SCHE vs. JPEM
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM).
SCHE and JPEM 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. JPEM is a passively managed fund by JPMorgan Chase that tracks the performance of the JPMorgan Diversified Factor Emerging Markets Equity Index. It was launched on Jan 7, 2015. Both SCHE and JPEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHE or JPEM.
Correlation
The correlation between SCHE and JPEM is 0.63, 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.
Performance
SCHE vs. JPEM - Performance Comparison
Key characteristics
SCHE:
0.73
JPEM:
0.34
SCHE:
1.15
JPEM:
0.58
SCHE:
1.15
JPEM:
1.08
SCHE:
0.68
JPEM:
0.34
SCHE:
2.34
JPEM:
0.84
SCHE:
5.86%
JPEM:
5.68%
SCHE:
18.74%
JPEM:
14.23%
SCHE:
-36.16%
JPEM:
-40.22%
SCHE:
-10.07%
JPEM:
-5.35%
Returns By Period
The year-to-date returns for both investments are quite close, with SCHE having a 3.34% return and JPEM slightly higher at 3.50%. Both investments have delivered pretty close results over the past 10 years, with SCHE having a 3.12% annualized return and JPEM not far behind at 3.05%.
SCHE
3.34%
-1.99%
-1.30%
12.43%
8.19%
3.12%
JPEM
3.50%
0.30%
0.20%
5.09%
10.11%
3.05%
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SCHE vs. JPEM - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than JPEM's 0.44% expense ratio.
Risk-Adjusted Performance
SCHE vs. JPEM — Risk-Adjusted Performance Rank
SCHE
JPEM
SCHE vs. JPEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM). 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.
Dividends
SCHE vs. JPEM - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.94%, less than JPEM's 5.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 2.94% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.27% | 2.50% | 2.86% |
JPEM J.P. Morgan Diversified Return Emerging Markets Equity ETF | 5.23% | 5.12% | 4.46% | 4.71% | 4.40% | 2.85% | 3.47% | 2.79% | 2.14% | 1.28% | 3.22% | 0.00% |
Drawdowns
SCHE vs. JPEM - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.16%, smaller than the maximum JPEM drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for SCHE and JPEM. For additional features, visit the drawdowns tool.
Volatility
SCHE vs. JPEM - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 11.15% compared to J.P. Morgan Diversified Return Emerging Markets Equity ETF (JPEM) at 8.18%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than JPEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.