SCHY vs. WDIV
Compare and contrast key facts about Schwab International Dividend Equity ETF (SCHY) and SPDR S&P Global Dividend ETF (WDIV).
SCHY and WDIV 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. WDIV is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats Index sp_43. It was launched on May 29, 2013. Both SCHY and WDIV 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 WDIV.
Key characteristics
| SCHY | WDIV | |
|---|---|---|
| YTD Return | -1.71% | -0.36% |
| 1Y Return | 3.58% | 6.57% |
| 3Y Return (Ann) | 2.23% | 0.27% |
| Sharpe Ratio | 0.33 | 0.50 |
| Daily Std Dev | 11.30% | 12.89% |
| Max Drawdown | -24.04% | -42.35% |
| Current Drawdown | -2.07% | -3.67% |
Correlation
The correlation between SCHY and WDIV is 0.90, 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.
Performance
SCHY vs. WDIV - Performance Comparison
In the year-to-date period, SCHY achieves a -1.71% return, which is significantly lower than WDIV's -0.36% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SCHY vs. WDIV - Expense Ratio Comparison
SCHY has a 0.14% expense ratio, which is lower than WDIV's 0.40% expense ratio.
Risk-Adjusted Performance
SCHY vs. WDIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and SPDR S&P Global Dividend ETF (WDIV). 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. WDIV - Dividend Comparison
SCHY's dividend yield for the trailing twelve months is around 4.74%, which matches WDIV's 4.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHY Schwab International Dividend Equity ETF | 4.74% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WDIV SPDR S&P Global Dividend ETF | 4.76% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% | 4.73% | 2.17% |
Drawdowns
SCHY vs. WDIV - Drawdown Comparison
The maximum SCHY drawdown since its inception was -24.04%, smaller than the maximum WDIV drawdown of -42.35%. Use the drawdown chart below to compare losses from any high point for SCHY and WDIV. For additional features, visit the drawdowns tool.
Volatility
SCHY vs. WDIV - Volatility Comparison
The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.22%, while SPDR S&P Global Dividend ETF (WDIV) has a volatility of 3.91%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than WDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.