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SCHF vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHF and IXUS is 0.80, 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

SCHF vs. IXUS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SCHF:

0.89

IXUS:

0.80

Sortino Ratio

SCHF:

1.25

IXUS:

1.13

Omega Ratio

SCHF:

1.17

IXUS:

1.15

Calmar Ratio

SCHF:

1.05

IXUS:

0.89

Martin Ratio

SCHF:

3.17

IXUS:

2.86

Ulcer Index

SCHF:

4.43%

IXUS:

4.29%

Daily Std Dev

SCHF:

17.10%

IXUS:

16.95%

Max Drawdown

SCHF:

-34.64%

IXUS:

-36.22%

Current Drawdown

SCHF:

-0.55%

IXUS:

-0.72%

Returns By Period

In the year-to-date period, SCHF achieves a 16.59% return, which is significantly higher than IXUS's 14.02% return. Over the past 10 years, SCHF has outperformed IXUS with an annualized return of 7.24%, while IXUS has yielded a comparatively lower 5.60% annualized return.


SCHF

YTD

16.59%

1M

5.32%

6M

12.43%

1Y

14.01%

3Y*

12.47%

5Y*

13.12%

10Y*

7.24%

IXUS

YTD

14.02%

1M

5.13%

6M

10.97%

1Y

12.99%

3Y*

9.31%

5Y*

10.41%

10Y*

5.60%

*Annualized

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SCHF vs. IXUS - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than IXUS's 0.09% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SCHF vs. IXUS — Risk-Adjusted Performance Rank

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

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7373
Overall Rank
The Sharpe Ratio Rank of SCHF is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7171
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 6868
Overall Rank
The Sharpe Ratio Rank of IXUS is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHF vs. IXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and iShares Core MSCI Total International Stock ETF (IXUS). 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.


The current SCHF Sharpe Ratio is 0.89, which is comparable to the IXUS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of SCHF and IXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SCHF vs. IXUS - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.80%, less than IXUS's 2.92% yield.


TTM20242023202220212020201920182017201620152014
SCHF
Schwab International Equity ETF
2.80%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%
IXUS
iShares Core MSCI Total International Stock ETF
2.92%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

SCHF vs. IXUS - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for SCHF and IXUS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SCHF vs. IXUS - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 3.08% compared to iShares Core MSCI Total International Stock ETF (IXUS) at 2.92%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than IXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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