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SCHH vs. SCHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHH vs. SCHE - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHH achieves a 15.79% return, which is significantly higher than SCHE's 8.99% return. Over the past 10 years, SCHH has underperformed SCHE with an annualized return of 4.31%, while SCHE has yielded a comparatively higher 8.98% annualized return.


SCHH

1D
0.25%
1M
0.92%
YTD
15.79%
6M
15.57%
1Y
17.26%
3Y*
11.36%
5Y*
3.59%
10Y*
4.31%

SCHE

1D
-0.36%
1M
-2.08%
YTD
8.99%
6M
9.22%
1Y
22.53%
3Y*
17.06%
5Y*
4.52%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHH vs. SCHE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHH
Schwab US REIT ETF
15.79%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%
SCHE
Schwab Emerging Markets Equity ETF
8.99%26.54%10.60%8.93%-17.84%-0.65%14.49%20.31%-13.57%32.70%

Correlation

The correlation between SCHH and SCHE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2011

0.43

The correlation between SCHH and SCHE shifts across timeframes, from 0.24 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SCHH vs. SCHE — Risk / Return Rank

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

SCHH
SCHH Risk / Return Rank: 4242
Overall Rank
SCHH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHH Omega Ratio Rank: 3838
Omega Ratio Rank
SCHH Calmar Ratio Rank: 4848
Calmar Ratio Rank
SCHH Martin Ratio Rank: 4545
Martin Ratio Rank

SCHE
SCHE Risk / Return Rank: 4444
Overall Rank
SCHE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SCHE Omega Ratio Rank: 4343
Omega Ratio Rank
SCHE Calmar Ratio Rank: 4646
Calmar Ratio Rank
SCHE Martin Ratio Rank: 4848
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. SCHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHHSCHEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

2.09

2.00

+0.09

Martin ratioReturn relative to average drawdown

6.60

7.01

-0.41

SCHH vs. SCHE - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 1.27, which is comparable to the SCHE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SCHH and SCHE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHH vs. SCHE - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, which is greater than SCHE's maximum drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for SCHH and SCHE.


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Drawdown Indicators


SCHHSCHEDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-36.20%

-8.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-11.29%

+3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-17.08%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

-33.31%

+0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-36.20%

-8.02%

Current Drawdown

Current decline from peak

-0.46%

-4.15%

+3.69%

Average Drawdown

Average peak-to-trough decline

-9.42%

-12.56%

+3.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.22%

-0.60%

Volatility

SCHH vs. SCHE - Volatility Comparison

The current volatility for Schwab US REIT ETF (SCHH) is 5.34%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 7.30%. This indicates that SCHH 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.


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Volatility by Period


SCHHSCHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

7.30%

-1.96%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

15.01%

-4.61%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

17.22%

-3.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

17.89%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

19.44%

+1.57%

SCHH vs. SCHE - Expense Ratio Comparison

SCHH has a 0.07% 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%.


Dividends

SCHH vs. SCHE - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.76%, more than SCHE's 2.67% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHE
Schwab Emerging Markets Equity ETF
2.67%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%
SCHH
Schwab US REIT ETF
2.76%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Frequently Asked Questions


SCHH and SCHE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHE has higher volatility (7.30%) compared to SCHH (5.34%). In terms of maximum drawdown, SCHH dropped -44.22% vs SCHE's -36.20%.

On 10-year performance, SCHE leads with 8.98% vs 4.31% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, SCHH has been the lower-risk option at 5.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHE has performed better with a 8.98% return vs 4.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 0.11% for SCHE.

SCHH has the higher dividend yield at 2.76%, compared with 2.67% for SCHE.

SCHH is categorized as REIT, while SCHE is Emerging Markets Equities. SCHH tracks Dow Jones Equity All REIT Capped Index, while SCHE tracks FTSE Emerging Index. Their fees differ too: 0.07% for SCHH and 0.11% for SCHE.

SCHE currently has the higher Sharpe Ratio (1.31 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SCHH and SCHE

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