USAWX vs. SCHF
Compare and contrast key facts about USAA Sustainable World Fund (USAWX) and Schwab International Equity ETF (SCHF).
USAWX is managed by Victory Capital. It was launched on Sep 30, 1992. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USAWX or SCHF.
Key characteristics
USAWX | SCHF | |
---|---|---|
YTD Return | 16.87% | 9.57% |
1Y Return | 25.95% | 17.46% |
3Y Return (Ann) | 6.42% | 3.26% |
5Y Return (Ann) | 11.61% | 7.69% |
10Y Return (Ann) | 9.54% | 5.23% |
Sharpe Ratio | 2.10 | 1.35 |
Daily Std Dev | 12.35% | 13.00% |
Max Drawdown | -51.67% | -34.87% |
Current Drawdown | -0.61% | -1.59% |
Correlation
The correlation between USAWX and SCHF is 0.91, 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
USAWX vs. SCHF - Performance Comparison
In the year-to-date period, USAWX achieves a 16.87% return, which is significantly higher than SCHF's 9.57% return. Over the past 10 years, USAWX has outperformed SCHF with an annualized return of 9.54%, while SCHF has yielded a comparatively lower 5.23% annualized 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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USAWX vs. SCHF - Expense Ratio Comparison
USAWX has a 1.05% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
USAWX vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USAA Sustainable World Fund (USAWX) and Schwab International Equity ETF (SCHF). 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
USAWX vs. SCHF - Dividend Comparison
USAWX's dividend yield for the trailing twelve months is around 0.88%, less than SCHF's 2.66% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
USAA Sustainable World Fund | 0.88% | 1.03% | 2.88% | 18.85% | 4.70% | 41.19% | 7.16% | 4.40% | 2.85% | 2.88% | 2.61% | 2.30% |
Schwab International Equity ETF | 2.66% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% | 2.21% |
Drawdowns
USAWX vs. SCHF - Drawdown Comparison
The maximum USAWX drawdown since its inception was -51.67%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for USAWX and SCHF. For additional features, visit the drawdowns tool.
Volatility
USAWX vs. SCHF - Volatility Comparison
The current volatility for USAA Sustainable World Fund (USAWX) is 3.61%, while Schwab International Equity ETF (SCHF) has a volatility of 4.08%. This indicates that USAWX experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.