ISFE.L vs. SCHD
Compare and contrast key facts about iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) and Schwab US Dividend Equity ETF (SCHD).
ISFE.L and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ISFE.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Ex JPN Small Cap NR USD. It was launched on May 9, 2008. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both ISFE.L and SCHD 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: ISFE.L or SCHD.
Correlation
The correlation between ISFE.L and SCHD is 0.44, 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
ISFE.L vs. SCHD - Performance Comparison
Key characteristics
ISFE.L:
0.63
SCHD:
1.23
ISFE.L:
0.95
SCHD:
1.82
ISFE.L:
1.12
SCHD:
1.21
ISFE.L:
0.70
SCHD:
1.76
ISFE.L:
2.15
SCHD:
4.51
ISFE.L:
4.01%
SCHD:
3.11%
ISFE.L:
13.75%
SCHD:
11.39%
ISFE.L:
-52.38%
SCHD:
-33.37%
ISFE.L:
0.00%
SCHD:
-3.58%
Returns By Period
In the year-to-date period, ISFE.L achieves a 6.08% return, which is significantly higher than SCHD's 3.26% return. Over the past 10 years, ISFE.L has underperformed SCHD with an annualized return of 6.79%, while SCHD has yielded a comparatively higher 11.15% annualized return.
ISFE.L
6.08%
3.01%
7.74%
8.13%
8.66%
6.79%
SCHD
3.26%
1.04%
3.19%
12.82%
11.66%
11.15%
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ISFE.L vs. SCHD - Expense Ratio Comparison
ISFE.L has a 0.74% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Risk-Adjusted Performance
ISFE.L vs. SCHD — Risk-Adjusted Performance Rank
ISFE.L
SCHD
ISFE.L vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) and Schwab US 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.
Dividends
ISFE.L vs. SCHD - Dividend Comparison
ISFE.L's dividend yield for the trailing twelve months is around 3.28%, less than SCHD's 3.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISFE.L iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF | 3.28% | 3.47% | 3.94% | 4.44% | 2.88% | 2.67% | 3.85% | 4.25% | 3.10% | 3.04% | 3.92% | 3.46% |
SCHD Schwab US Dividend Equity ETF | 3.53% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
Drawdowns
ISFE.L vs. SCHD - Drawdown Comparison
The maximum ISFE.L drawdown since its inception was -52.38%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ISFE.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
ISFE.L vs. SCHD - Volatility Comparison
iShares MSCI AC Far East ex-Japan Small Cap UCITS ETF (ISFE.L) has a higher volatility of 3.47% compared to Schwab US Dividend Equity ETF (SCHD) at 3.04%. This indicates that ISFE.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.