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SCHY vs. SCHF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHY and SCHF is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SCHY vs. SCHF - Performance Comparison

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

5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
19.78%
24.37%
SCHY
SCHF

Key characteristics

Sharpe Ratio

SCHY:

1.04

SCHF:

0.69

Sortino Ratio

SCHY:

1.50

SCHF:

1.07

Omega Ratio

SCHY:

1.21

SCHF:

1.14

Calmar Ratio

SCHY:

1.17

SCHF:

0.88

Martin Ratio

SCHY:

2.59

SCHF:

2.65

Ulcer Index

SCHY:

5.49%

SCHF:

4.44%

Daily Std Dev

SCHY:

13.64%

SCHF:

17.18%

Max Drawdown

SCHY:

-24.03%

SCHF:

-34.64%

Current Drawdown

SCHY:

-0.38%

SCHF:

-0.59%

Returns By Period

In the year-to-date period, SCHY achieves a 13.21% return, which is significantly higher than SCHF's 10.22% return.


SCHY

YTD

13.21%

1M

2.28%

6M

6.65%

1Y

14.50%

5Y*

N/A

10Y*

N/A

SCHF

YTD

10.22%

1M

1.09%

6M

5.84%

1Y

11.68%

5Y*

13.37%

10Y*

6.54%

*Annualized

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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%.


Expense ratio chart for SCHY: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHY: 0.14%
Expense ratio chart for SCHF: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHF: 0.06%

Risk-Adjusted Performance

SCHY vs. SCHF — Risk-Adjusted Performance Rank

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

SCHY
The Risk-Adjusted Performance Rank of SCHY is 8080
Overall Rank
The Sharpe Ratio Rank of SCHY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 6969
Martin Ratio Rank

SCHF
The Risk-Adjusted Performance Rank of SCHF is 7272
Overall Rank
The Sharpe Ratio Rank of SCHF is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SCHF is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCHF is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHF is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for SCHY, currently valued at 1.04, compared to the broader market-1.000.001.002.003.004.005.00
SCHY: 1.04
SCHF: 0.69
The chart of Sortino ratio for SCHY, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.00
SCHY: 1.50
SCHF: 1.07
The chart of Omega ratio for SCHY, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
SCHY: 1.21
SCHF: 1.14
The chart of Calmar ratio for SCHY, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.0012.00
SCHY: 1.17
SCHF: 0.88
The chart of Martin ratio for SCHY, currently valued at 2.59, compared to the broader market0.0020.0040.0060.00
SCHY: 2.59
SCHF: 2.65

The current SCHY Sharpe Ratio is 1.04, which is higher than the SCHF Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of SCHY and SCHF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.04
0.69
SCHY
SCHF

Dividends

SCHY vs. SCHF - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 4.05%, more than SCHF's 2.96% yield.


TTM20242023202220212020201920182017201620152014
SCHY
Schwab International Dividend Equity ETF
4.05%4.64%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF
2.96%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%

Drawdowns

SCHY vs. SCHF - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.03%, 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.38%
-0.59%
SCHY
SCHF

Volatility

SCHY vs. SCHF - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 8.69%, while Schwab International Equity ETF (SCHF) has a volatility of 11.46%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.69%
11.46%
SCHY
SCHF