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IPKW vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IPKW 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.


-0.50.00.51.00.9

Performance

IPKW vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International BuyBack Achievers™ ETF (IPKW) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.28%
-0.93%
IPKW
SCHF

Key characteristics

Sharpe Ratio

IPKW:

0.63

SCHF:

0.43

Sortino Ratio

IPKW:

0.90

SCHF:

0.67

Omega Ratio

IPKW:

1.11

SCHF:

1.08

Calmar Ratio

IPKW:

0.70

SCHF:

0.58

Martin Ratio

IPKW:

3.20

SCHF:

1.64

Ulcer Index

IPKW:

2.82%

SCHF:

3.33%

Daily Std Dev

IPKW:

14.46%

SCHF:

12.73%

Max Drawdown

IPKW:

-47.24%

SCHF:

-34.64%

Current Drawdown

IPKW:

-8.59%

SCHF:

-8.88%

Returns By Period

In the year-to-date period, IPKW achieves a 8.23% return, which is significantly higher than SCHF's 4.38% return. Over the past 10 years, IPKW has outperformed SCHF with an annualized return of 7.83%, while SCHF has yielded a comparatively lower 6.31% annualized return.


IPKW

YTD

8.23%

1M

-3.62%

6M

-0.93%

1Y

8.84%

5Y*

7.09%

10Y*

7.83%

SCHF

YTD

4.38%

1M

-1.87%

6M

-0.70%

1Y

5.26%

5Y*

6.58%

10Y*

6.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IPKW vs. SCHF - Expense Ratio Comparison

IPKW has a 0.55% expense ratio, which is higher than SCHF's 0.06% expense ratio.


IPKW
Invesco International BuyBack Achievers™ ETF
Expense ratio chart for IPKW: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IPKW vs. SCHF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International BuyBack Achievers™ ETF (IPKW) 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.


Sharpe ratio
The chart of Sharpe ratio for IPKW, currently valued at 0.63, compared to the broader market0.002.004.000.630.43
The chart of Sortino ratio for IPKW, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.0010.000.900.67
The chart of Omega ratio for IPKW, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.08
The chart of Calmar ratio for IPKW, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.700.58
The chart of Martin ratio for IPKW, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.00100.003.201.64
IPKW
SCHF

The current IPKW Sharpe Ratio is 0.63, which is higher than the SCHF Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IPKW and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.63
0.43
IPKW
SCHF

Dividends

IPKW vs. SCHF - Dividend Comparison

IPKW's dividend yield for the trailing twelve months is around 2.84%, less than SCHF's 3.26% yield.


TTM20232022202120202019201820172016201520142013
IPKW
Invesco International BuyBack Achievers™ ETF
2.84%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%1.41%0.00%
SCHF
Schwab International Equity ETF
3.26%2.97%4.75%5.51%3.50%5.89%3.06%2.35%2.58%4.51%5.80%2.21%

Drawdowns

IPKW vs. SCHF - Drawdown Comparison

The maximum IPKW drawdown since its inception was -47.24%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for IPKW and SCHF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-8.88%
IPKW
SCHF

Volatility

IPKW vs. SCHF - Volatility Comparison

Invesco International BuyBack Achievers™ ETF (IPKW) has a higher volatility of 3.97% compared to Schwab International Equity ETF (SCHF) at 3.59%. This indicates that IPKW's price experiences larger fluctuations and is considered to be riskier than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.59%
IPKW
SCHF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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