IXUS vs. SCHF
Compare and contrast key facts about iShares Core MSCI Total International Stock ETF (IXUS) and Schwab International Equity ETF (SCHF).
IXUS and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IXUS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Oct 18, 2012. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both IXUS and SCHF 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: IXUS or SCHF.
Performance
IXUS vs. SCHF - Performance Comparison
Returns By Period
In the year-to-date period, IXUS achieves a 5.83% return, which is significantly higher than SCHF's 4.44% return. Over the past 10 years, IXUS has underperformed SCHF with an annualized return of 4.76%, while SCHF has yielded a comparatively higher 6.08% annualized return.
IXUS
5.83%
-4.89%
-1.94%
13.31%
5.12%
4.76%
SCHF
4.44%
-4.78%
-2.82%
12.60%
6.44%
6.08%
Key characteristics
| IXUS | SCHF | |
|---|---|---|
| Sharpe Ratio | 1.01 | 0.98 |
| Sortino Ratio | 1.46 | 1.41 |
| Omega Ratio | 1.18 | 1.17 |
| Calmar Ratio | 1.01 | 1.44 |
| Martin Ratio | 5.31 | 4.88 |
| Ulcer Index | 2.42% | 2.56% |
| Daily Std Dev | 12.73% | 12.71% |
| Max Drawdown | -36.23% | -34.64% |
| Current Drawdown | -7.70% | -7.97% |
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IXUS vs. SCHF - Expense Ratio Comparison
IXUS has a 0.09% expense ratio, which is higher than SCHF's 0.06% 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%.
Correlation
The correlation between IXUS and SCHF is 0.97, 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.
Risk-Adjusted Performance
IXUS vs. SCHF - 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 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.
Dividends
IXUS vs. SCHF - Dividend Comparison
IXUS's dividend yield for the trailing twelve months is around 3.05%, less than SCHF's 4.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IXUS iShares Core MSCI Total International Stock ETF | 3.05% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% | 2.08% |
SCHF Schwab International Equity ETF | 4.63% | 4.87% | 5.61% | 6.39% | 2.08% | 2.95% | 6.12% | 4.70% | 2.58% | 4.51% | 5.80% | 4.42% |
Drawdowns
IXUS vs. SCHF - Drawdown Comparison
The maximum IXUS drawdown since its inception was -36.23%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for IXUS and SCHF. For additional features, visit the drawdowns tool.
Volatility
IXUS vs. SCHF - Volatility Comparison
iShares Core MSCI Total International Stock ETF (IXUS) and Schwab International Equity ETF (SCHF) have volatilities of 3.94% and 3.81%, 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.