SCHY vs. XUDV

Last updated Jun 24, 2026

SCHY (Schwab International Dividend Equity ETF) and XUDV (Franklin U.S. Dividend Booster Index ETF) are both Dividend funds - SCHY tracks the Dow Jones International Dividend 100 Index while XUDV tracks the VettaFi New Frontier U.S. Dividend Select Index. Both are passively managed. Over the past year, SCHY returned 21.30% vs 30.71% for XUDV. At a 0.48 correlation, their price movements are largely independent. SCHY charges 0.08%/yr vs 0.09%/yr for XUDV.

Performance

SCHY vs. XUDV - Performance Comparison

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

Returns By Period

In the year-to-date period, SCHY achieves a 7.30% return, which is significantly lower than XUDV's 20.52% return.

SCHY

• 1D: -0.22%
• 1M: -1.91%
• YTD: 7.30%
• 6M: 6.98%
• 1Y: 21.30%
• 3Y*: 14.83%
• 5Y*: 8.00%
• 10Y*: —

XUDV

• 1D: -0.32%
• 1M: 1.06%
• YTD: 20.52%
• 6M: 19.58%
• 1Y: 30.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. XUDV - Yearly Performance Comparison

	2026 (YTD)	2025
SCHY Schwab International Dividend Equity ETF	7.30%	32.15%
XUDV Franklin U.S. Dividend Booster Index ETF	20.52%	8.52%

Correlation

The correlation between SCHY and XUDV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.48

The correlation between SCHY and XUDV has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

SCHY vs. XUDV - Sectors Allocation Comparison

Sectors	SCHY	XUDV
Financial Services	15.9%	23.5%
Communication Services	15.0%	7.0%
Consumer Defensive	14.4%	15.0%
Industrials	13.0%	12.0%
Energy	9.6%	6.3%
Consumer Cyclical	7.8%	7.7%
Healthcare	7.4%	7.9%
Utilities	6.8%	3.7%
Basic Materials	5.8%	1.3%
Technology	3.6%	13.5%
Real Estate	0.8%	-

Return for Risk

SCHY vs. XUDV — Risk / Return Rank

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

SCHY

SCHY Risk / Return Rank: 50
SCHY Sharpe Ratio Rank: 54
SCHY Sortino Ratio Rank: 52
SCHY Omega Ratio Rank: 51
SCHY Calmar Ratio Rank: 49
SCHY Martin Ratio Rank: 45

XUDV

XUDV Risk / Return Rank: 84
XUDV Sharpe Ratio Rank: 84
XUDV Sortino Ratio Rank: 85
XUDV Omega Ratio Rank: 78
XUDV Calmar Ratio Rank: 89
XUDV Martin Ratio Rank: 85

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. XUDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Franklin U.S. Dividend Booster Index ETF (XUDV). 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	XUDV	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.48	-0.70
Sortino ratio: Return per unit of downside risk	2.45	3.46	-1.01
Omega ratio: Gain probability vs. loss probability	1.31	1.42	-0.10
Calmar ratio: Return relative to maximum drawdown	2.35	4.87	-2.52
Martin ratio: Return relative to average drawdown	7.09	16.36	-9.27

SCHY vs. XUDV - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.77, which is comparable to the XUDV Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of SCHY and XUDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCHY vs. XUDV - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, which is greater than XUDV's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for SCHY and XUDV.

Drawdown Indicators

	SCHY	XUDV	Difference
Max Drawdown Largest peak-to-trough decline	-24.04%	-15.98%	-8.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-6.34%	-2.77%
Max Drawdown (3Y) Largest decline over 3 years	-12.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.04%	—	—
Current Drawdown Current decline from peak	-5.70%	-1.80%	-3.90%
Average Drawdown Average peak-to-trough decline	-4.96%	-2.06%	-2.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	1.88%	+1.13%

Volatility

SCHY vs. XUDV - Volatility Comparison

The current volatility for Schwab International Dividend Equity ETF (SCHY) is 3.27%, while Franklin U.S. Dividend Booster Index ETF (XUDV) has a volatility of 4.47%. This indicates that SCHY experiences smaller price fluctuations and is considered to be less risky than XUDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHY	XUDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	4.47%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	10.08%	8.82%	+1.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.08%	12.47%	-0.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	16.31%	-3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.23%	16.31%	-3.08%

SCHY vs. XUDV - Expense Ratio Comparison

SCHY has a 0.08% expense ratio, which is lower than XUDV's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SCHY vs. XUDV - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.46%, more than XUDV's 2.58% yield.

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%
XUDV Franklin U.S. Dividend Booster Index ETF	2.58%	3.80%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SCHY and XUDV in my portfolio?

SCHY and XUDV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHY or XUDV?

XUDV has higher volatility (4.47%) compared to SCHY (3.27%). In terms of maximum drawdown, SCHY dropped -24.04% vs XUDV's -15.98%.

Which ETF is better, SCHY or XUDV?

On 1-year performance, XUDV leads with 30.71% vs 21.30% 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.

Which ETF has performed better, SCHY or XUDV?

Over the 1-year period, XUDV has performed better with a 30.71% return vs 21.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHY or XUDV?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.09% for XUDV.

Which ETF pays a higher dividend yield, SCHY or XUDV?

SCHY has the higher dividend yield at 3.46%, compared with 2.58% for XUDV.

What is the main difference between SCHY and XUDV?

SCHY tracks Dow Jones International Dividend 100 Index, while XUDV tracks VettaFi New Frontier U.S. Dividend Select Index. They also come from different issuers: Charles Schwab and Franklin. Their fees differ too: 0.08% for SCHY and 0.09% for XUDV.

Which has better risk-adjusted returns?

XUDV currently has the higher Sharpe Ratio (2.48 vs 1.77), 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.