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SCHF vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHF vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHF achieves a 15.39% return, which is significantly higher than IAU's -2.44% return. Over the past 10 years, SCHF has underperformed IAU with an annualized return of 10.82%, while IAU has yielded a comparatively higher 12.31% annualized return.


SCHF

1D
0.29%
1M
1.69%
YTD
15.39%
6M
17.24%
1Y
31.75%
3Y*
19.18%
5Y*
9.76%
10Y*
10.82%

IAU

1D
0.08%
1M
-9.54%
YTD
-2.44%
6M
-2.22%
1Y
22.32%
3Y*
29.07%
5Y*
17.23%
10Y*
12.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHF vs. IAU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHF
Schwab International Equity ETF
15.39%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%
IAU
iShares Gold Trust
-2.44%63.95%26.85%12.84%-0.63%-4.00%25.03%17.98%-1.76%12.91%

Correlation

The correlation between SCHF and IAU is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.37

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

0.33

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

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2009

0.20

Over the past year, SCHF and IAU have become more correlated (0.40) than their long-term average of 0.20, meaning their price movements have been converging.

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Return for Risk

SCHF vs. IAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHF
SCHF Risk / Return Rank: 6363
Overall Rank
SCHF Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHF Omega Ratio Rank: 6363
Omega Ratio Rank
SCHF Calmar Ratio Rank: 6161
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6464
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
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.

SCHF vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and iShares Gold Trust (IAU). 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.


SCHFIAUDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.33

1.19

+0.15

Calmar ratioReturn relative to maximum drawdown

2.64

0.99

+1.66

Martin ratioReturn relative to average drawdown

10.14

2.83

+7.31

SCHF vs. IAU - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 1.82, which is higher than the IAU Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of SCHF and IAU, 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

SCHF vs. IAU - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum IAU drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SCHF and IAU.


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Drawdown Indicators


SCHFIAUDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-45.14%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-24.40%

+12.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-24.40%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-29.14%

-24.40%

-4.74%

Max Drawdown (10Y)

Largest decline over 10 years

-34.87%

-24.40%

-10.47%

Current Drawdown

Current decline from peak

-1.00%

-22.03%

+21.03%

Average Drawdown

Average peak-to-trough decline

-7.37%

-15.97%

+8.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

8.47%

-5.48%

Volatility

SCHF vs. IAU - Volatility Comparison

The current volatility for Schwab International Equity ETF (SCHF) is 6.91%, while iShares Gold Trust (IAU) has a volatility of 7.70%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHFIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

7.70%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

23.94%

-9.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

27.17%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.56%

18.16%

-1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.24%

16.02%

+1.22%

SCHF vs. IAU - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than IAU's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHF vs. IAU - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.96%, while IAU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.96%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions


SCHF and IAU have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IAU has higher volatility (7.70%) compared to SCHF (6.91%). In terms of maximum drawdown, SCHF dropped -34.87% vs IAU's -45.14%.

On 10-year performance, IAU leads with 12.31% vs 10.82% for SCHF. On fees, SCHF is cheaper at 0.06% per year. On volatility, SCHF has been the lower-risk option at 6.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IAU has performed better with a 12.31% return vs 10.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHF is cheaper with a 0.06% expense ratio, compared with 0.25% for IAU.

SCHF has the higher dividend yield at 2.96%, compared with 0.00% for IAU.

SCHF is categorized as Foreign Large Cap Equities, while IAU is Gold. SCHF tracks FTSE Developed ex U.S. Index, while IAU tracks LBMA Gold Price. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.06% for SCHF and 0.25% for IAU.

SCHF currently has the higher Sharpe Ratio (1.82 vs 0.89), 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.

Portfolio Optimizer

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