SCHC vs. HSY
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 HSY (The Hershey Company) is a stock. Over the past 10 years, SCHC returned 8.48%/yr vs 9.11%/yr for HSY. At a 0.25 correlation, their price movements are largely independent.
Performance
SCHC vs. HSY - Performance Comparison
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Returns By Period
In the year-to-date period, SCHC achieves a 9.25% return, which is significantly higher than HSY's 1.25% return. Over the past 10 years, SCHC has underperformed HSY with an annualized return of 8.48%, while HSY has yielded a comparatively higher 9.11% annualized return.
SCHC
- 1D
- 0.71%
- 1M
- -2.36%
- YTD
- 9.25%
- 6M
- 11.25%
- 1Y
- 25.49%
- 3Y*
- 17.06%
- 5Y*
- 6.10%
- 10Y*
- 8.48%
HSY
- 1D
- 0.45%
- 1M
- -3.82%
- YTD
- 1.25%
- 6M
- 1.34%
- 1Y
- 10.63%
- 3Y*
- -8.39%
- 5Y*
- 3.29%
- 10Y*
- 9.11%
SCHC vs. HSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHC Schwab International Small-Cap Equity ETF | 9.25% | 37.59% | 1.97% | 14.36% | -21.74% | 12.02% | 10.48% | 23.10% | -18.60% | 29.42% |
HSY The Hershey Company | 1.25% | 10.98% | -6.51% | -17.88% | 21.86% | 29.58% | 5.90% | 40.20% | -2.92% | 12.33% |
Correlation
The correlation between SCHC and HSY is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2010 | 0.25 |
The correlation between SCHC and HSY shifts across timeframes, from 0.09 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCHC vs. HSY — Risk / Return Rank
SCHC
HSY
SCHC vs. HSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and The Hershey Company (HSY). 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 | HSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.35 | +1.58 |
| Martin ratioReturn relative to average drawdown | 7.12 | 0.87 | +6.25 |
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Drawdowns
SCHC vs. HSY - Drawdown Comparison
The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum HSY drawdown of -49.15%. Use the drawdown chart below to compare losses from any high point for SCHC and HSY.
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Drawdown Indicators
| SCHC | HSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.94% | -49.15% | +5.21% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -25.01% | +12.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -42.23% | +26.71% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -45.25% | +8.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -45.25% | +1.31% |
Current DrawdownCurrent decline from peak | -3.49% | -28.02% | +24.53% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -13.10% | +3.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 10.00% | -6.62% |
Volatility
SCHC vs. HSY - Volatility Comparison
The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is 6.31%, while The Hershey Company (HSY) has a volatility of 9.48%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than HSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHC | HSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 9.48% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 20.08% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 27.49% | -11.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 22.77% | -5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 23.44% | -5.42% |
Dividends
SCHC vs. HSY - Dividend Comparison
SCHC's dividend yield for the trailing twelve months is around 3.35%, more than HSY's 3.11% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSY The Hershey Company | 3.11% | 3.01% | 3.24% | 2.39% | 1.67% | 1.76% | 2.07% | 2.03% | 2.57% | 2.24% | 2.32% | 2.50% |
SCHC Schwab International Small-Cap Equity ETF | 3.35% | 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
SCHC and HSY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HSY has higher volatility (9.48%) compared to SCHC (6.31%). In terms of maximum drawdown, SCHC dropped -43.94% vs HSY's -49.15%.
SCHC currently has the higher Sharpe Ratio (1.49 vs 0.32), 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.
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