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SCHE vs. NSRGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHE vs. NSRGY

Last updated Jun 13, 2026

SCHE (Schwab Emerging Markets Equity ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while NSRGY (Nestlé S.A.) is a stock. Over the past 10 years, SCHE returned 9.02%/yr vs 6.67%/yr for NSRGY. At a 0.33 correlation, their price movements are largely independent.

Performance

SCHE vs. NSRGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Emerging Markets Equity ETF (SCHE) and Nestlé S.A. (NSRGY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHE achieves a 10.50% return, which is significantly higher than NSRGY's 5.66% return. Over the past 10 years, SCHE has outperformed NSRGY with an annualized return of 9.02%, while NSRGY has yielded a comparatively lower 6.67% annualized return.

SCHE

1D
0.84%
1M
-0.58%
YTD
10.50%
6M
12.18%
1Y
26.49%
3Y*
16.79%
5Y*
4.83%
10Y*
9.02%

NSRGY

1D
-0.20%
1M
2.30%
YTD
5.66%
6M
6.71%
1Y
1.15%
3Y*
-1.88%
5Y*
-1.61%
10Y*
6.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHE vs. NSRGY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHE
Schwab Emerging Markets Equity ETF		10.50%26.54%10.60%8.93%-17.84%-0.65%14.49%20.31%-13.57%32.70%
NSRGY
Nestlé S.A.		5.66%24.80%-27.05%2.88%-15.94%22.32%11.63%37.26%-2.74%27.45%

Correlation

The correlation between SCHE and NSRGY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2010

0.33

The correlation between SCHE and NSRGY shifts across timeframes, from 0.19 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Schwab Emerging Markets Equity ETF

Nestlé S.A.

Often compared with SCHE:
SCHE vs. SCHFSCHE vs. VWOSCHE vs. IEMGSCHE vs. FNDESCHE vs. SWISXSCHE vs. EEMSCHE vs. SFENX
Often compared with NSRGY:
NSRGY vs. ULNSRGY vs. PGNSRGY vs. JNJNSRGY vs. SPYNSRGY vs. FNSRGY vs. VOONSRGY vs. BRK-B

Return for Risk

SCHE vs. NSRGY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHE
SCHE Risk / Return Rank: 4949
Overall Rank
SCHE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHE Omega Ratio Rank: 4949
Omega Ratio Rank
SCHE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCHE Martin Ratio Rank: 5252
Martin Ratio Rank
NSRGY
NSRGY Risk / Return Rank: 3838
Overall Rank
NSRGY Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NSRGY Sortino Ratio Rank: 3535
Sortino Ratio Rank
NSRGY Omega Ratio Rank: 3434
Omega Ratio Rank
NSRGY Calmar Ratio Rank: 4141
Calmar Ratio Rank
NSRGY Martin Ratio Rank: 4141
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.

SCHE vs. NSRGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Nestlé S.A. (NSRGY). 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.

SCHENSRGYDifference
Sharpe ratioReturn per unit of total volatility
1.45
-0.04

+1.49

Sortino ratioReturn per unit of downside risk
2.04
0.12

+1.92

Omega ratioGain probability vs. loss probability

1.27

1.01

+0.26

Calmar ratioReturn relative to maximum drawdown

2.18

-0.05

+2.24

Martin ratioReturn relative to average drawdown

7.70

-0.10

+7.79

SCHE vs. NSRGY - Sharpe Ratio Comparison

The current SCHE Sharpe Ratio is 1.45, which is higher than the NSRGY Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of SCHE and NSRGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

SCHE vs. NSRGY - Drawdown Comparison

The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum NSRGY drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for SCHE and NSRGY.

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Drawdown Indicators

SCHENSRGYDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-75.68%

+39.48%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-15.71%

+4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-32.79%

+15.71%

Max Drawdown (5Y)

Largest decline over 5 years

-33.31%

-38.24%

+4.93%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

-38.24%

+2.04%

Current Drawdown

Current decline from peak

-2.66%

-17.25%

+14.59%

Average Drawdown

Average peak-to-trough decline

-12.58%

-24.16%

+11.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

9.31%

-6.11%

Volatility

SCHE vs. NSRGY - Volatility Comparison

Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 6.91% compared to Nestlé S.A. (NSRGY) at 5.46%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHENSRGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

5.46%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

15.05%

-0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

22.89%

-5.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

19.90%

-2.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

18.44%

+1.05%

Dividends

SCHE vs. NSRGY - Dividend Comparison

SCHE's dividend yield for the trailing twelve months is around 2.61%, less than NSRGY's 4.00% yield.

PositionTTM20252024202320222021202020192018201720162015
NSRGY
Nestlé S.A.		4.00%3.44%4.01%2.86%2.57%2.18%2.34%2.28%3.12%5.64%6.54%3.13%
SCHE
Schwab Emerging Markets Equity ETF		2.61%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%

Frequently Asked Questions

SCHE and NSRGY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHE has higher volatility (6.91%) compared to NSRGY (5.46%). In terms of maximum drawdown, SCHE dropped -36.20% vs NSRGY's -75.68%.

SCHE currently has the higher Sharpe Ratio (1.45 vs -0.04), 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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