SCHY vs. PHYS

Last updated Jun 9, 2026

SCHY (Schwab International Dividend Equity ETF) is Dividend fund tracking the Dow Jones International Dividend 100 Index, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 5 years, SCHY returned 7.76%/yr vs 16.73%/yr for PHYS. At a 0.36 correlation, their price movements are largely independent.

Performance

SCHY vs. PHYS - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHY achieves a 7.47% return, which is significantly higher than PHYS's -1.33% return.

SCHY

• 1D: 0.09%
• 1M: -0.99%
• YTD: 7.47%
• 6M: 10.12%
• 1Y: 21.14%
• 3Y*: 14.84%
• 5Y*: 7.76%
• 10Y*: —

PHYS

• 1D: 0.12%
• 1M: -8.99%
• YTD: -1.33%
• 6M: 1.78%
• 1Y: 28.88%
• 3Y*: 28.65%
• 5Y*: 16.73%
• 10Y*: 11.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. PHYS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SCHY Schwab International Dividend Equity ETF	7.47%	33.98%	-1.79%	14.27%	-9.43%	4.08%
PHYS Sprott Physical Gold Trust	-1.33%	63.95%	26.43%	12.98%	-1.81%	1.99%

Correlation

The correlation between SCHY and PHYS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Apr 30, 2021	0.36

Return for Risk

SCHY vs. PHYS — Risk / Return Rank

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

SCHY

SCHY Risk / Return Rank: 54
SCHY Sharpe Ratio Rank: 59
SCHY Sortino Ratio Rank: 57
SCHY Omega Ratio Rank: 56
SCHY Calmar Ratio Rank: 52
SCHY Martin Ratio Rank: 48

PHYS

PHYS Risk / Return Rank: 69
PHYS Sharpe Ratio Rank: 74
PHYS Sortino Ratio Rank: 65
PHYS Omega Ratio Rank: 70
PHYS Calmar Ratio Rank: 69
PHYS Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHY vs. PHYS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Sprott Physical Gold Trust (PHYS). 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.

	SCHY	PHYS	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.05	+0.73
Sortino ratio: Return per unit of downside risk	2.44	1.40	+1.04
Omega ratio: Gain probability vs. loss probability	1.31	1.22	+0.10
Calmar ratio: Return relative to maximum drawdown	2.33	1.42	+0.92
Martin ratio: Return relative to average drawdown	7.31	3.57	+3.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCHY vs. PHYS - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.78, which is higher than the PHYS Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SCHY and PHYS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCHY	PHYS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	1.05	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.91	-0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.43	+0.22

Drawdowns

SCHY vs. PHYS - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum PHYS drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for SCHY and PHYS.

Drawdown Indicators

	SCHY	PHYS	Difference
Max Drawdown Largest peak-to-trough decline	-24.04%	-48.16%	+24.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-20.50%	+11.39%
Max Drawdown (3Y) Largest decline over 3 years	-12.16%	-20.50%	+8.34%
Max Drawdown (5Y) Largest decline over 5 years	-24.04%	-21.80%	-2.24%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.75%	—
Current Drawdown Current decline from peak	-5.55%	-20.40%	+14.85%
Average Drawdown Average peak-to-trough decline	-4.97%	-21.00%	+16.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	8.10%	-5.20%

Volatility

SCHY vs. PHYS - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 2.83%, while Sprott Physical Gold Trust (PHYS) has a volatility of 5.85%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHY	PHYS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	5.85%	-3.02%
Volatility (6M) Calculated over the trailing 6-month period	9.86%	24.18%	-14.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.96%	27.71%	-15.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	18.39%	-5.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	16.33%	-3.10%

Dividends

SCHY vs. PHYS - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.45%, while PHYS has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
PHYS Sprott Physical Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHY Schwab International Dividend Equity ETF	3.45%	3.55%	4.64%	3.97%	3.67%	1.73%

Frequently Asked Questions

Can I hold both SCHY and PHYS in my portfolio?

SCHY and PHYS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHY or PHYS?

PHYS has higher volatility (5.85%) compared to SCHY (2.83%). In terms of maximum drawdown, SCHY dropped -24.04% vs PHYS's -48.16%.

Which has better risk-adjusted returns?

SCHY currently has the higher Sharpe Ratio (1.78 vs 1.05), 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.