INEQ vs. SCHD

Last updated Aug 2, 2026

INEQ (Columbia International Equity Income ETF) and SCHD (Schwab U.S. Dividend Equity ETF) are both Dividend funds. INEQ is actively managed, while SCHD is passively managed. Over the past 10 years, INEQ returned 9.92%/yr vs 12.76%/yr for SCHD. Their 0.59 correlation means they have sometimes moved together and sometimes differently. INEQ charges 0.45%/yr vs 0.06%/yr for SCHD.

Performance

INEQ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INEQ achieves a 12.10% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, INEQ has underperformed SCHD with an annualized return of 9.92%, while SCHD has yielded a comparatively higher 12.76% annualized return.

INEQ

• 1D: -0.61%
• 1M: 4.84%
• 6M: 7.09%
• YTD: 12.10%
• 1Y: 28.80%
• 3Y*: 20.29%
• 5Y*: 13.46%
• 10Y*: 9.92%
• ALL TIME*: 10.16%

SCHD

• 1D: 0.18%
• 1M: 3.33%
• 6M: 14.09%
• YTD: 24.03%
• 1Y: 31.54%
• 3Y*: 14.19%
• 5Y*: 9.54%
• 10Y*: 12.76%
• ALL TIME*: 13.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INEQ Columbia International Equity Income ETF	$606.92K	$766.57K	$703.44K
SCHD Schwab U.S. Dividend Equity ETF	$786.88M	$715.86M	$685.58M

INEQ vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INEQ Columbia International Equity Income ETF	12.10%	39.85%	6.02%	20.88%	-5.95%	10.18%	-0.52%	15.83%	-18.30%	24.88%
SCHD Schwab U.S. Dividend Equity ETF	24.03%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between INEQ and SCHD is 0.42, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.42
Correlation (3Y) Balances recent behavior with more history.	0.52
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (10Y) Provides a long-term view across more market conditions.	0.59
Correlation (All Time) Calculated using the full available price history since Jun 13, 2016	0.59

The correlation between INEQ and SCHD shifts across timeframes, from 0.42 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

INEQ vs. SCHD - Sectors Allocation Comparison

Sectors	INEQ	SCHD
Financial Services	27.2%	9.9%
Industrials	14.0%	7.8%
Basic Materials	10.4%	1.2%
Consumer Defensive	9.5%	20.6%
Energy	9.3%	14.1%
Healthcare	8.7%	20.8%
Communication Services	8.0%	6.2%
Consumer Cyclical	5.6%	7.7%
Utilities	3.6%	0.1%
Real Estate	2.1%	-
Technology	1.6%	12.7%

Return for Risk

INEQ vs. SCHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

INEQ

INEQ Risk / Return Rank: 84
INEQ Sharpe Ratio Rank: 88
INEQ Sortino Ratio Rank: 87
INEQ Omega Ratio Rank: 86
INEQ Calmar Ratio Rank: 81
INEQ Martin Ratio Rank: 76

SCHD

SCHD Risk / Return Rank: 95
SCHD Sharpe Ratio Rank: 96
SCHD Sortino Ratio Rank: 96
SCHD Omega Ratio Rank: 94
SCHD Calmar Ratio Rank: 96
SCHD Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

INEQ vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) and Schwab U.S. Dividend Equity ETF (SCHD). 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.

	INEQ	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.81	-0.70
Sortino ratio: Return per unit of downside risk	2.93	4.37	-1.44
Omega ratio: Gain probability vs. loss probability	1.38	1.51	-0.12
Calmar ratio: Return relative to maximum drawdown	3.00	6.74	-3.73
Martin ratio: Return relative to average drawdown	9.69	17.01	-7.33

INEQ vs. SCHD - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 2.12, which is comparable to the SCHD Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of INEQ and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INEQ vs. SCHD - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for INEQ and SCHD.

Drawdown Indicators

	INEQ	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-33.37%	-8.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-4.61%	-4.95%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	-16.13%	+1.75%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-16.85%	-7.66%
Max Drawdown (10Y) Largest decline over 10 years	-41.71%	-33.37%	-8.34%
Current Drawdown Current decline from peak	-0.61%	-1.24%	+0.63%
Average Drawdown Average peak-to-trough decline	-7.00%	-3.30%	-3.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	1.82%	+1.14%

Volatility

INEQ vs. SCHD - Volatility Comparison

Columbia International Equity Income ETF (INEQ) and Schwab U.S. Dividend Equity ETF (SCHD) have volatilities of 4.27% and 4.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INEQ	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	4.11%	+0.16%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	8.11%	+3.36%
Volatility (1Y) Calculated over the trailing 1-year period	13.57%	11.13%	+2.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.33%	14.39%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.37%	16.72%	-0.35%

INEQ vs. SCHD - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than SCHD's 0.06% expense ratio.

Dividends

INEQ vs. SCHD - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 9.31%, more than SCHD's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INEQ Columbia International Equity Income ETF	9.31%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.13%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both INEQ and SCHD in my portfolio?

INEQ and SCHD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INEQ or SCHD?

INEQ has higher volatility (4.27%) compared to SCHD (4.11%). In terms of maximum drawdown, INEQ dropped -41.71% vs SCHD's -33.37%.

Which ETF is better, INEQ or SCHD?

On 10-year performance, SCHD leads with 12.76% vs 9.92% for INEQ. On fees, SCHD is cheaper at 0.06% per year. On volatility, SCHD has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INEQ or SCHD?

Over the 10-year period, SCHD has performed better with a 12.76% return vs 9.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INEQ or SCHD?

SCHD is cheaper with a 0.06% expense ratio, compared with 0.45% for INEQ.

Which ETF pays a higher dividend yield, INEQ or SCHD?

INEQ has the higher dividend yield at 9.31%, compared with 3.13% for SCHD.

What is the main difference between INEQ and SCHD?

They also come from different issuers: Columbia and Charles Schwab. Their fees differ too: 0.45% for INEQ and 0.06% for SCHD.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.81 vs 2.12), 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.