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SCHY vs. IDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHY vs. IDV

Last updated Aug 5, 2026
Documentation

SCHY (Schwab International Dividend Equity ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index (Net), while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 5 years, SCHY returned 9.15%/yr vs 13.37%/yr for IDV. Their correlation of 0.90 means they have usually moved in the same direction. SCHY charges 0.08%/yr vs 0.49%/yr for IDV.

Performance

SCHY vs. IDV - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHY achieves a 14.32% return, which is significantly lower than IDV's 16.13% return.

SCHY

1D
0.42%
1M
4.49%
6M
6.33%
YTD
14.32%
1Y
27.64%
3Y*
16.91%
5Y*
9.15%
10Y*
—
ALL TIME*
9.47%

IDV

1D
0.20%
1M
6.36%
6M
7.60%
YTD
16.13%
1Y
33.14%
3Y*
25.86%
5Y*
13.37%
10Y*
10.49%
ALL TIME*
5.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IDV

iShares International Select Dividend ETF
$33.20M$33.97M$40.15M

SCHY

Schwab International Dividend Equity ETF
$27.21M$25.61M$19.67M

SCHY vs. IDV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SCHY
Schwab International Dividend Equity ETF		14.32%33.98%-1.79%14.27%-9.43%3.42%
IDV
iShares International Select Dividend ETF		16.13%52.16%4.00%10.32%-6.40%-0.52%

Correlation

The correlation between SCHY and IDV is 0.87, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2021

0.90

The correlation between SCHY and IDV has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

SCHY vs. IDV - Sectors Allocation Comparison

Sectors
SCHY
IDV

Consumer Defensive

17.6%
7.6%

Financial Services

13.2%
33.3%

Communication Services

11.6%
9.5%

Technology

9.0%
0.8%

Industrials

8.8%
6.4%

Healthcare

8.6%

-

Consumer Cyclical

7.6%
8.6%

Energy

7.2%
13.9%

Utilities

5.7%
12.1%

Basic Materials

5.4%
5.7%

Real Estate

0.6%
2.0%

Consumer Defensive

SCHY
17.6%
IDV
7.6%

Financial Services

SCHY
13.2%
IDV
33.3%

Communication Services

SCHY
11.6%
IDV
9.5%

Technology

SCHY
9.0%
IDV
0.8%

Industrials

SCHY
8.8%
IDV
6.4%

Healthcare

SCHY
8.6%
IDV

-

Consumer Cyclical

SCHY
7.6%
IDV
8.6%

Energy

SCHY
7.2%
IDV
13.9%

Utilities

SCHY
5.7%
IDV
12.1%

Basic Materials

SCHY
5.4%
IDV
5.7%

Real Estate

SCHY
0.6%
IDV
2.0%

Compare stocks, funds, or ETFs

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Schwab International Dividend Equity ETF

iShares International Select Dividend ETF

Often compared with SCHY:
SCHY vs. VYMISCHY vs. SCHDSCHY vs. SCHFSCHY vs. VXUSSCHY vs. VIGISCHY vs. IDVOSCHY vs. FIDI
Often compared with IDV:
IDV vs. SCHDIDV vs. LVHIIDV vs. VYMIIDV vs. IGROIDV vs. DIVOIDV vs. PIDIDV vs. FIDI

Return for Risk

SCHY vs. IDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SCHY
SCHY Risk / Return Rank: 8181
Overall Rank
SCHY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 8787
Sortino Ratio Rank
SCHY Omega Ratio Rank: 8787
Omega Ratio Rank
SCHY Calmar Ratio Rank: 7777
Calmar Ratio Rank
SCHY Martin Ratio Rank: 6565
Martin Ratio Rank
IDV
IDV Risk / Return Rank: 8989
Overall Rank
IDV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9090
Sortino Ratio Rank
IDV Omega Ratio Rank: 9191
Omega Ratio Rank
IDV Calmar Ratio Rank: 8888
Calmar Ratio Rank
IDV Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SCHY vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and iShares International Select Dividend ETF (IDV). 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.

SCHYIDVDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.56

-0.24

Sortino ratioReturn per unit of downside risk
3.17
3.41

-0.24

Omega ratioGain probability vs. loss probability

1.42

1.47

-0.05

Calmar ratioReturn relative to maximum drawdown

3.05

3.91

-0.86

Martin ratioReturn relative to average drawdown

8.68

12.13

-3.45

SCHY vs. IDV - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 2.32, which is comparable to the IDV Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of SCHY and IDV, 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

SCHY vs. IDV - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for SCHY and IDV.

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Drawdown Indicators

SCHYIDVDifference

Max Drawdown

Largest peak-to-trough decline

-24.04%

-70.14%

+46.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-8.52%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-11.86%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-29.19%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.50%

—

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-4.92%

-15.29%

+10.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.74%

+0.45%

Volatility

SCHY vs. IDV - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 2.58%, while iShares International Select Dividend ETF (IDV) has a volatility of 2.76%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHYIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.58%

2.76%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

10.91%

-0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

13.05%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

15.53%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.17%

17.62%

-4.45%

SCHY vs. IDV - Expense Ratio Comparison

SCHY has a 0.08% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

SCHY vs. IDV - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.31%, less than IDV's 5.12% yield.

PositionTTM20252024202320222021202020192018201720162015
IDV
iShares International Select Dividend ETF		5.12%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
SCHY
Schwab International Dividend Equity ETF		3.31%3.55%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SCHY and IDV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDV has higher volatility (2.76%) compared to SCHY (2.58%). In terms of maximum drawdown, SCHY dropped -24.04% vs IDV's -70.14%.

On 5-year performance, IDV leads with 13.37% vs 9.15% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 2.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IDV has performed better with a 13.37% return vs 9.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHY is cheaper with a 0.08% expense ratio, compared with 0.49% for IDV.

IDV has the higher dividend yield at 5.12%, compared with 3.31% for SCHY.

SCHY is categorized as Dividend, while IDV is Global Equities. SCHY tracks Dow Jones International Dividend 100 Index (Net), while IDV tracks Dow Jones EPAC Select Dividend. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.08% for SCHY and 0.49% for IDV.

IDV currently has the higher Sharpe Ratio (2.56 vs 2.32), 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.

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