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SCHC vs. VECP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHC vs. VECP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Small-Cap Equity ETF (SCHC) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L). The values are adjusted to include any dividend payments, if applicable.

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SCHC vs. VECP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHC
Schwab International Small-Cap Equity ETF
4.13%37.59%1.97%14.36%-21.74%12.02%10.48%23.10%-18.60%29.42%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
-2.02%16.65%-1.50%11.75%-17.39%-8.08%12.13%4.99%-5.73%16.30%
Different Trading Currencies

SCHC is traded in USD, while VECP.L is traded in GBP. To make them comparable, the VECP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCHC achieves a 4.13% return, which is significantly higher than VECP.L's -2.02% return. Over the past 10 years, SCHC has outperformed VECP.L with an annualized return of 8.03%, while VECP.L has yielded a comparatively lower 1.51% annualized return.


SCHC

1D
1.43%
1M
-6.84%
YTD
4.13%
6M
7.53%
1Y
36.78%
3Y*
15.97%
5Y*
6.55%
10Y*
8.03%

VECP.L

1D
0.92%
1M
-2.51%
YTD
-2.02%
6M
-1.53%
1Y
9.63%
3Y*
7.02%
5Y*
0.01%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHC vs. VECP.L - Expense Ratio Comparison

SCHC has a 0.11% expense ratio, which is higher than VECP.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

SCHC vs. VECP.L — Risk / Return Rank

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

SCHC
SCHC Risk / Return Rank: 9191
Overall Rank
SCHC Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SCHC Sortino Ratio Rank: 9292
Sortino Ratio Rank
SCHC Omega Ratio Rank: 9393
Omega Ratio Rank
SCHC Calmar Ratio Rank: 8989
Calmar Ratio Rank
SCHC Martin Ratio Rank: 8989
Martin Ratio Rank

VECP.L
VECP.L Risk / Return Rank: 6262
Overall Rank
VECP.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VECP.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
VECP.L Omega Ratio Rank: 5858
Omega Ratio Rank
VECP.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
VECP.L Martin Ratio Rank: 4949
Martin Ratio Rank
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. VECP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Small-Cap Equity ETF (SCHC) and Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L). 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.


SCHCVECP.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.12

+1.00

Sortino ratio

Return per unit of downside risk

2.81

1.67

+1.14

Omega ratio

Gain probability vs. loss probability

1.43

1.20

+0.23

Calmar ratio

Return relative to maximum drawdown

2.97

1.35

+1.62

Martin ratio

Return relative to average drawdown

11.87

4.70

+7.17

SCHC vs. VECP.L - Sharpe Ratio Comparison

The current SCHC Sharpe Ratio is 2.12, which is higher than the VECP.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SCHC and VECP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHCVECP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.12

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.00

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.17

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.22

+0.16

Correlation

The correlation between SCHC and VECP.L is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SCHC vs. VECP.L - Dividend Comparison

SCHC's dividend yield for the trailing twelve months is around 3.52%, more than VECP.L's 3.40% yield.


TTM20252024202320222021202020192018201720162015
SCHC
Schwab International Small-Cap Equity ETF
3.52%3.66%3.72%2.94%1.78%3.02%1.62%3.23%2.51%2.73%2.01%2.34%
VECP.L
Vanguard EUR Corporate Bond UCITS ETF Distributing
3.40%3.37%4.05%3.45%2.12%0.94%0.99%0.93%1.10%1.23%1.04%0.00%

Drawdowns

SCHC vs. VECP.L - Drawdown Comparison

The maximum SCHC drawdown since its inception was -43.94%, which is greater than VECP.L's maximum drawdown of -34.13%. Use the drawdown chart below to compare losses from any high point for SCHC and VECP.L.


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Drawdown Indicators


SCHCVECP.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.94%

-20.56%

-23.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.48%

-3.86%

-8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-36.48%

-16.13%

-20.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.94%

-20.56%

-23.38%

Current Drawdown

Current decline from peak

-8.01%

-3.86%

-4.15%

Average Drawdown

Average peak-to-trough decline

-10.13%

-7.67%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

1.30%

+1.82%

Volatility

SCHC vs. VECP.L - Volatility Comparison

Schwab International Small-Cap Equity ETF (SCHC) has a higher volatility of 7.41% compared to Vanguard EUR Corporate Bond UCITS ETF Distributing (VECP.L) at 3.17%. This indicates that SCHC's price experiences larger fluctuations and is considered to be riskier than VECP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHCVECP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

3.17%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

5.39%

+6.43%

Volatility (1Y)

Calculated over the trailing 1-year period

17.40%

8.56%

+8.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

9.50%

+7.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

9.07%

+8.81%