SCHF vs. SCHD
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and Schwab US Dividend Equity ETF (SCHD).
SCHF and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both SCHF and SCHD 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 SCHD.
Performance
SCHF vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, SCHF achieves a 4.54% return, which is significantly lower than SCHD's 16.26% return. Over the past 10 years, SCHF has underperformed SCHD with an annualized return of 6.08%, while SCHD has yielded a comparatively higher 11.40% annualized return.
SCHF
4.54%
-4.16%
-1.68%
11.32%
6.63%
6.08%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| SCHF | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.27 |
| Sortino Ratio | 1.25 | 3.27 |
| Omega Ratio | 1.15 | 1.40 |
| Calmar Ratio | 1.36 | 3.34 |
| Martin Ratio | 4.03 | 12.25 |
| Ulcer Index | 2.69% | 2.05% |
| Daily Std Dev | 12.68% | 11.06% |
| Max Drawdown | -34.64% | -33.37% |
| Current Drawdown | -7.87% | -1.54% |
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SCHF vs. SCHD - Expense Ratio Comparison
Both SCHF and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between SCHF and SCHD is 0.76, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 4.63%, more than SCHD's 3.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 4.63% | 4.87% | 5.61% | 6.26% | 2.74% | 5.13% | 3.06% | 2.35% | 5.15% | 4.51% | 2.90% | 4.42% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
SCHF vs. SCHD - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SCHF and SCHD. For additional features, visit the drawdowns tool.
Volatility
SCHF vs. SCHD - Volatility Comparison
Schwab International Equity ETF (SCHF) has a higher volatility of 3.67% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.