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STCE vs. SCHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

STCE vs. SCHY - Performance Comparison

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

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STCE vs. SCHY - Yearly Performance Comparison


2026 (YTD)2025202420232022
STCE
Schwab Crypto Thematic ETF
-13.31%36.12%41.76%108.65%-38.86%
SCHY
Schwab International Dividend Equity ETF
6.80%33.98%-1.79%14.27%1.99%

Returns By Period

In the year-to-date period, STCE achieves a -13.31% return, which is significantly lower than SCHY's 6.80% return.


STCE

1D
6.43%
1M
-8.21%
YTD
-13.31%
6M
-32.83%
1Y
61.55%
3Y*
38.53%
5Y*
10Y*

SCHY

1D
1.93%
1M
-6.14%
YTD
6.80%
6M
15.22%
1Y
29.63%
3Y*
15.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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STCE vs. SCHY - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Return for Risk

STCE vs. SCHY — Risk / Return Rank

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

STCE
STCE Risk / Return Rank: 5050
Overall Rank
STCE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
STCE Sortino Ratio Rank: 6767
Sortino Ratio Rank
STCE Omega Ratio Rank: 5353
Omega Ratio Rank
STCE Calmar Ratio Rank: 4545
Calmar Ratio Rank
STCE Martin Ratio Rank: 2929
Martin Ratio Rank

SCHY
SCHY Risk / Return Rank: 9393
Overall Rank
SCHY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 9494
Sortino Ratio Rank
SCHY Omega Ratio Rank: 9393
Omega Ratio Rank
SCHY Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHY Martin Ratio Rank: 9292
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.

STCE vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and Schwab International Dividend Equity ETF (SCHY). 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.


STCESCHYDifference

Sharpe ratio

Return per unit of total volatility

0.97

2.13

-1.17

Sortino ratio

Return per unit of downside risk

1.63

2.82

-1.19

Omega ratio

Gain probability vs. loss probability

1.19

1.40

-0.22

Calmar ratio

Return relative to maximum drawdown

1.07

3.20

-2.13

Martin ratio

Return relative to average drawdown

2.24

11.86

-9.63

STCE vs. SCHY - Sharpe Ratio Comparison

The current STCE Sharpe Ratio is 0.97, which is lower than the SCHY Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of STCE and SCHY, 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


STCESCHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

2.13

-1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.67

-0.25

Correlation

The correlation between STCE and SCHY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

STCE vs. SCHY - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 2.26%, less than SCHY's 3.47% yield.


TTM20252024202320222021
STCE
Schwab Crypto Thematic ETF
2.26%1.96%0.64%0.31%1.46%0.00%
SCHY
Schwab International Dividend Equity ETF
3.47%3.55%4.64%3.97%3.67%1.73%

Drawdowns

STCE vs. SCHY - Drawdown Comparison

The maximum STCE drawdown since its inception was -54.11%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for STCE and SCHY.


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Drawdown Indicators


STCESCHYDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-24.04%

-30.07%

Max Drawdown (1Y)

Largest decline over 1 year

-54.11%

-9.11%

-45.00%

Current Drawdown

Current decline from peak

-51.16%

-6.14%

-45.02%

Average Drawdown

Average peak-to-trough decline

-21.33%

-5.00%

-16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.86%

2.46%

+23.40%

Volatility

STCE vs. SCHY - Volatility Comparison

Schwab Crypto Thematic ETF (STCE) has a higher volatility of 18.63% compared to Schwab International Dividend Equity ETF (SCHY) at 6.03%. This indicates that STCE's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STCESCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.63%

6.03%

+12.60%

Volatility (6M)

Calculated over the trailing 6-month period

50.27%

9.04%

+41.23%

Volatility (1Y)

Calculated over the trailing 1-year period

64.03%

13.96%

+50.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.19%

13.24%

+42.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.19%

13.24%

+42.95%