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

Correlation

The correlation between IPKW and SCHF is 0.70, 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.


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.

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Key characteristics

Sharpe Ratio

IPKW:

1.06

SCHF:

0.69

Sortino Ratio

IPKW:

1.52

SCHF:

1.08

Omega Ratio

IPKW:

1.22

SCHF:

1.15

Calmar Ratio

IPKW:

1.21

SCHF:

0.88

Martin Ratio

IPKW:

5.19

SCHF:

2.66

Ulcer Index

IPKW:

4.13%

SCHF:

4.43%

Daily Std Dev

IPKW:

19.65%

SCHF:

17.13%

Max Drawdown

IPKW:

-47.24%

SCHF:

-34.64%

Current Drawdown

IPKW:

-0.14%

SCHF:

0.00%

Returns By Period

In the year-to-date period, IPKW achieves a 19.85% return, which is significantly higher than SCHF's 13.46% return. Over the past 10 years, IPKW has outperformed SCHF with an annualized return of 8.28%, while SCHF has yielded a comparatively lower 6.71% annualized return.


IPKW

YTD

19.85%

1M

12.59%

6M

18.32%

1Y

20.67%

5Y*

18.26%

10Y*

8.28%

SCHF

YTD

13.46%

1M

9.21%

6M

11.51%

1Y

11.71%

5Y*

14.29%

10Y*

6.71%

*Annualized

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IPKW vs. SCHF - Expense Ratio Comparison

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


Risk-Adjusted Performance

IPKW vs. SCHF — Risk-Adjusted Performance Rank

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

IPKW
The Risk-Adjusted Performance Rank of IPKW is 8383
Overall Rank
The Sharpe Ratio Rank of IPKW is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of IPKW is 8181
Sortino Ratio Rank
The Omega Ratio Rank of IPKW is 8181
Omega Ratio Rank
The Calmar Ratio Rank of IPKW is 8484
Calmar Ratio Rank
The Martin Ratio Rank of IPKW is 8484
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 6666
Overall Rank
The Sharpe Ratio Rank of SCHF is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 7676
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current IPKW Sharpe Ratio is 1.06, which is higher than the SCHF Sharpe Ratio of 0.69. 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.


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Dividends

IPKW vs. SCHF - Dividend Comparison

IPKW's dividend yield for the trailing twelve months is around 3.72%, more than SCHF's 2.88% yield.


TTM20242023202220212020201920182017201620152014
IPKW
Invesco International BuyBack Achievers™ ETF
3.72%4.12%2.66%3.77%7.37%1.45%2.41%2.61%0.93%2.82%1.31%1.41%
SCHF
Schwab International Equity ETF
2.88%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

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.


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Volatility

IPKW vs. SCHF - Volatility Comparison

Invesco International BuyBack Achievers™ ETF (IPKW) has a higher volatility of 3.59% compared to Schwab International Equity ETF (SCHF) at 3.20%. 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.


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