SCHY vs. SCHF
Compare and contrast key facts about Schwab International Dividend Equity ETF (SCHY) and Schwab International Equity ETF (SCHF).
SCHY and SCHF 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. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both SCHY and SCHF 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 SCHF.
Performance
SCHY vs. SCHF - Performance Comparison
Returns By Period
In the year-to-date period, SCHY achieves a 0.93% return, which is significantly lower than SCHF's 4.54% return.
SCHY
0.93%
-4.71%
0.55%
6.89%
N/A
N/A
SCHF
4.54%
-4.16%
-1.68%
11.32%
6.63%
6.08%
Key characteristics
| SCHY | SCHF | |
|---|---|---|
| Sharpe Ratio | 0.63 | 0.86 |
| Sortino Ratio | 0.94 | 1.25 |
| Omega Ratio | 1.11 | 1.15 |
| Calmar Ratio | 0.73 | 1.36 |
| Martin Ratio | 2.38 | 4.03 |
| Ulcer Index | 2.89% | 2.69% |
| Daily Std Dev | 10.91% | 12.68% |
| Max Drawdown | -24.04% | -34.64% |
| Current Drawdown | -8.90% | -7.87% |
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SCHY vs. SCHF - Expense Ratio Comparison
SCHY has a 0.14% expense ratio, which is higher than SCHF's 0.06% 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 SCHF is 0.91, 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. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Schwab International Equity ETF (SCHF). 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. SCHF - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 6.11%, more than SCHF's 4.63% 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% |
SCHF Schwab International Equity ETF | 4.63% | 4.87% | 5.61% | 6.26% | 2.74% | 5.13% | 3.06% | 2.35% | 5.15% | 4.51% | 2.90% | 4.42% |
Drawdowns
SCHY vs. SCHF - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for SCHY and SCHF. For additional features, visit the drawdowns tool.
Volatility
SCHY vs. SCHF - Volatility Comparison
Schwab International Dividend Equity ETF (SCHY) and Schwab International Equity ETF (SCHF) have volatilities of 3.84% and 3.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.