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VA.TO vs. SCHA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VA.TO vs. SCHA

Last updated Jun 4, 2026

VA.TO (Vanguard FTSE Developed Asia Pacific All Cap Index ETF) and SCHA (Schwab U.S. Small-Cap ETF) are both exchange-traded funds - VA.TO is a Asia Pacific Equities fund tracking the FTSE Developed Asia Pacific All Cap Index, while SCHA is a Small Cap Growth Equities fund tracking the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. Both are passively managed. Over the past 10 years, VA.TO returned 11.31%/yr vs 11.94%/yr for SCHA. A 0.54 correlation means they provide meaningful diversification when combined. VA.TO charges 0.22%/yr vs 0.04%/yr for SCHA.

Performance

VA.TO vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VA.TO is traded in CAD, while SCHA is traded in USD. To make them comparable, the SCHA values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VA.TO achieves a 32.04% return, which is significantly higher than SCHA's 21.31% return. Over the past 10 years, VA.TO has underperformed SCHA with an annualized return of 11.31%, while SCHA has yielded a comparatively higher 11.94% annualized return.

VA.TO

1D
0.16%
1M
12.67%
YTD
32.04%
6M
32.64%
1Y
55.12%
3Y*
24.27%
5Y*
13.23%
10Y*
11.31%

SCHA

1D
-0.18%
1M
6.86%
YTD
21.31%
6M
18.86%
1Y
42.08%
3Y*
20.30%
5Y*
10.19%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VA.TO vs. SCHA - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF		32.04%25.82%10.30%12.15%-9.26%0.89%13.71%11.66%-7.54%21.44%
SCHA
Schwab U.S. Small-Cap ETF		21.31%6.48%20.71%15.85%-14.09%15.40%17.33%20.28%-4.31%7.62%

Correlation

The correlation between VA.TO and SCHA is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2014

0.54

The correlation between VA.TO and SCHA has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

VA.TO vs. SCHA - Sectors Allocation Comparison

Sectors
VA.TO
SCHA

Technology

22.4%
23.3%

Industrials

20.6%
15.4%

Financial Services

19.4%
15.7%

Consumer Cyclical

9.7%
9.0%

Basic Materials

7.2%
4.2%

Healthcare

5.0%
13.5%

Communication Services

4.8%
2.4%

Real Estate

4.3%
6.0%

Consumer Defensive

3.5%
2.6%

Energy

1.6%
5.5%

Utilities

1.6%
2.3%

Technology

VA.TO
22.4%
SCHA
23.3%

Industrials

VA.TO
20.6%
SCHA
15.4%

Financial Services

VA.TO
19.4%
SCHA
15.7%

Consumer Cyclical

VA.TO
9.7%
SCHA
9.0%

Basic Materials

VA.TO
7.2%
SCHA
4.2%

Healthcare

VA.TO
5.0%
SCHA
13.5%

Communication Services

VA.TO
4.8%
SCHA
2.4%

Real Estate

VA.TO
4.3%
SCHA
6.0%

Consumer Defensive

VA.TO
3.5%
SCHA
2.6%

Energy

VA.TO
1.6%
SCHA
5.5%

Utilities

VA.TO
1.6%
SCHA
2.3%

Compare stocks, funds, or ETFs

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

Vanguard FTSE Developed Asia Pacific All Cap Index ETF

Schwab U.S. Small-Cap ETF

Often compared with VA.TO:
VA.TO vs. VE.TOVA.TO vs. VPLVA.TO vs. XEF.TOVA.TO vs. XEQT.TOVA.TO vs. VIDY.TOVA.TO vs. VFV.TOVA.TO vs. SPWO
Often compared with SCHA:
SCHA vs. VBSCHA vs. SWSSXSCHA vs. AVUVSCHA vs. IJRSCHA vs. SCHDSCHA vs. SCHBSCHA vs. SCHM

Return for Risk

VA.TO vs. SCHA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VA.TO
VA.TO Risk / Return Rank: 8585
Overall Rank
VA.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VA.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
VA.TO Omega Ratio Rank: 8686
Omega Ratio Rank
VA.TO Calmar Ratio Rank: 8484
Calmar Ratio Rank
VA.TO Martin Ratio Rank: 8585
Martin Ratio Rank
SCHA
SCHA Risk / Return Rank: 7171
Overall Rank
SCHA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SCHA Sortino Ratio Rank: 6767
Sortino Ratio Rank
SCHA Omega Ratio Rank: 6060
Omega Ratio Rank
SCHA Calmar Ratio Rank: 8181
Calmar Ratio Rank
SCHA Martin Ratio Rank: 7979
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.

VA.TO vs. SCHA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) and Schwab U.S. Small-Cap ETF (SCHA). 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.

VA.TOSCHADifference
Sharpe ratioReturn per unit of total volatility
2.92
2.40

+0.52

Sortino ratioReturn per unit of downside risk
3.78
3.34

+0.45

Omega ratioGain probability vs. loss probability

1.53

1.41

+0.12

Calmar ratioReturn relative to maximum drawdown

4.58

4.78

-0.20

Martin ratioReturn relative to average drawdown

17.84

16.11

+1.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VA.TO vs. SCHA - Sharpe Ratio Comparison

The current VA.TO Sharpe Ratio is 2.92, which is comparable to the SCHA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VA.TO and SCHA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VA.TOSCHADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.92

2.40

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.52

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.58

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.75

-0.06

Drawdowns

VA.TO vs. SCHA - Drawdown Comparison

The maximum VA.TO drawdown since its inception was -25.81%, smaller than the maximum SCHA drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for VA.TO and SCHA.

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Drawdown Indicators

VA.TOSCHADifference

Max Drawdown

Largest peak-to-trough decline

-25.81%

-36.93%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-8.84%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.99%

-25.84%

+11.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.74%

-27.98%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-25.81%

-36.93%

+11.12%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

-5.54%

-6.11%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.62%

+0.48%

Volatility

VA.TO vs. SCHA - Volatility Comparison

Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) has a higher volatility of 6.56% compared to Schwab U.S. Small-Cap ETF (SCHA) at 5.04%. This indicates that VA.TO's price experiences larger fluctuations and is considered to be riskier than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VA.TOSCHADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

5.04%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

16.40%

12.79%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

17.66%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.77%

19.74%

-4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

20.65%

-5.50%

VA.TO vs. SCHA - Expense Ratio Comparison

VA.TO has a 0.22% expense ratio, which is higher than SCHA's 0.04% 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%.

Dividends

VA.TO vs. SCHA - Dividend Comparison

VA.TO's dividend yield for the trailing twelve months is around 1.65%, more than SCHA's 1.00% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHA
Schwab U.S. Small-Cap ETF		1.00%1.26%1.51%1.42%1.37%1.19%1.05%1.39%1.58%1.24%1.50%1.48%
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF		1.65%2.17%2.31%2.57%3.09%2.35%2.14%2.53%2.84%1.71%1.62%1.88%

Frequently Asked Questions

VA.TO and SCHA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHA is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHA is cheaper with a 0.04% expense ratio, compared with 0.22% for VA.TO.

VA.TO is categorized as Asia Pacific Equities, while SCHA is Small Cap Growth Equities. VA.TO tracks FTSE Developed Asia Pacific All Cap Index, while SCHA tracks Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. They also come from different issuers: Vanguard and Charles Schwab. Their fees differ too: 0.22% for VA.TO and 0.04% for SCHA.

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