VGK vs. SCHE
Compare and contrast key facts about Vanguard FTSE Europe ETF (VGK) and Schwab Emerging Markets Equity ETF (SCHE).
VGK and SCHE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. Both VGK and SCHE 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: VGK or SCHE.
Performance
VGK vs. SCHE - Performance Comparison
Returns By Period
In the year-to-date period, VGK achieves a 3.19% return, which is significantly lower than SCHE's 12.00% return. Over the past 10 years, VGK has outperformed SCHE with an annualized return of 5.01%, while SCHE has yielded a comparatively lower 3.41% annualized return.
VGK
3.19%
-6.53%
-5.55%
10.05%
6.21%
5.01%
SCHE
12.00%
-4.81%
2.38%
16.70%
3.99%
3.41%
Key characteristics
| VGK | SCHE | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.14 |
| Sortino Ratio | 1.27 | 1.68 |
| Omega Ratio | 1.15 | 1.20 |
| Calmar Ratio | 1.19 | 0.67 |
| Martin Ratio | 4.04 | 5.76 |
| Ulcer Index | 2.86% | 2.96% |
| Daily Std Dev | 13.16% | 15.07% |
| Max Drawdown | -63.61% | -36.16% |
| Current Drawdown | -9.34% | -11.86% |
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VGK vs. SCHE - Expense Ratio Comparison
VGK has a 0.08% expense ratio, which is lower than SCHE's 0.11% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VGK and SCHE is 0.76, 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.
Risk-Adjusted Performance
VGK vs. SCHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) 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.
Dividends
VGK vs. SCHE - Dividend Comparison
VGK's dividend yield for the trailing twelve months is around 3.12%, which matches SCHE's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
SCHE Schwab Emerging Markets Equity ETF | 3.09% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
Drawdowns
VGK vs. SCHE - Drawdown Comparison
The maximum VGK drawdown since its inception was -63.61%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for VGK and SCHE. For additional features, visit the drawdowns tool.
Volatility
VGK vs. SCHE - Volatility Comparison
The current volatility for Vanguard FTSE Europe ETF (VGK) is 4.31%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 4.68%. This indicates that VGK experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.