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

Correlation

The correlation between SCHF and SCHE is 0.81, 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.


-0.50.00.51.00.8

Performance

SCHF vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
146.44%
56.40%
SCHF
SCHE

Key characteristics

Sharpe Ratio

SCHF:

0.51

SCHE:

1.06

Sortino Ratio

SCHF:

0.77

SCHE:

1.57

Omega Ratio

SCHF:

1.09

SCHE:

1.19

Calmar Ratio

SCHF:

0.69

SCHE:

0.63

Martin Ratio

SCHF:

1.97

SCHE:

4.26

Ulcer Index

SCHF:

3.29%

SCHE:

3.77%

Daily Std Dev

SCHF:

12.78%

SCHE:

15.18%

Max Drawdown

SCHF:

-34.64%

SCHE:

-36.16%

Current Drawdown

SCHF:

-9.43%

SCHE:

-12.06%

Returns By Period

In the year-to-date period, SCHF achieves a 3.76% return, which is significantly lower than SCHE's 11.76% return. Over the past 10 years, SCHF has outperformed SCHE with an annualized return of 6.33%, while SCHE has yielded a comparatively lower 4.12% annualized return.


SCHF

YTD

3.76%

1M

-1.69%

6M

-0.47%

1Y

4.83%

5Y*

6.44%

10Y*

6.33%

SCHE

YTD

11.76%

1M

-0.15%

6M

3.88%

1Y

13.78%

5Y*

2.74%

10Y*

4.12%

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


SCHF vs. SCHE - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than SCHE's 0.11% 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%.


SCHE
Schwab Emerging Markets Equity ETF
Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
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. SCHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and Schwab Emerging Markets Equity ETF (SCHE). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHF, currently valued at 0.51, compared to the broader market0.002.004.000.511.06
The chart of Sortino ratio for SCHF, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.0010.000.771.57
The chart of Omega ratio for SCHF, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.19
The chart of Calmar ratio for SCHF, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.690.63
The chart of Martin ratio for SCHF, currently valued at 1.97, compared to the broader market0.0020.0040.0060.0080.00100.001.974.26
SCHF
SCHE

The current SCHF Sharpe Ratio is 0.51, which is lower than the SCHE Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SCHF and SCHE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.51
1.06
SCHF
SCHE

Dividends

SCHF vs. SCHE - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 3.28%, more than SCHE's 3.00% yield.


TTM20232022202120202019201820172016201520142013
SCHF
Schwab International Equity ETF
3.28%2.97%5.61%4.19%4.16%2.95%6.12%4.70%2.58%4.51%5.80%2.21%
SCHE
Schwab Emerging Markets Equity ETF
3.00%3.83%2.87%2.86%2.09%3.27%2.69%2.31%2.26%2.50%2.86%2.56%

Drawdowns

SCHF vs. SCHE - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.64%, roughly equal to the maximum SCHE drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for SCHF and SCHE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.43%
-12.06%
SCHF
SCHE

Volatility

SCHF vs. SCHE - Volatility Comparison

The current volatility for Schwab International Equity ETF (SCHF) is 3.55%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 4.30%. This indicates that SCHF experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.55%
4.30%
SCHF
SCHE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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