SCHF vs. SPDW

The year-to-date returns for both stocks are quite close, with SCHF having a 13.46% return and SPDW slightly lower at 13.39%. Over the past 10 years, SCHF has outperformed SPDW with an annualized return of 6.71%, while SPDW has yielded a comparatively lower 5.47% annualized return.

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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%.

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.

The current SCHF Sharpe Ratio is 0.69, which is comparable to the SPDW Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of SCHF and SPDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCHF's dividend yield for the trailing twelve months is around 2.88%, more than SPDW's 2.82% yield.

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.

Schwab International Equity ETF (SCHF) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 3.20% and 3.15%, 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.