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IXUS vs. SCHB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IXUS and SCHB is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

IXUS vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

IXUS:

7.12%

SCHB:

10.49%

Max Drawdown

IXUS:

-0.88%

SCHB:

-0.74%

Current Drawdown

IXUS:

-0.34%

SCHB:

-0.05%

Returns By Period


IXUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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IXUS vs. SCHB - Expense Ratio Comparison

IXUS has a 0.09% expense ratio, which is higher than SCHB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

IXUS vs. SCHB — Risk-Adjusted Performance Rank

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

IXUS
The Risk-Adjusted Performance Rank of IXUS is 7070
Overall Rank
The Sharpe Ratio Rank of IXUS is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6767
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 7070
Martin Ratio Rank

SCHB
The Risk-Adjusted Performance Rank of SCHB is 6060
Overall Rank
The Sharpe Ratio Rank of SCHB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHB is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SCHB is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SCHB is 6060
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.

IXUS vs. SCHB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) 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.



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Dividends

IXUS vs. SCHB - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 3.00%, more than SCHB's 1.31% yield.


TTM20242023202220212020201920182017201620152014
IXUS
iShares Core MSCI Total International Stock ETF
3.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHB
Schwab U.S. Broad Market ETF
1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IXUS vs. SCHB - Drawdown Comparison

The maximum IXUS drawdown since its inception was -0.88%, which is greater than SCHB's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for IXUS and SCHB. For additional features, visit the drawdowns tool.


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Volatility

IXUS vs. SCHB - Volatility Comparison


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