SCHC vs. DISV

Last updated Jun 25, 2026

SCHC (Schwab International Small-Cap Equity ETF) and DISV (Dimensional International Small Cap Value ETF) are both Foreign Small & Mid Cap Equities funds. SCHC is passively managed, while DISV is actively managed. Over the past 3 years, SCHC returned 16.94%/yr vs 23.79%/yr for DISV. With a 0.95 correlation, they move nearly in lockstep. SCHC charges 0.08%/yr vs 0.42%/yr for DISV.

Performance

SCHC vs. DISV - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHC achieves a 4.94% return, which is significantly lower than DISV's 7.65% return.

SCHC

• 1D: -0.58%
• 1M: -4.92%
• YTD: 4.94%
• 6M: 4.51%
• 1Y: 18.99%
• 3Y*: 16.94%
• 5Y*: 5.65%
• 10Y*: 8.35%

DISV

• 1D: -0.53%
• 1M: -2.79%
• YTD: 7.65%
• 6M: 7.72%
• 1Y: 29.05%
• 3Y*: 23.79%
• 5Y*: —
• 10Y*: —

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

SCHC vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SCHC Schwab International Small-Cap Equity ETF	4.94%	37.59%	1.97%	14.36%	-15.30%
DISV Dimensional International Small Cap Value ETF	7.65%	47.42%	5.87%	19.52%	-9.36%

Correlation

The correlation between SCHC and DISV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.95

The correlation between SCHC and DISV has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

SCHC vs. DISV - Sectors Allocation Comparison

Sectors	SCHC	DISV
Industrials	16.1%	17.8%
Financial Services	13.1%	19.5%
Basic Materials	11.7%	19.9%
Consumer Cyclical	7.4%	15.4%
Technology	6.7%	3.9%
Real Estate	5.0%	3.2%
Energy	4.4%	7.1%
Healthcare	3.7%	3.6%
Consumer Defensive	3.1%	3.6%
Utilities	2.2%	1.9%
Communication Services	2.2%	2.4%

Return for Risk

SCHC vs. DISV — Risk / Return Rank

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

SCHC

SCHC Risk / Return Rank: 35
SCHC Sharpe Ratio Rank: 35
SCHC Sortino Ratio Rank: 34
SCHC Omega Ratio Rank: 35
SCHC Calmar Ratio Rank: 33
SCHC Martin Ratio Rank: 38

DISV

DISV Risk / Return Rank: 61
DISV Sharpe Ratio Rank: 67
DISV Sortino Ratio Rank: 66
DISV Omega Ratio Rank: 64
DISV Calmar Ratio Rank: 52
DISV Martin Ratio Rank: 54

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. DISV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Dimensional International Small Cap Value ETF (DISV). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SCHC	DISV	Difference
Sharpe ratio: Return per unit of total volatility	1.17	1.95	-0.78
Sortino ratio: Return per unit of downside risk	1.68	2.70	-1.03
Omega ratio: Gain probability vs. loss probability	1.22	1.35	-0.13
Calmar ratio: Return relative to maximum drawdown	1.53	2.30	-0.77
Martin ratio: Return relative to average drawdown	5.48	8.45	-2.96

SCHC vs. DISV - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 1.17, which is lower than the DISV Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of SCHC and DISV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHC vs. DISV - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for SCHC and DISV.

Drawdown Indicators

	SCHC	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-43.94%	-26.77%	-17.17%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-12.69%	+0.21%
Max Drawdown (3Y) Largest decline over 3 years	-15.52%	-14.15%	-1.37%
Max Drawdown (5Y) Largest decline over 5 years	-36.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.94%	—	—
Current Drawdown Current decline from peak	-7.30%	-5.29%	-2.01%
Average Drawdown Average peak-to-trough decline	-10.03%	-4.88%	-5.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	3.45%	+0.02%

Volatility

SCHC vs. DISV - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 6.27% compared to Dimensional International Small Cap Value ETF (DISV) at 4.98%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHC	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.27%	4.98%	+1.29%
Volatility (6M) Calculated over the trailing 6-month period	14.15%	12.43%	+1.72%
Volatility (1Y) Calculated over the trailing 1-year period	16.36%	14.98%	+1.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.65%	17.38%	+0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.85%	17.38%	+0.47%

SCHC vs. DISV - Expense Ratio Comparison

SCHC has a 0.08% expense ratio, which is lower than DISV's 0.42% expense ratio.

Dividends

SCHC vs. DISV - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.49%, more than DISV's 2.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DISV Dimensional International Small Cap Value ETF	2.56%	2.69%	2.77%	2.73%	1.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.49%	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 DISV in my portfolio?

With a correlation of 0.93, SCHC and DISV 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.

Which is riskier, SCHC or DISV?

SCHC has higher volatility (6.27%) compared to DISV (4.98%). In terms of maximum drawdown, SCHC dropped -43.94% vs DISV's -26.77%.

Which ETF is better, SCHC or DISV?

On 3-year performance, DISV leads with 23.79% vs 16.94% for SCHC. On fees, SCHC is cheaper at 0.08% per year. On volatility, DISV has been the lower-risk option at 4.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHC or DISV?

Over the 3-year period, DISV has performed better with a 23.79% return vs 16.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHC or DISV?

SCHC is cheaper with a 0.08% expense ratio, compared with 0.42% for DISV.

Which ETF pays a higher dividend yield, SCHC or DISV?

SCHC has the higher dividend yield at 3.49%, compared with 2.56% for DISV.

What is the main difference between SCHC and DISV?

They also come from different issuers: Charles Schwab and Dimensional. Their fees differ too: 0.08% for SCHC and 0.42% for DISV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (1.95 vs 1.17), 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.