SCHC vs. ORCL
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 ORCL (Oracle Corporation) is a stock. Over the past 10 years, SCHC returned 8.48%/yr vs 18.60%/yr for ORCL. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
SCHC vs. ORCL - 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 ORCL's -4.95% return. Over the past 10 years, SCHC has underperformed ORCL with an annualized return of 8.48%, while ORCL has yielded a comparatively higher 18.60% annualized return.
SCHC
- 1D
- 0.71%
- 1M
- -2.18%
- YTD
- 9.25%
- 6M
- 11.25%
- 1Y
- 23.99%
- 3Y*
- 17.06%
- 5Y*
- 6.10%
- 10Y*
- 8.48%
ORCL
- 1D
- 0.02%
- 1M
- -2.97%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -6.95%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
SCHC vs. ORCL - 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% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between SCHC and ORCL is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2010 | 0.50 |
Over the past year, the correlation between SCHC and ORCL has dropped to 0.30 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
SCHC vs. ORCL — Risk / Return Rank
SCHC
ORCL
SCHC vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Oracle Corporation (ORCL). 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 | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.60 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.04 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.93 | -0.12 | +2.05 |
| Martin ratioReturn relative to average drawdown | 7.12 | -0.20 | +7.32 |
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Drawdowns
SCHC vs. ORCL - Drawdown Comparison
The maximum SCHC drawdown since its inception was -43.94%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SCHC and ORCL.
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Drawdown Indicators
| SCHC | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.94% | -84.19% | +40.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.48% | -58.25% | +45.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.52% | -58.25% | +42.73% |
Max Drawdown (5Y)Largest decline over 5 years | -36.48% | -58.25% | +21.77% |
Max Drawdown (10Y)Largest decline over 10 years | -43.94% | -58.25% | +14.31% |
Current DrawdownCurrent decline from peak | -3.49% | -43.48% | +39.99% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -29.11% | +19.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 35.41% | -32.03% |
Volatility
SCHC vs. ORCL - Volatility Comparison
The current volatility for Schwab International Small-Cap Equity ETF (SCHC) is 6.31%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that SCHC experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHC | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 23.44% | -17.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 43.42% | -29.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 65.91% | -49.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.62% | 42.16% | -24.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.02% | 35.12% | -17.10% |
Dividends
SCHC vs. ORCL - Dividend Comparison
SCHC's dividend yield for the trailing twelve months is around 3.35%, more than ORCL's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
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 ORCL have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to SCHC (6.31%). In terms of maximum drawdown, SCHC dropped -43.94% vs ORCL's -84.19%.
SCHC currently has the higher Sharpe Ratio (1.49 vs -0.11), 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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