SCHF vs. SCHB
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and Schwab U.S. Broad Market ETF (SCHB).
SCHF and SCHB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. Both SCHF and SCHB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHF or SCHB.
Performance
SCHF vs. SCHB - Performance Comparison
Returns By Period
In the year-to-date period, SCHF achieves a 4.87% return, which is significantly lower than SCHB's 28.19% return. Over the past 10 years, SCHF has underperformed SCHB with an annualized return of 6.07%, while SCHB has yielded a comparatively higher 14.98% annualized return.
SCHF
4.87%
-3.32%
-0.82%
11.45%
6.69%
6.07%
SCHB
28.19%
2.62%
15.73%
36.88%
17.66%
14.98%
Key characteristics
| SCHF | SCHB | |
|---|---|---|
| Sharpe Ratio | 0.92 | 2.98 |
| Sortino Ratio | 1.33 | 3.94 |
| Omega Ratio | 1.16 | 1.55 |
| Calmar Ratio | 1.46 | 4.39 |
| Martin Ratio | 4.27 | 19.16 |
| Ulcer Index | 2.73% | 1.95% |
| Daily Std Dev | 12.67% | 12.54% |
| Max Drawdown | -34.64% | -35.27% |
| Current Drawdown | -7.58% | -0.82% |
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SCHF vs. SCHB - Expense Ratio Comparison
SCHF has a 0.06% expense ratio, which is higher than SCHB's 0.03% 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%.
Correlation
The correlation between SCHF and SCHB is 0.83, 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.
Risk-Adjusted Performance
SCHF vs. SCHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab U.S. Broad Market ETF (SCHB). 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.
Dividends
SCHF vs. SCHB - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 4.61%, more than SCHB's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 4.61% | 4.87% | 2.80% | 3.31% | 2.08% | 5.13% | 3.06% | 2.35% | 5.15% | 2.26% | 5.80% | 4.42% |
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 1.86% | 2.00% | 1.72% | 1.63% |
Drawdowns
SCHF vs. SCHB - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum SCHB drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for SCHF and SCHB. For additional features, visit the drawdowns tool.
Volatility
SCHF vs. SCHB - Volatility Comparison
The current volatility for Schwab International Equity ETF (SCHF) is 3.61%, while Schwab U.S. Broad Market ETF (SCHB) has a volatility of 4.20%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.