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

Key characteristics


SCHFIXUS
YTD Return2.90%2.82%
1Y Return9.66%9.38%
3Y Return (Ann)2.10%-0.09%
5Y Return (Ann)6.49%5.25%
10Y Return (Ann)4.59%4.13%
Sharpe Ratio0.890.86
Daily Std Dev12.44%12.54%
Max Drawdown-34.87%-36.23%
Current Drawdown-2.76%-3.83%

Correlation

-0.50.00.51.01.0

The correlation between SCHF and IXUS is 0.97, 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 year-to-date returns for both stocks are quite close, with SCHF having a 2.90% return and IXUS slightly lower at 2.82%. Over the past 10 years, SCHF has outperformed IXUS with an annualized return of 4.59%, while IXUS has yielded a comparatively lower 4.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
19.85%
18.68%
SCHF
IXUS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Schwab International Equity ETF

iShares Core MSCI Total International Stock ETF

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%.


IXUS
iShares Core MSCI Total International Stock ETF
Expense ratio chart for IXUS: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


SCHF
Sharpe ratio
The chart of Sharpe ratio for SCHF, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.89
Sortino ratio
The chart of Sortino ratio for SCHF, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.001.34
Omega ratio
The chart of Omega ratio for SCHF, currently valued at 1.16, compared to the broader market0.501.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for SCHF, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.71
Martin ratio
The chart of Martin ratio for SCHF, currently valued at 2.73, compared to the broader market0.0020.0040.0060.002.73
IXUS
Sharpe ratio
The chart of Sharpe ratio for IXUS, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.000.86
Sortino ratio
The chart of Sortino ratio for IXUS, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.001.30
Omega ratio
The chart of Omega ratio for IXUS, currently valued at 1.15, compared to the broader market0.501.001.502.002.501.15
Calmar ratio
The chart of Calmar ratio for IXUS, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.000.57
Martin ratio
The chart of Martin ratio for IXUS, currently valued at 2.50, compared to the broader market0.0020.0040.0060.002.50

SCHF vs. IXUS - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 0.89, which roughly equals the IXUS Sharpe Ratio of 0.86. The chart below compares the 12-month rolling Sharpe Ratio of SCHF and IXUS.


Rolling 12-month Sharpe Ratio0.501.001.50NovemberDecember2024FebruaryMarchApril
0.89
0.86
SCHF
IXUS

Dividends

SCHF vs. IXUS - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.88%, less than IXUS's 3.04% yield.


TTM20232022202120202019201820172016201520142013
SCHF
Schwab International Equity ETF
2.88%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%
IXUS
iShares Core MSCI Total International Stock ETF
3.04%3.13%2.48%3.11%1.85%3.09%3.00%2.40%2.57%2.80%2.95%2.07%

Drawdowns

SCHF vs. IXUS - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, roughly equal to the maximum IXUS drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for SCHF and IXUS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.76%
-3.83%
SCHF
IXUS

Volatility

SCHF vs. IXUS - Volatility Comparison

Schwab International Equity ETF (SCHF) and iShares Core MSCI Total International Stock ETF (IXUS) have volatilities of 3.41% and 3.37%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.41%
3.37%
SCHF
IXUS