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SCHE vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


SCHEVWO
YTD Return7.54%7.20%
1Y Return13.27%13.22%
3Y Return (Ann)-2.48%-2.05%
5Y Return (Ann)4.26%4.73%
10Y Return (Ann)3.26%3.27%
Sharpe Ratio1.071.09
Daily Std Dev14.24%13.89%
Max Drawdown-36.16%-67.68%
Current Drawdown-15.37%-13.71%

Correlation

-0.50.00.51.01.0

The correlation between SCHE and VWO is 0.99, 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.

Performance

SCHE vs. VWO - Performance Comparison

The year-to-date returns for both stocks are quite close, with SCHE having a 7.54% return and VWO slightly lower at 7.20%. Both investments have delivered pretty close results over the past 10 years, with SCHE having a 3.26% annualized return and VWO not far ahead at 3.27%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


35.00%40.00%45.00%50.00%December2024FebruaryMarchAprilMay
50.51%
52.96%
SCHE
VWO

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

Vanguard FTSE Emerging Markets ETF

SCHE vs. VWO - Expense Ratio Comparison

SCHE has a 0.11% expense ratio, which is higher than VWO'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%.


SCHE
Schwab Emerging Markets Equity ETF
Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

SCHE vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Vanguard FTSE Emerging Markets ETF (VWO). 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
Sharpe ratio
The chart of Sharpe ratio for SCHE, currently valued at 1.07, compared to the broader market0.002.004.001.07
Sortino ratio
The chart of Sortino ratio for SCHE, currently valued at 1.60, compared to the broader market-2.000.002.004.006.008.0010.001.60
Omega ratio
The chart of Omega ratio for SCHE, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for SCHE, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.0014.000.52
Martin ratio
The chart of Martin ratio for SCHE, currently valued at 3.05, compared to the broader market0.0020.0040.0060.0080.003.05
VWO
Sharpe ratio
The chart of Sharpe ratio for VWO, currently valued at 1.09, compared to the broader market0.002.004.001.09
Sortino ratio
The chart of Sortino ratio for VWO, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.001.63
Omega ratio
The chart of Omega ratio for VWO, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for VWO, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.0014.000.55
Martin ratio
The chart of Martin ratio for VWO, currently valued at 3.12, compared to the broader market0.0020.0040.0060.0080.003.12

SCHE vs. VWO - Sharpe Ratio Comparison

The current SCHE Sharpe Ratio is 1.07, which roughly equals the VWO Sharpe Ratio of 1.09. The chart below compares the 12-month rolling Sharpe Ratio of SCHE and VWO.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
1.07
1.09
SCHE
VWO

Dividends

SCHE vs. VWO - Dividend Comparison

SCHE's dividend yield for the trailing twelve months is around 3.56%, more than VWO's 3.31% yield.


TTM20232022202120202019201820172016201520142013
SCHE
Schwab Emerging Markets Equity ETF
3.56%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%2.56%
VWO
Vanguard FTSE Emerging Markets ETF
3.31%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

SCHE vs. VWO - Drawdown Comparison

The maximum SCHE drawdown since its inception was -36.16%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for SCHE and VWO. For additional features, visit the drawdowns tool.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%December2024FebruaryMarchAprilMay
-15.37%
-13.71%
SCHE
VWO

Volatility

SCHE vs. VWO - Volatility Comparison

Schwab Emerging Markets Equity ETF (SCHE) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 3.93% and 3.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.93%
3.80%
SCHE
VWO