SCHF vs. SPDW
Compare and contrast key facts about Schwab International Equity ETF (SCHF) and SPDR Portfolio World ex-US ETF (SPDW).
SCHF and SPDW 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. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007. Both SCHF and SPDW 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 SPDW.
Performance
SCHF vs. SPDW - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SCHF having a 4.98% return and SPDW slightly higher at 5.21%. Over the past 10 years, SCHF has outperformed SPDW with an annualized return of 6.13%, while SPDW has yielded a comparatively lower 5.16% annualized return.
SCHF
4.98%
-4.90%
-2.19%
11.31%
6.76%
6.13%
SPDW
5.21%
-4.74%
-1.94%
11.61%
5.83%
5.16%
Key characteristics
| SCHF | SPDW | |
|---|---|---|
| Sharpe Ratio | 0.93 | 0.95 |
| Sortino Ratio | 1.34 | 1.37 |
| Omega Ratio | 1.17 | 1.17 |
| Calmar Ratio | 1.48 | 1.26 |
| Martin Ratio | 4.46 | 4.63 |
| Ulcer Index | 2.65% | 2.62% |
| Daily Std Dev | 12.67% | 12.77% |
| Max Drawdown | -34.64% | -60.02% |
| Current Drawdown | -7.48% | -7.38% |
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SCHF vs. SPDW - Expense Ratio Comparison
SCHF has a 0.06% expense ratio, which is higher than SPDW's 0.04% 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 SPDW is 0.98, 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. SPDW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and SPDR Portfolio World ex-US ETF (SPDW). 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. SPDW - Dividend Comparison
SCHF's dividend yield for the trailing twelve months is around 3.72%, more than SPDW's 2.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHF Schwab International Equity ETF | 3.72% | 2.97% | 2.80% | 4.19% | 2.08% | 5.13% | 3.06% | 2.35% | 5.15% | 4.51% | 2.90% | 4.42% |
SPDW SPDR Portfolio World ex-US ETF | 2.75% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% | 2.37% |
Drawdowns
SCHF vs. SPDW - Drawdown Comparison
The maximum SCHF drawdown since its inception was -34.64%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for SCHF and SPDW. For additional features, visit the drawdowns tool.
Volatility
SCHF vs. SPDW - Volatility Comparison
Schwab International Equity ETF (SCHF) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 3.68% and 3.72%, 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.