SCHY vs. BBEU
Compare and contrast key facts about Schwab International Dividend Equity ETF (SCHY) and JPMorgan BetaBuilders Europe ETF (BBEU).
SCHY and BBEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHY is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones International Dividend 100 Index. It was launched on Apr 29, 2021. BBEU is a passively managed fund by JPMorgan Chase that tracks the performance of the Morningstar Developed Europe Target Market Exposure Index. It was launched on Jun 15, 2018. Both SCHY and BBEU 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: SCHY or BBEU.
Performance
SCHY vs. BBEU - Performance Comparison
Returns By Period
In the year-to-date period, SCHY achieves a 1.48% return, which is significantly lower than BBEU's 3.36% return.
SCHY
1.48%
-5.21%
-0.12%
7.83%
N/A
N/A
BBEU
3.36%
-6.61%
-5.49%
9.94%
6.54%
N/A
Key characteristics
| SCHY | BBEU | |
|---|---|---|
| Sharpe Ratio | 0.78 | 0.90 |
| Sortino Ratio | 1.13 | 1.30 |
| Omega Ratio | 1.14 | 1.15 |
| Calmar Ratio | 0.91 | 1.19 |
| Martin Ratio | 3.06 | 4.08 |
| Ulcer Index | 2.78% | 2.83% |
| Daily Std Dev | 10.93% | 12.82% |
| Max Drawdown | -24.04% | -36.26% |
| Current Drawdown | -8.41% | -9.37% |
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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%.
Correlation
The correlation between SCHY and BBEU is 0.90, 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.
Risk-Adjusted Performance
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.
Dividends
SCHY vs. BBEU - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 6.08%, more than BBEU's 3.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 6.08% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% |
BBEU JPMorgan BetaBuilders Europe ETF | 3.10% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% |
Drawdowns
SCHY vs. BBEU - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum BBEU drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for SCHY and BBEU. For additional features, visit the drawdowns tool.
Volatility
SCHY vs. BBEU - Volatility Comparison
The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.94%, while JPMorgan BetaBuilders Europe ETF (BBEU) has a volatility of 4.38%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than BBEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.