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PID vs. SCHY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PID and SCHY is 0.65, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PID vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
28.92%
20.24%
PID
SCHY

Key characteristics

Sharpe Ratio

PID:

0.96

SCHY:

1.09

Sortino Ratio

PID:

1.43

SCHY:

1.56

Omega Ratio

PID:

1.19

SCHY:

1.22

Calmar Ratio

PID:

1.18

SCHY:

1.22

Martin Ratio

PID:

3.56

SCHY:

2.71

Ulcer Index

PID:

3.76%

SCHY:

5.49%

Daily Std Dev

PID:

13.93%

SCHY:

13.65%

Max Drawdown

PID:

-66.34%

SCHY:

-24.03%

Current Drawdown

PID:

-1.38%

SCHY:

0.00%

Returns By Period

In the year-to-date period, PID achieves a 6.99% return, which is significantly lower than SCHY's 13.64% return.


PID

YTD

6.99%

1M

0.94%

6M

0.51%

1Y

12.38%

5Y*

14.66%

10Y*

4.31%

SCHY

YTD

13.64%

1M

2.79%

6M

6.38%

1Y

15.38%

5Y*

N/A

10Y*

N/A

*Annualized

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PID vs. SCHY - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Expense ratio chart for PID: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PID: 0.56%
Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%

Risk-Adjusted Performance

PID vs. SCHY — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 8080
Overall Rank
The Sharpe Ratio Rank of PID is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 8080
Sortino Ratio Rank
The Omega Ratio Rank of PID is 7979
Omega Ratio Rank
The Calmar Ratio Rank of PID is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PID is 7878
Martin Ratio Rank

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8181
Overall Rank
The Sharpe Ratio Rank of SCHY is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8484
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8787
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7171
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.

PID vs. SCHY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and Schwab International Dividend Equity ETF (SCHY). 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.


The chart of Sharpe ratio for PID, currently valued at 0.96, compared to the broader market-1.000.001.002.003.004.00
PID: 0.96
SCHY: 1.09
The chart of Sortino ratio for PID, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.00
PID: 1.43
SCHY: 1.56
The chart of Omega ratio for PID, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
PID: 1.19
SCHY: 1.22
The chart of Calmar ratio for PID, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.00
PID: 1.18
SCHY: 1.22
The chart of Martin ratio for PID, currently valued at 3.56, compared to the broader market0.0020.0040.0060.00
PID: 3.56
SCHY: 2.71

The current PID Sharpe Ratio is 0.96, which is comparable to the SCHY Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of PID and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.96
1.09
PID
SCHY

Dividends

PID vs. SCHY - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.61%, less than SCHY's 4.03% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.61%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
SCHY
Schwab International Dividend Equity ETF
4.03%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PID vs. SCHY - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, which is greater than SCHY's maximum drawdown of -24.03%. Use the drawdown chart below to compare losses from any high point for PID and SCHY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.38%
0
PID
SCHY

Volatility

PID vs. SCHY - Volatility Comparison

Invesco International Dividend Achievers™ ETF (PID) has a higher volatility of 9.21% compared to Schwab International Dividend Equity ETF (SCHY) at 8.69%. This indicates that PID's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.21%
8.69%
PID
SCHY