SCHE vs. DWLD
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Davis Select Worldwide ETF (DWLD).
SCHE and DWLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. DWLD is an actively managed fund by Davis Advisers. It was launched on Jan 11, 2017.
Performance
SCHE vs. DWLD - Performance Comparison
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SCHE vs. DWLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 0.89% | 26.54% | 10.60% | 8.93% | -17.84% | -0.65% | 14.49% | 20.31% | -13.57% | 27.33% |
DWLD Davis Select Worldwide ETF | -5.57% | 30.43% | 24.34% | 20.62% | -14.20% | -4.03% | 22.73% | 31.28% | -22.28% | 30.10% |
Returns By Period
In the year-to-date period, SCHE achieves a 0.89% return, which is significantly higher than DWLD's -5.57% return.
SCHE
- 1D
- 0.27%
- 1M
- -5.17%
- YTD
- 0.89%
- 6M
- 1.12%
- 1Y
- 22.64%
- 3Y*
- 14.08%
- 5Y*
- 3.73%
- 10Y*
- 7.71%
DWLD
- 1D
- 0.52%
- 1M
- -4.59%
- YTD
- -5.57%
- 6M
- -1.45%
- 1Y
- 17.50%
- 3Y*
- 20.20%
- 5Y*
- 6.33%
- 10Y*
- —
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SCHE vs. DWLD - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than DWLD's 0.63% expense ratio.
Return for Risk
SCHE vs. DWLD — Risk / Return Rank
SCHE
DWLD
SCHE vs. DWLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Davis Select Worldwide ETF (DWLD). 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.
| SCHE | DWLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.91 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.35 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.19 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.42 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.21 | 5.20 | +2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHE | DWLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.91 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.31 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.49 | -0.27 |
Correlation
The correlation between SCHE and DWLD is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SCHE vs. DWLD - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.85%, more than DWLD's 1.65% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 2.85% | 2.88% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.64% | 2.31% | 2.27% | 2.50% |
DWLD Davis Select Worldwide ETF | 1.65% | 1.56% | 1.45% | 1.23% | 0.75% | 1.03% | 0.24% | 2.27% | 4.11% | 0.20% | 0.00% | 0.00% |
Drawdowns
SCHE vs. DWLD - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum DWLD drawdown of -39.27%. Use the drawdown chart below to compare losses from any high point for SCHE and DWLD.
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Drawdown Indicators
| SCHE | DWLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -39.27% | +3.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -13.15% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -39.27% | +5.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.20% | — | — |
Current DrawdownCurrent decline from peak | -8.15% | -8.34% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -11.50% | -1.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.58% | -0.35% |
Volatility
SCHE vs. DWLD - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 7.69% compared to Davis Select Worldwide ETF (DWLD) at 5.81%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than DWLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHE | DWLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 5.81% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 11.38% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 19.42% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 20.66% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 21.31% | -1.89% |