SCHC vs. DD

Last updated Jun 9, 2026

SCHC (Schwab International Small-Cap Equity ETF) is Foreign Small & Mid Cap Equities fund tracking the FTSE Custom Developed Small Cap ex-US Liquid Net of Tax (Lux), while DD (DuPont de Nemours, Inc.) is a stock. Over the past 5 years, SCHC returned 5.72%/yr vs 8.16%/yr for DD. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

SCHC vs. DD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and DuPont de Nemours, Inc. (DD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHC achieves a 6.81% return, which is significantly lower than DD's 18.70% return.

SCHC

• 1D: 0.04%
• 1M: -5.20%
• YTD: 6.81%
• 6M: 9.38%
• 1Y: 23.23%
• 3Y*: 16.78%
• 5Y*: 5.72%
• 10Y*: 7.91%

DD

• 1D: 0.30%
• 1M: -4.49%
• YTD: 18.70%
• 6M: 17.59%
• 1Y: 69.20%
• 3Y*: 19.86%
• 5Y*: 8.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHC vs. DD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SCHC Schwab International Small-Cap Equity ETF	6.81%	37.59%	1.97%	14.36%	-21.74%	12.02%	10.48%	14.74%
DD DuPont de Nemours, Inc.	18.70%	28.77%	1.04%	14.36%	-13.36%	15.41%	13.28%	-14.90%

Correlation

The correlation between SCHC and DD is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jun 4, 2019	0.62

The correlation between SCHC and DD has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

Return for Risk

SCHC vs. DD — Risk / Return Rank

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

SCHC

SCHC Risk / Return Rank: 45
SCHC Sharpe Ratio Rank: 47
SCHC Sortino Ratio Rank: 45
SCHC Omega Ratio Rank: 47
SCHC Calmar Ratio Rank: 42
SCHC Martin Ratio Rank: 47

DD

DD Risk / Return Rank: 90
DD Sharpe Ratio Rank: 91
DD Sortino Ratio Rank: 90
DD Omega Ratio Rank: 87
DD Calmar Ratio Rank: 89
DD Martin Ratio Rank: 91

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.

SCHC vs. DD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and DuPont de Nemours, Inc. (DD). 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.

	SCHC	DD	Difference
Sharpe ratio: Return per unit of total volatility	1.47	2.27	-0.80
Sortino ratio: Return per unit of downside risk	2.05	3.18	-1.13
Omega ratio: Gain probability vs. loss probability	1.27	1.37	-0.10
Calmar ratio: Return relative to maximum drawdown	1.87	4.02	-2.15
Martin ratio: Return relative to average drawdown	7.03	12.57	-5.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHC vs. DD - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.47, which is lower than the DD Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of SCHC and DD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHC	DD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	2.27	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.27	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.23	+0.16

Drawdowns

SCHC vs. DD - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum DD drawdown of -62.03%. Use the drawdown chart below to compare losses from any high point for SCHC and DD.

Drawdown Indicators

	SCHC	DD	Difference
Max Drawdown Largest peak-to-trough decline	-43.94%	-62.03%	+18.09%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-17.31%	+4.83%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-37.84%	+22.32%
Max Drawdown (5Y) Largest decline over 5 years	-36.48%	-40.22%	+3.74%
Max Drawdown (10Y) Largest decline over 10 years	-43.94%	—	—
Current Drawdown Current decline from peak	-5.65%	-7.40%	+1.75%
Average Drawdown Average peak-to-trough decline	-10.05%	-14.58%	+4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	5.52%	-2.21%

Volatility

SCHC vs. DD - Volatility Comparison

The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is 5.47%, while DuPont de Nemours, Inc. (DD) has a volatility of 9.34%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than DD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHC	DD	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.47%	9.34%	-3.87%
Volatility (6M) Calculated over the trailing 6-month period	13.49%	22.88%	-9.39%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	30.67%	-14.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.56%	29.95%	-12.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	33.77%	-15.75%

Dividends

SCHC vs. DD - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.43%, less than DD's 103.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DD DuPont de Nemours, Inc.	103.98%	121.72%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.43%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%

Frequently Asked Questions

Can I hold both SCHC and DD in my portfolio?

SCHC and DD have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHC or DD?

DD has higher volatility (9.34%) compared to SCHC (5.47%). In terms of maximum drawdown, SCHC dropped -43.94% vs DD's -62.03%.

Which has better risk-adjusted returns?

DD currently has the higher Sharpe Ratio (2.27 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.