IMID.L vs. SCHY
Compare and contrast key facts about SPDR MSCI ACWI IMI (IMID.L) and Schwab International Dividend Equity ETF (SCHY).
IMID.L and SCHY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMID.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI NR USD. It was launched on May 13, 2011. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. Both IMID.L and SCHY 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: IMID.L or SCHY.
Performance
IMID.L vs. SCHY - Performance Comparison
Returns By Period
In the year-to-date period, IMID.L achieves a 16.61% return, which is significantly higher than SCHY's 1.48% return.
IMID.L
16.61%
-1.02%
6.54%
24.81%
10.77%
8.97%
SCHY
1.48%
-5.21%
-0.12%
7.83%
N/A
N/A
Key characteristics
| IMID.L | SCHY | |
|---|---|---|
| Sharpe Ratio | 2.12 | 0.78 |
| Sortino Ratio | 3.01 | 1.13 |
| Omega Ratio | 1.39 | 1.14 |
| Calmar Ratio | 3.13 | 0.91 |
| Martin Ratio | 13.56 | 3.06 |
| Ulcer Index | 1.77% | 2.78% |
| Daily Std Dev | 11.30% | 10.93% |
| Max Drawdown | -39.56% | -24.04% |
| Current Drawdown | -1.92% | -8.41% |
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IMID.L vs. SCHY - Expense Ratio Comparison
IMID.L has a 0.40% expense ratio, which is higher than SCHY's 0.14% expense ratio.
Correlation
The correlation between IMID.L and SCHY is 0.57, 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.
Risk-Adjusted Performance
IMID.L vs. SCHY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI IMI (IMID.L) and Schwab International Dividend Equity ETF (SCHY). 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
IMID.L vs. SCHY - Dividend Comparison
IMID.L has not paid dividends to shareholders, while SCHY's dividend yield for the trailing twelve months is around 6.08%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
IMID.L SPDR MSCI ACWI IMI | 0.00% | 0.00% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 6.08% | 3.97% | 3.68% | 1.73% |
Drawdowns
IMID.L vs. SCHY - Drawdown Comparison
The maximum IMID.L drawdown since its inception was -39.56%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for IMID.L and SCHY. For additional features, visit the drawdowns tool.
Volatility
IMID.L vs. SCHY - Volatility Comparison
The current volatility for SPDR MSCI ACWI IMI (IMID.L) is 3.33%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.94%. This indicates that IMID.L experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.