SCHE vs. VGK
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Vanguard FTSE Europe ETF (VGK).
SCHE and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both SCHE and VGK 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 VGK.
Performance
SCHE vs. VGK - Performance Comparison
Returns By Period
In the year-to-date period, SCHE achieves a 11.92% return, which is significantly higher than VGK's 2.67% return. Over the past 10 years, SCHE has underperformed VGK with an annualized return of 3.40%, while VGK has yielded a comparatively higher 4.95% annualized return.
SCHE
11.92%
-4.38%
3.26%
16.00%
3.96%
3.40%
VGK
2.67%
-6.01%
-5.27%
9.46%
6.10%
4.95%
Key characteristics
| SCHE | VGK | |
|---|---|---|
| Sharpe Ratio | 1.02 | 0.68 |
| Sortino Ratio | 1.53 | 1.02 |
| Omega Ratio | 1.19 | 1.12 |
| Calmar Ratio | 0.60 | 0.92 |
| Martin Ratio | 5.03 | 3.01 |
| Ulcer Index | 3.05% | 2.99% |
| Daily Std Dev | 15.00% | 13.13% |
| Max Drawdown | -36.16% | -63.61% |
| Current Drawdown | -11.92% | -9.80% |
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SCHE vs. VGK - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is higher than VGK's 0.08% 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%.
Correlation
The correlation between SCHE and VGK is 0.76, 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.
Risk-Adjusted Performance
SCHE vs. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Vanguard FTSE Europe ETF (VGK). 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. VGK - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 3.09%, less than VGK's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 3.09% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
VGK Vanguard FTSE Europe ETF | 3.14% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
SCHE vs. VGK - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.16%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for SCHE and VGK. For additional features, visit the drawdowns tool.
Volatility
SCHE vs. VGK - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 4.68% compared to Vanguard FTSE Europe ETF (VGK) at 4.24%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.