SCHH vs. DPYA.L
Compare and contrast key facts about Schwab US REIT ETF (SCHH) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L).
SCHH and DPYA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011. DPYA.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on May 10, 2018. Both SCHH and DPYA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SCHH vs. DPYA.L - Performance Comparison
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SCHH vs. DPYA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 5.45% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -0.16% |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 1.72% | 9.25% | -0.10% | 9.70% | -24.03% | 25.35% | -9.35% | 21.05% | -4.06% |
Returns By Period
In the year-to-date period, SCHH achieves a 5.45% return, which is significantly higher than DPYA.L's 1.72% return.
SCHH
- 1D
- 1.53%
- 1M
- -4.18%
- YTD
- 5.45%
- 6M
- 3.75%
- 1Y
- 4.49%
- 3Y*
- 7.65%
- 5Y*
- 3.84%
- 10Y*
- 3.46%
DPYA.L
- 1D
- 1.46%
- 1M
- -6.66%
- YTD
- 1.72%
- 6M
- 0.69%
- 1Y
- 8.09%
- 3Y*
- 6.86%
- 5Y*
- 1.57%
- 10Y*
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SCHH vs. DPYA.L - Expense Ratio Comparison
SCHH has a 0.07% expense ratio, which is lower than DPYA.L's 0.59% expense ratio.
Return for Risk
SCHH vs. DPYA.L — Risk / Return Rank
SCHH
DPYA.L
SCHH vs. DPYA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). 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.
| SCHH | DPYA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.54 | -0.27 |
Sortino ratioReturn per unit of downside risk | 0.49 | 0.82 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.11 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.78 | -0.38 |
Martin ratioReturn relative to average drawdown | 1.55 | 2.78 | -1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHH | DPYA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 0.54 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.10 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.14 | +0.18 |
Correlation
The correlation between SCHH and DPYA.L is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SCHH vs. DPYA.L - Dividend Comparison
SCHH's dividend yield for the trailing twelve months is around 2.97%, while DPYA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 2.97% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHH vs. DPYA.L - Drawdown Comparison
The maximum SCHH drawdown since its inception was -44.22%, roughly equal to the maximum DPYA.L drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for SCHH and DPYA.L.
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Drawdown Indicators
| SCHH | DPYA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -42.96% | -1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -11.39% | +1.80% |
Max Drawdown (5Y)Largest decline over 5 years | -33.28% | -33.79% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | -44.22% | — | — |
Current DrawdownCurrent decline from peak | -5.65% | -8.35% | +2.70% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -12.59% | +3.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.87% | +0.31% |
Volatility
SCHH vs. DPYA.L - Volatility Comparison
Schwab US REIT ETF (SCHH) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) have volatilities of 4.96% and 4.82%, 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.
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Volatility by Period
| SCHH | DPYA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 4.82% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 8.31% | +1.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 14.85% | +1.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.70% | 16.16% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 18.32% | +2.65% |