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SCHH vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHH vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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SCHH vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHH
Schwab US REIT ETF
5.45%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%
IFGL
iShares International Developed Real Estate ETF
-1.32%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%

Returns By Period

In the year-to-date period, SCHH achieves a 5.45% return, which is significantly higher than IFGL's -1.32% return. Over the past 10 years, SCHH has outperformed IFGL with an annualized return of 3.46%, while IFGL has yielded a comparatively lower 1.80% annualized 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%

IFGL

1D
1.39%
1M
-9.07%
YTD
-1.32%
6M
-0.02%
1Y
18.49%
3Y*
6.80%
5Y*
-0.92%
10Y*
1.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHH vs. IFGL - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than IFGL's 0.48% expense ratio.


Return for Risk

SCHH vs. IFGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHH
SCHH Risk / Return Rank: 1818
Overall Rank
SCHH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1818
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1717
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCHH Martin Ratio Rank: 2020
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6464
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4949
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5555
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHH vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and iShares International Developed Real Estate ETF (IFGL). 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.


SCHHIFGLDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.29

-1.01

Sortino ratio

Return per unit of downside risk

0.49

1.82

-1.33

Omega ratio

Gain probability vs. loss probability

1.07

1.24

-0.18

Calmar ratio

Return relative to maximum drawdown

0.40

1.35

-0.95

Martin ratio

Return relative to average drawdown

1.55

5.78

-4.24

SCHH vs. IFGL - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 0.28, which is lower than the IFGL Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SCHH and IFGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHHIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.29

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.06

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.11

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.04

+0.28

Correlation

The correlation between SCHH and IFGL is 0.58, 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. IFGL - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.97%, less than IFGL's 3.86% yield.


TTM20252024202320222021202020192018201720162015
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%
IFGL
iShares International Developed Real Estate ETF
3.86%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

SCHH vs. IFGL - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for SCHH and IFGL.


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Drawdown Indicators


SCHHIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-67.94%

+23.72%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-14.38%

+4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

-38.47%

+5.19%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-40.38%

-3.84%

Current Drawdown

Current decline from peak

-5.65%

-14.18%

+8.53%

Average Drawdown

Average peak-to-trough decline

-9.54%

-16.72%

+7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

3.35%

-0.17%

Volatility

SCHH vs. IFGL - Volatility Comparison

The current volatility for Schwab US REIT ETF (SCHH) is 4.96%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.38%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHHIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

6.38%

-1.42%

Volatility (6M)

Calculated over the trailing 6-month period

9.41%

9.70%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

14.45%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

16.17%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

16.49%

+4.48%