MOTI vs. SCHF
Compare and contrast key facts about VanEck Vectors Morningstar International Moat ETF (MOTI) and Schwab International Equity ETF (SCHF).
MOTI and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MOTI is a passively managed fund by VanEck that tracks the performance of the Morningstar Global ex-US Moat Focus Index. It was launched on Jul 13, 2015. 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 MOTI 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: MOTI or SCHF.
Performance
MOTI vs. SCHF - Performance Comparison
Returns By Period
In the year-to-date period, MOTI achieves a 1.97% return, which is significantly lower than SCHF's 4.87% return.
MOTI
1.97%
-6.10%
-3.10%
5.97%
3.22%
N/A
SCHF
4.87%
-3.32%
-0.82%
11.45%
6.69%
6.07%
Key characteristics
| MOTI | SCHF | |
|---|---|---|
| Sharpe Ratio | 0.36 | 0.92 |
| Sortino Ratio | 0.61 | 1.33 |
| Omega Ratio | 1.07 | 1.16 |
| Calmar Ratio | 0.42 | 1.46 |
| Martin Ratio | 1.31 | 4.27 |
| Ulcer Index | 4.52% | 2.73% |
| Daily Std Dev | 16.47% | 12.67% |
| Max Drawdown | -36.70% | -34.64% |
| Current Drawdown | -12.00% | -7.58% |
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MOTI vs. SCHF - Expense Ratio Comparison
MOTI has a 0.57% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Correlation
The correlation between MOTI and SCHF is 0.82, 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
MOTI vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Morningstar International Moat ETF (MOTI) 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
MOTI vs. SCHF - Dividend Comparison
MOTI's dividend yield for the trailing twelve months is around 2.30%, less than SCHF's 4.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MOTI VanEck Vectors Morningstar International Moat ETF | 2.30% | 2.34% | 3.27% | 4.67% | 2.14% | 3.90% | 3.73% | 5.86% | 1.33% | 0.84% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 4.61% | 4.87% | 2.80% | 3.31% | 2.08% | 5.13% | 3.06% | 2.35% | 5.15% | 2.26% | 5.80% | 4.42% |
Drawdowns
MOTI vs. SCHF - Drawdown Comparison
The maximum MOTI drawdown since its inception was -36.70%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for MOTI and SCHF. For additional features, visit the drawdowns tool.
Volatility
MOTI vs. SCHF - Volatility Comparison
VanEck Vectors Morningstar International Moat ETF (MOTI) has a higher volatility of 5.33% compared to Schwab International Equity ETF (SCHF) at 3.61%. This indicates that MOTI'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.