SCHM vs. USMF
Compare and contrast key facts about Schwab US Mid-Cap ETF (SCHM) and WisdomTree US Multifactor Fund (USMF).
SCHM and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHM is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones US Total Stock Market Mid-Cap. It was launched on Jan 13, 2011. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Multifactor Index. It was launched on Jun 29, 2017. Both SCHM and USMF 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: SCHM or USMF.
Key characteristics
| SCHM | USMF | |
|---|---|---|
| YTD Return | 3.01% | 5.54% |
| 1Y Return | 18.76% | 21.69% |
| 3Y Return (Ann) | 1.20% | 5.94% |
| 5Y Return (Ann) | 7.75% | 9.98% |
| Sharpe Ratio | 1.21 | 2.09 |
| Daily Std Dev | 15.24% | 10.05% |
| Max Drawdown | -42.43% | -36.24% |
| Current Drawdown | -5.03% | -4.96% |
Correlation
The correlation between SCHM and USMF is 0.89, 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.
Performance
SCHM vs. USMF - Performance Comparison
In the year-to-date period, SCHM achieves a 3.01% return, which is significantly lower than USMF's 5.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCHM vs. USMF - Expense Ratio Comparison
SCHM has a 0.04% expense ratio, which is lower than USMF's 0.28% expense ratio.
Risk-Adjusted Performance
SCHM vs. USMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and WisdomTree US Multifactor Fund (USMF). 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
SCHM vs. USMF - Dividend Comparison
SCHM's dividend yield for the trailing twelve months is around 1.49%, more than USMF's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHM Schwab US Mid-Cap ETF | 1.49% | 1.50% | 1.67% | 1.13% | 1.31% | 1.48% | 1.56% | 1.27% | 1.51% | 1.54% | 1.48% | 1.27% |
USMF WisdomTree US Multifactor Fund | 1.34% | 1.33% | 1.74% | 1.42% | 1.34% | 1.38% | 1.45% | 0.67% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHM vs. USMF - Drawdown Comparison
The maximum SCHM drawdown since its inception was -42.43%, which is greater than USMF's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for SCHM and USMF. For additional features, visit the drawdowns tool.
Volatility
SCHM vs. USMF - Volatility Comparison
Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 4.35% compared to WisdomTree US Multifactor Fund (USMF) at 3.18%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.