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SCHY vs. SCHH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHY vs. SCHH - Performance Comparison

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

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SCHY vs. SCHH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCHY
Schwab International Dividend Equity ETF
7.07%33.98%-1.79%14.27%-9.43%4.08%
SCHH
Schwab US REIT ETF
3.86%2.20%4.99%11.18%-24.99%21.00%

Returns By Period

In the year-to-date period, SCHY achieves a 7.07% return, which is significantly higher than SCHH's 3.86% return.


SCHY

1D
0.25%
1M
-4.32%
YTD
7.07%
6M
14.73%
1Y
29.70%
3Y*
15.16%
5Y*
10Y*

SCHH

1D
0.42%
1M
-6.20%
YTD
3.86%
6M
1.66%
1Y
3.35%
3Y*
6.79%
5Y*
3.52%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHY vs. SCHH - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is higher than SCHH's 0.07% 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%.


Return for Risk

SCHY vs. SCHH — Risk / Return Rank

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

SCHY
SCHY Risk / Return Rank: 9191
Overall Rank
SCHY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 9393
Sortino Ratio Rank
SCHY Omega Ratio Rank: 9191
Omega Ratio Rank
SCHY Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHY Martin Ratio Rank: 9090
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 1717
Overall Rank
SCHH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1616
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1616
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCHH Martin Ratio Rank: 1919
Martin Ratio Rank
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. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Schwab US REIT ETF (SCHH). 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.


SCHYSCHHDifference

Sharpe ratio

Return per unit of total volatility

2.14

0.21

+1.93

Sortino ratio

Return per unit of downside risk

2.83

0.39

+2.43

Omega ratio

Gain probability vs. loss probability

1.41

1.05

+0.35

Calmar ratio

Return relative to maximum drawdown

3.29

0.28

+3.01

Martin ratio

Return relative to average drawdown

12.05

1.09

+10.96

SCHY vs. SCHH - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 2.14, which is higher than the SCHH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of SCHY and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHYSCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.21

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.32

+0.35

Correlation

The correlation between SCHY and SCHH is 0.58, 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.


Dividends

SCHY vs. SCHH - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.47%, more than SCHH's 3.02% yield.


TTM20252024202320222021202020192018201720162015
SCHY
Schwab International Dividend Equity ETF
3.47%3.55%4.64%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
3.02%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Drawdowns

SCHY vs. SCHH - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for SCHY and SCHH.


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Drawdown Indicators


SCHYSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-24.04%

-44.22%

+20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-12.40%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

Current Drawdown

Current decline from peak

-5.90%

-7.07%

+1.17%

Average Drawdown

Average peak-to-trough decline

-5.00%

-9.54%

+4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.17%

-0.68%

Volatility

SCHY vs. SCHH - Volatility Comparison

Schwab International Dividend Equity ETF (SCHY) has a higher volatility of 5.39% compared to Schwab US REIT ETF (SCHH) at 4.64%. This indicates that SCHY's price experiences larger fluctuations and is considered to be riskier than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHYSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

4.64%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

9.28%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

16.20%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.24%

18.69%

-5.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.24%

20.97%

-7.73%