IVLU vs. SCHB
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and Schwab U.S. Broad Market ETF (SCHB).
IVLU and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. Both IVLU and SCHB 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: IVLU or SCHB.
Key characteristics
| IVLU | SCHB | |
|---|---|---|
| YTD Return | 7.03% | 28.69% |
| 1Y Return | 16.17% | 42.43% |
| 3Y Return (Ann) | 6.27% | 10.97% |
| 5Y Return (Ann) | 6.61% | 17.87% |
| Sharpe Ratio | 1.28 | 3.35 |
| Sortino Ratio | 1.77 | 4.42 |
| Omega Ratio | 1.22 | 1.63 |
| Calmar Ratio | 2.08 | 4.95 |
| Martin Ratio | 6.92 | 21.81 |
| Ulcer Index | 2.41% | 1.94% |
| Daily Std Dev | 13.05% | 12.62% |
| Max Drawdown | -41.86% | -35.27% |
| Current Drawdown | -7.13% | -0.43% |
Correlation
The correlation between IVLU and SCHB is 0.69, 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
IVLU vs. SCHB - Performance Comparison
In the year-to-date period, IVLU achieves a 7.03% return, which is significantly lower than SCHB's 28.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IVLU vs. SCHB - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than SCHB's 0.03% expense ratio.
Risk-Adjusted Performance
IVLU vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) and Schwab U.S. Broad Market ETF (SCHB). 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
IVLU vs. SCHB - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 4.55%, more than SCHB's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 4.55% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% | 0.00% | 0.00% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
IVLU vs. SCHB - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.86%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for IVLU and SCHB. For additional features, visit the drawdowns tool.
Volatility
IVLU vs. SCHB - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) and Schwab U.S. Broad Market ETF (SCHB) have volatilities of 4.13% and 4.05%, 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.