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MTRA vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTRA vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Growth Focus ETF (MTRA) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTRA achieves a -1.53% return, which is significantly lower than SCHF's 11.52% return.


MTRA

1D
-4.59%
1M
-3.34%
YTD
-1.53%
6M
-1.20%
1Y
3Y*
5Y*
10Y*

SCHF

1D
-3.77%
1M
-2.05%
YTD
11.52%
6M
14.00%
1Y
27.39%
3Y*
18.36%
5Y*
9.07%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTRA vs. SCHF - Yearly Performance Comparison


Correlation

The correlation between MTRA and SCHF is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.90

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Return for Risk

MTRA vs. SCHF — Risk / Return Rank

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

MTRA

SCHF
SCHF Risk / Return Rank: 5050
Overall Rank
SCHF Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHF Omega Ratio Rank: 5050
Omega Ratio Rank
SCHF Calmar Ratio Rank: 4949
Calmar Ratio Rank
SCHF Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MTRA vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Growth Focus ETF (MTRA) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MTRA vs. SCHF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MTRASCHFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.42

-0.23

Drawdowns

MTRA vs. SCHF - Drawdown Comparison

The maximum MTRA drawdown since its inception was -15.77%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for MTRA and SCHF.


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Drawdown Indicators


MTRASCHFDifference

Max Drawdown

Largest peak-to-trough decline

-15.77%

-34.87%

+19.10%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

Current Drawdown

Current decline from peak

-6.85%

-4.32%

-2.53%

Average Drawdown

Average peak-to-trough decline

-3.81%

-7.38%

+3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

Volatility

MTRA vs. SCHF - Volatility Comparison


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Volatility by Period


MTRASCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

Volatility (6M)

Calculated over the trailing 6-month period

13.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.79%

16.19%

+1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

16.46%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

17.22%

+0.57%

MTRA vs. SCHF - Expense Ratio Comparison

MTRA has a 0.54% expense ratio, which is higher than SCHF's 0.06% expense ratio.


Dividends

MTRA vs. SCHF - Dividend Comparison

MTRA's dividend yield for the trailing twelve months is around 0.70%, less than SCHF's 3.06% yield.


PositionTTM20252024202320222021202020192018201720162015
MTRA
Invesco International Growth Focus ETF
0.70%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
3.06%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions


With a correlation of 0.90, MTRA and SCHF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SCHF is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHF is cheaper with a 0.06% expense ratio, compared with 0.54% for MTRA.

SCHF has the higher dividend yield at 3.06%, compared with 0.70% for MTRA.

They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.54% for MTRA and 0.06% for SCHF.

Portfolio Optimizer

Find the right allocation for MTRA and SCHF

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