Correlation
The correlation between VEU and SCHF is 0.82, 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.
VEU vs. SCHF
Compare and contrast key facts about Vanguard FTSE All-World ex-US ETF (VEU) and Schwab International Equity ETF (SCHF).
VEU and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. 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. Both VEU and SCHF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEU or SCHF.
Performance
VEU vs. SCHF - Performance Comparison
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Key characteristics
VEU:
0.87
SCHF:
0.94
VEU:
1.16
SCHF:
1.25
VEU:
1.16
SCHF:
1.17
VEU:
0.93
SCHF:
1.05
VEU:
2.92
SCHF:
3.17
VEU:
4.35%
SCHF:
4.43%
VEU:
16.92%
SCHF:
17.18%
VEU:
-61.52%
SCHF:
-34.64%
VEU:
-0.47%
SCHF:
-0.60%
Returns By Period
In the year-to-date period, VEU achieves a 14.21% return, which is significantly lower than SCHF's 16.54% return. Over the past 10 years, VEU has underperformed SCHF with an annualized return of 5.75%, while SCHF has yielded a comparatively higher 7.30% annualized return.
VEU
14.21%
4.79%
12.39%
14.53%
9.64%
10.63%
5.75%
SCHF
16.54%
4.71%
13.88%
15.90%
12.26%
13.11%
7.30%
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VEU vs. SCHF - Expense Ratio Comparison
VEU has a 0.07% expense ratio, which is higher than SCHF's 0.06% 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%.
Risk-Adjusted Performance
VEU vs. SCHF — Risk-Adjusted Performance Rank
VEU
SCHF
VEU vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) 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.
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Dividends
VEU vs. SCHF - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.81%, which matches SCHF's 2.80% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.81% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
SCHF Schwab International Equity ETF | 2.80% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% | 2.90% |
Drawdowns
VEU vs. SCHF - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, which is greater than SCHF's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for VEU and SCHF.
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Volatility
VEU vs. SCHF - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US ETF (VEU) is 2.91%, while Schwab International Equity ETF (SCHF) has a volatility of 3.11%. This indicates that VEU 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.
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