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SCHY vs. BBEU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHY and BBEU is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

SCHY vs. BBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Dividend Equity ETF (SCHY) and JPMorgan BetaBuilders Europe ETF (BBEU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SCHY:

10.92%

BBEU:

7.57%

Max Drawdown

SCHY:

-1.61%

BBEU:

-1.01%

Current Drawdown

SCHY:

-1.20%

BBEU:

-0.43%

Returns By Period


SCHY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BBEU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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SCHY vs. BBEU - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is higher than BBEU's 0.09% 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%.


Risk-Adjusted Performance

SCHY vs. BBEU — Risk-Adjusted Performance Rank

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

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8080
Overall Rank
The Sharpe Ratio Rank of SCHY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 7070
Martin Ratio Rank

BBEU
The Risk-Adjusted Performance Rank of BBEU is 7373
Overall Rank
The Sharpe Ratio Rank of BBEU is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of BBEU is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BBEU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BBEU is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BBEU is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHY vs. BBEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and JPMorgan BetaBuilders Europe ETF (BBEU). 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.



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Dividends

SCHY vs. BBEU - Dividend Comparison

Neither SCHY nor BBEU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SCHY vs. BBEU - Drawdown Comparison

The maximum SCHY drawdown since its inception was -1.61%, which is greater than BBEU's maximum drawdown of -1.01%. Use the drawdown chart below to compare losses from any high point for SCHY and BBEU. For additional features, visit the drawdowns tool.


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Volatility

SCHY vs. BBEU - Volatility Comparison


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