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

Correlation

The correlation between SCHY and VT is 0.80, 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.


-0.50.00.51.00.8

Performance

SCHY vs. VT - Performance Comparison

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

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-2.75%
4.86%
SCHY
VT

Key characteristics

Sharpe Ratio

SCHY:

0.17

VT:

1.76

Sortino Ratio

SCHY:

0.30

VT:

2.37

Omega Ratio

SCHY:

1.04

VT:

1.32

Calmar Ratio

SCHY:

0.15

VT:

2.59

Martin Ratio

SCHY:

0.38

VT:

10.33

Ulcer Index

SCHY:

4.73%

VT:

2.04%

Daily Std Dev

SCHY:

10.69%

VT:

11.99%

Max Drawdown

SCHY:

-24.03%

VT:

-50.27%

Current Drawdown

SCHY:

-10.24%

VT:

-2.19%

Returns By Period

In the year-to-date period, SCHY achieves a 1.25% return, which is significantly lower than VT's 1.70% return.


SCHY

YTD

1.25%

1M

1.39%

6M

-2.07%

1Y

1.64%

5Y*

N/A

10Y*

N/A

VT

YTD

1.70%

1M

1.96%

6M

5.91%

1Y

20.04%

5Y*

9.79%

10Y*

9.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHY vs. VT - Expense Ratio Comparison

SCHY has a 0.14% expense ratio, which is higher than VT'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%.


SCHY
Schwab International Dividend Equity ETF
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

SCHY vs. VT — 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 1010
Overall Rank
The Sharpe Ratio Rank of SCHY is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHY is 99
Sortino Ratio Rank
The Omega Ratio Rank of SCHY is 99
Omega Ratio Rank
The Calmar Ratio Rank of SCHY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SCHY is 99
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
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. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Vanguard Total World Stock ETF (VT). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHY, currently valued at 0.17, compared to the broader market0.002.004.000.171.76
The chart of Sortino ratio for SCHY, currently valued at 0.30, compared to the broader market0.005.0010.000.302.37
The chart of Omega ratio for SCHY, currently valued at 1.04, compared to the broader market1.002.003.001.041.32
The chart of Calmar ratio for SCHY, currently valued at 0.15, compared to the broader market0.005.0010.0015.0020.000.152.59
The chart of Martin ratio for SCHY, currently valued at 0.38, compared to the broader market0.0020.0040.0060.0080.00100.000.3810.33
SCHY
VT

The current SCHY Sharpe Ratio is 0.17, which is lower than the VT Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SCHY and VT, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.17
1.76
SCHY
VT

Dividends

SCHY vs. VT - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 4.58%, more than VT's 1.92% yield.


TTM20242023202220212020201920182017201620152014
SCHY
Schwab International Dividend Equity ETF
4.58%4.64%3.97%3.68%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.92%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

SCHY vs. VT - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.03%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SCHY and VT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.24%
-2.19%
SCHY
VT

Volatility

SCHY vs. VT - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.28%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.63%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.28%
4.63%
SCHY
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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