SCHY vs. UGA
SCHY (Schwab International Dividend Equity ETF) and UGA (United States Gasoline Fund LP) are both exchange-traded funds - SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index, while UGA is a Oil & Gas fund tracking the Front Month Unleaded Gasoline. Both are passively managed. Over the past 5 years, SCHY returned 8.00%/yr vs 22.69%/yr for UGA. At a 0.08 correlation, their price movements are largely independent. SCHY charges 0.08%/yr vs 0.75%/yr for UGA.
Performance
SCHY vs. UGA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCHY achieves a 7.30% return, which is significantly lower than UGA's 64.09% return.
SCHY
- 1D
- -0.22%
- 1M
- -1.91%
- YTD
- 7.30%
- 6M
- 6.98%
- 1Y
- 21.30%
- 3Y*
- 14.83%
- 5Y*
- 8.00%
- 10Y*
- —
UGA
- 1D
- -1.12%
- 1M
- -12.11%
- YTD
- 64.09%
- 6M
- 60.42%
- 1Y
- 59.74%
- 3Y*
- 18.95%
- 5Y*
- 22.69%
- 10Y*
- 14.31%
SCHY vs. UGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 7.30% | 33.98% | -1.79% | 14.27% | -9.43% | 3.42% |
UGA United States Gasoline Fund LP | 64.09% | -2.00% | 3.77% | 1.27% | 46.34% | 23.34% |
Correlation
The correlation between SCHY and UGA is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2021 | 0.08 |
The correlation between SCHY and UGA shifts across timeframes, from -0.22 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHY vs. UGA — Risk / Return Rank
SCHY
UGA
SCHY vs. UGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and United States Gasoline Fund LP (UGA). 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.
| SCHY | UGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.17 | -0.82 |
| Martin ratioReturn relative to average drawdown | 7.09 | 9.39 | -2.30 |
Loading charts...
Drawdowns
SCHY vs. UGA - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SCHY and UGA.
Loading charts...
Drawdown Indicators
| SCHY | UGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.04% | -86.59% | +62.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -18.96% | +9.85% |
Max Drawdown (3Y)Largest decline over 3 years | -12.16% | -26.68% | +14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -38.11% | +14.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.89% | — |
Current DrawdownCurrent decline from peak | -5.70% | -18.05% | +12.35% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -36.69% | +31.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 6.43% | -3.42% |
Volatility
SCHY vs. UGA - Volatility Comparison
The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.27%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCHY | UGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 9.24% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.08% | 30.57% | -20.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 35.22% | -23.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 34.45% | -21.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.23% | 37.22% | -23.99% |
SCHY vs. UGA - Expense Ratio Comparison
SCHY has a 0.08% expense ratio, which is lower than UGA's 0.75% expense ratio.
Dividends
SCHY vs. UGA - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 3.46%, while UGA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 3.46% | 3.55% | 4.64% | 3.97% | 3.67% | 1.73% |
UGA United States Gasoline Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCHY and UGA have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UGA has higher volatility (9.24%) compared to SCHY (3.27%). In terms of maximum drawdown, SCHY dropped -24.04% vs UGA's -86.59%.
On 5-year performance, UGA leads with 22.69% vs 8.00% for SCHY. On fees, SCHY is cheaper at 0.08% per year. On volatility, SCHY has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, UGA has performed better with a 22.69% return vs 8.00%. 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 0.75% for UGA.
SCHY has the higher dividend yield at 3.46%, compared with 0.00% for UGA.
SCHY is categorized as Dividend, while UGA is Oil & Gas. SCHY tracks Dow Jones International Dividend 100 Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Charles Schwab and Concierge Technologies. Their fees differ too: 0.08% for SCHY and 0.75% for UGA.
SCHY currently has the higher Sharpe Ratio (1.77 vs 1.73), 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.
Find the right allocation for SCHY and UGA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer