SAEF vs. SCHA
Compare and contrast key facts about Schwab Ariel ESG ETF (SAEF) and Schwab U.S. Small-Cap ETF (SCHA).
SAEF and SCHA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SAEF is an actively managed fund by Charles Schwab. It was launched on Nov 15, 2021. SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Performance
SAEF vs. SCHA - Performance Comparison
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SAEF vs. SCHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SAEF Schwab Ariel ESG ETF | 0.10% | 2.31% | 16.14% | 17.87% | -18.29% | -2.35% |
SCHA Schwab U.S. Small-Cap ETF | 2.24% | 11.60% | 11.16% | 18.46% | -19.81% | -5.60% |
Returns By Period
In the year-to-date period, SAEF achieves a 0.10% return, which is significantly lower than SCHA's 2.24% return.
SAEF
- 1D
- 3.37%
- 1M
- -8.16%
- YTD
- 0.10%
- 6M
- -1.45%
- 1Y
- 12.83%
- 3Y*
- 9.45%
- 5Y*
- —
- 10Y*
- —
SCHA
- 1D
- 3.56%
- 1M
- -4.59%
- YTD
- 2.24%
- 6M
- 4.84%
- 1Y
- 25.65%
- 3Y*
- 13.10%
- 5Y*
- 4.29%
- 10Y*
- 9.84%
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SAEF vs. SCHA - Expense Ratio Comparison
SAEF has a 0.59% expense ratio, which is higher than SCHA's 0.04% expense ratio.
Return for Risk
SAEF vs. SCHA — Risk / Return Rank
SAEF
SCHA
SAEF vs. SCHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Ariel ESG ETF (SAEF) and Schwab U.S. Small-Cap ETF (SCHA). 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.
| SAEF | SCHA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.13 | -0.59 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.69 | -0.78 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.22 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.77 | -0.91 |
Martin ratioReturn relative to average drawdown | 2.36 | 7.39 | -5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAEF | SCHA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.13 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.20 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.53 | -0.41 |
Correlation
The correlation between SAEF and SCHA is 0.92, 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.
Dividends
SAEF vs. SCHA - Dividend Comparison
SAEF's dividend yield for the trailing twelve months is around 0.38%, less than SCHA's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAEF Schwab Ariel ESG ETF | 0.38% | 0.38% | 0.46% | 0.46% | 0.61% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHA Schwab U.S. Small-Cap ETF | 1.17% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
Drawdowns
SAEF vs. SCHA - Drawdown Comparison
The maximum SAEF drawdown since its inception was -28.05%, smaller than the maximum SCHA drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for SAEF and SCHA.
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Drawdown Indicators
| SAEF | SCHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.05% | -42.41% | +14.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.75% | -14.35% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.79% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.41% | — |
Current DrawdownCurrent decline from peak | -9.69% | -6.28% | -3.41% |
Average DrawdownAverage peak-to-trough decline | -10.66% | -7.65% | -3.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 3.43% | +1.94% |
Volatility
SAEF vs. SCHA - Volatility Comparison
Schwab Ariel ESG ETF (SAEF) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 7.20% and 7.40%, 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.
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Volatility by Period
| SAEF | SCHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 7.40% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 13.69% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.86% | 22.89% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 21.95% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 22.67% | -1.16% |