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VEM vs. SCHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VEM vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Emerging Markets Dividend ETF (VEM) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VEM

1D
0.33%
1M
1.08%
6M
YTD
1Y
3Y*
5Y*
10Y*

SCHE

1D
0.86%
1M
2.32%
6M
7.81%
YTD
11.04%
1Y
23.88%
3Y*
17.50%
5Y*
5.62%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEM vs. SCHE - Yearly Performance Comparison


Correlation

The correlation between VEM and SCHE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 4, 2026

0.93

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Return for Risk

VEM vs. SCHE — Risk / Return Rank

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

VEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHE
SCHE Risk / Return Rank: 5151
Overall Rank
SCHE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 4747
Sortino Ratio Rank
SCHE Omega Ratio Rank: 5050
Omega Ratio Rank
SCHE Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHE Martin Ratio Rank: 5454
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.

VEM vs. SCHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Emerging Markets Dividend ETF (VEM) and Schwab Emerging Markets Equity ETF (SCHE). 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.


VEMSCHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

7.31

VEM vs. SCHE - Sharpe Ratio Comparison


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Drawdowns

VEM vs. SCHE - Drawdown Comparison

The maximum VEM drawdown since its inception was -13.55%, smaller than the maximum SCHE drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for VEM and SCHE.


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Drawdown Indicators


VEMSCHEDifference

Max Drawdown

Largest peak-to-trough decline

-13.55%

-36.20%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

Current Drawdown

Current decline from peak

-5.85%

-2.35%

-3.50%

Average Drawdown

Average peak-to-trough decline

-4.08%

-12.54%

+8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

Volatility

VEM vs. SCHE - Volatility Comparison


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Volatility by Period


VEMSCHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

Volatility (1Y)

Calculated over the trailing 1-year period

30.97%

17.46%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.97%

17.88%

+13.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.97%

19.40%

+11.57%

VEM vs. SCHE - Expense Ratio Comparison

VEM has a 0.49% expense ratio, which is higher than SCHE's 0.11% expense ratio.


Dividends

VEM vs. SCHE - Dividend Comparison

VEM's dividend yield for the trailing twelve months is around 2.02%, less than SCHE's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHE
Schwab Emerging Markets Equity ETF
2.62%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%
VEM
Virtus Emerging Markets Dividend ETF
2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, VEM and SCHE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SCHE is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHE is cheaper with a 0.11% expense ratio, compared with 0.49% for VEM.

SCHE has the higher dividend yield at 2.62%, compared with 2.02% for VEM.

They also come from different issuers: Virtus and Charles Schwab. Their fees differ too: 0.49% for VEM and 0.11% for SCHE.

Portfolio Optimizer

Find the right allocation for VEM and SCHE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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