SCHE vs. VOO
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Vanguard S&P 500 ETF (VOO).
SCHE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SCHE and VOO 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 VOO.
Performance
SCHE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SCHE achieves a 10.95% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, SCHE has underperformed VOO with an annualized return of 3.64%, while VOO has yielded a comparatively higher 13.12% annualized return.
SCHE
10.95%
-5.08%
1.12%
15.98%
3.77%
3.64%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| SCHE | VOO | |
|---|---|---|
| Sharpe Ratio | 0.97 | 2.64 |
| Sortino Ratio | 1.46 | 3.53 |
| Omega Ratio | 1.18 | 1.49 |
| Calmar Ratio | 0.58 | 3.81 |
| Martin Ratio | 5.03 | 17.34 |
| Ulcer Index | 2.92% | 1.86% |
| Daily Std Dev | 15.06% | 12.20% |
| Max Drawdown | -36.16% | -33.99% |
| Current Drawdown | -12.69% | -2.16% |
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SCHE vs. VOO - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is higher than VOO's 0.03% 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 VOO is 0.71, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 3.12%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 3.12% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SCHE vs. VOO - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SCHE and VOO. For additional features, visit the drawdowns tool.
Volatility
SCHE vs. VOO - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 4.72% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.