SCHF vs. NSRGY
SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index, while NSRGY (Nestlé S.A.) is a stock. Over the past 10 years, SCHF returned 10.82%/yr vs 6.67%/yr for NSRGY. At a 0.46 correlation, their price movements are largely independent.
Performance
SCHF vs. NSRGY - Performance Comparison
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Returns By Period
In the year-to-date period, SCHF achieves a 15.39% return, which is significantly higher than NSRGY's 5.66% return. Over the past 10 years, SCHF has outperformed NSRGY with an annualized return of 10.82%, while NSRGY has yielded a comparatively lower 6.67% 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%
NSRGY
- 1D
- -0.20%
- 1M
- 2.30%
- YTD
- 5.66%
- 6M
- 6.71%
- 1Y
- 1.15%
- 3Y*
- -1.88%
- 5Y*
- -1.61%
- 10Y*
- 6.67%
SCHF vs. NSRGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
NSRGY Nestlé S.A. | 5.66% | 24.80% | -27.05% | 2.88% | -15.94% | 22.32% | 11.63% | 37.26% | -2.74% | 27.45% |
Correlation
The correlation between SCHF and NSRGY is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009 | 0.46 |
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Return for Risk
SCHF vs. NSRGY — Risk / Return Rank
SCHF
NSRGY
SCHF vs. NSRGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Nestlé S.A. (NSRGY). 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.
| SCHF | NSRGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.40 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.01 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.05 | +2.69 |
| Martin ratioReturn relative to average drawdown | 10.14 | -0.10 | +10.24 |
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Drawdowns
SCHF vs. NSRGY - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum NSRGY drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for SCHF and NSRGY.
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Drawdown Indicators
| SCHF | NSRGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.87% | -75.68% | +40.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -15.71% | +4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.41% | -32.79% | +19.38% |
Max Drawdown (5Y)Largest decline over 5 years | -29.14% | -38.24% | +9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.87% | -38.24% | +3.37% |
Current DrawdownCurrent decline from peak | -1.00% | -17.25% | +16.25% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -24.16% | +16.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 9.31% | -6.32% |
Volatility
SCHF vs. NSRGY - Volatility Comparison
Schwab International Equity ETF (SCHF) has a higher volatility of 6.91% compared to Nestlé S.A. (NSRGY) at 5.46%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than NSRGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHF | NSRGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.91% | 5.46% | +1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 15.05% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 22.89% | -6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 19.90% | -3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 18.44% | -1.20% |
Dividends
SCHF vs. NSRGY - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 2.96%, less than NSRGY's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 4.00% | 3.44% | 4.01% | 2.86% | 2.57% | 2.18% | 2.34% | 2.28% | 3.12% | 5.64% | 6.54% | 3.13% |
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 NSRGY have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHF has higher volatility (6.91%) compared to NSRGY (5.46%). In terms of maximum drawdown, SCHF dropped -34.87% vs NSRGY's -75.68%.
SCHF currently has the higher Sharpe Ratio (1.82 vs -0.04), 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.
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