SCHY vs. DHT
Compare and contrast key facts about Schwab International Dividend Equity ETF (SCHY) and DHT Holdings, Inc. (DHT).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHY or DHT.
Performance
SCHY vs. DHT - Performance Comparison
Returns By Period
In the year-to-date period, SCHY achieves a 0.93% return, which is significantly lower than DHT's 13.17% return.
SCHY
0.93%
-4.30%
1.46%
6.96%
N/A
N/A
DHT
13.17%
-4.60%
-12.33%
8.31%
17.00%
13.81%
Key characteristics
| SCHY | DHT | |
|---|---|---|
| Sharpe Ratio | 0.63 | 0.27 |
| Sortino Ratio | 0.94 | 0.64 |
| Omega Ratio | 1.11 | 1.07 |
| Calmar Ratio | 0.73 | 0.09 |
| Martin Ratio | 2.34 | 1.09 |
| Ulcer Index | 2.95% | 7.61% |
| Daily Std Dev | 10.91% | 30.91% |
| Max Drawdown | -24.04% | -98.26% |
| Current Drawdown | -8.90% | -89.12% |
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Correlation
The correlation between SCHY and DHT is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
SCHY vs. DHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and DHT Holdings, Inc. (DHT). 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. DHT - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 6.11%, less than DHT's 9.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 6.11% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHT DHT Holdings, Inc. | 9.64% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% | 1.09% | 1.17% |
Drawdowns
SCHY vs. DHT - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum DHT drawdown of -98.26%. Use the drawdown chart below to compare losses from any high point for SCHY and DHT. For additional features, visit the drawdowns tool.
Volatility
SCHY vs. DHT - Volatility Comparison
The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.77%, while DHT Holdings, Inc. (DHT) has a volatility of 9.56%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than DHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.