDVZ

• 1D: 2.06%
• 1M: -5.14%
• YTD: 6.35%
• 6M: 10.47%
• 1Y: 26.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: 2.89%
• 1M: -4.98%
• YTD: -4.45%
• 6M: -2.09%
• 1Y: 17.48%
• 3Y*: 18.24%
• 5Y*: 11.12%
• 10Y*: 13.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDVZ vs. SCHX - Expense Ratio Comparison

IDVZ has a 0.75% expense ratio, which is higher than SCHX's 0.03% expense ratio.

IDVZ

Opal International Dividend Income ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

IDVZ vs. SCHX — Risk / Return Rank

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

IDVZ

IDVZ Risk / Return Rank: 86
IDVZ Sharpe Ratio Rank: 86
IDVZ Sortino Ratio Rank: 86
IDVZ Omega Ratio Rank: 88
IDVZ Calmar Ratio Rank: 85
IDVZ Martin Ratio Rank: 87

SCHX

SCHX Risk / Return Rank: 64
SCHX Sharpe Ratio Rank: 58
SCHX Sortino Ratio Rank: 61
SCHX Omega Ratio Rank: 64
SCHX Calmar Ratio Rank: 63
SCHX Martin Ratio Rank: 73

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.

IDVZ vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Opal International Dividend Income ETF (IDVZ) 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.

	IDVZ	SCHX	Difference
Sharpe ratio Return per unit of total volatility	1.76	0.96	+0.80
Sortino ratio Return per unit of downside risk	2.34	1.46	+0.88
Omega ratio Gain probability vs. loss probability	1.37	1.22	+0.14
Calmar ratio Return relative to maximum drawdown	2.57	1.49	+1.08
Martin ratio Return relative to average drawdown	10.59	6.98	+3.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IDVZ vs. SCHX - Sharpe Ratio Comparison

The current IDVZ Sharpe Ratio is 1.76, which is higher than the SCHX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of IDVZ and SCHX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IDVZ	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	0.96	+0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.65	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.09	0.80	+1.29

Correlation

The correlation between IDVZ and SCHX is 0.55, 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.

Dividends

IDVZ vs. SCHX - Dividend Comparison

IDVZ's dividend yield for the trailing twelve months is around 2.83%, more than SCHX's 1.17% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDVZ Opal International Dividend Income ETF	2.83%	2.88%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.17%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Drawdowns

IDVZ vs. SCHX - Drawdown Comparison

The maximum IDVZ drawdown since its inception was -10.99%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for IDVZ and SCHX.

Drawdown Indicators

	IDVZ	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-10.99%	-34.33%	+23.34%
Max Drawdown (1Y) Largest decline over 1 year	-10.19%	-12.19%	+2.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-5.43%	-6.40%	+0.97%
Average Drawdown Average peak-to-trough decline	-1.34%	-4.00%	+2.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	2.60%	-0.13%

Volatility

IDVZ vs. SCHX - Volatility Comparison

Opal International Dividend Income ETF (IDVZ) has a higher volatility of 6.32% compared to Schwab U.S. Large-Cap ETF (SCHX) at 5.31%. This indicates that IDVZ'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.

Volatility by Period

	IDVZ	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.32%	5.31%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	9.64%	-0.61%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	18.33%	-3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	17.14%	-2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.70%	18.13%	-3.43%