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VWO vs. SCHE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VWOSCHE
YTD Return1.38%1.37%
1Y Return7.90%7.56%
3Y Return (Ann)-3.92%-4.46%
5Y Return (Ann)2.75%2.36%
10Y Return (Ann)3.27%3.21%
Sharpe Ratio0.670.65
Daily Std Dev13.78%14.06%
Max Drawdown-67.68%-36.16%
Current Drawdown-18.39%-20.23%

Correlation

0.99
-1.001.00

The correlation between VWO and SCHE is 0.99, 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

VWO vs. SCHE - Performance Comparison

The year-to-date returns for both stocks are quite close, with VWO having a 1.38% return and SCHE slightly lower at 1.37%. Both investments have delivered pretty close results over the past 10 years, with VWO having a 3.27% annualized return and SCHE not far behind at 3.21%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2024FebruaryMarch
44.66%
41.87%
VWO
SCHE

Compare stocks, funds, or ETFs


Vanguard FTSE Emerging Markets ETF

Schwab Emerging Markets Equity ETF

VWO vs. SCHE - Expense Ratio Comparison

VWO has a 0.08% expense ratio, which is lower than SCHE's 0.11% expense ratio.

SCHE
Schwab Emerging Markets Equity ETF
0.50%1.00%1.50%2.00%0.11%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VWO vs. SCHE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VWO
Vanguard FTSE Emerging Markets ETF
0.67
SCHE
Schwab Emerging Markets Equity ETF
0.65

VWO vs. SCHE - Sharpe Ratio Comparison

The current VWO Sharpe Ratio is 0.67, which roughly equals the SCHE Sharpe Ratio of 0.65. The chart below compares the 12-month rolling Sharpe Ratio of VWO and SCHE.


Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80OctoberNovemberDecember2024FebruaryMarch
0.67
0.65
VWO
SCHE

Dividends

VWO vs. SCHE - Dividend Comparison

VWO's dividend yield for the trailing twelve months is around 3.50%, less than SCHE's 3.78% yield.


TTM20232022202120202019201820172016201520142013
VWO
Vanguard FTSE Emerging Markets ETF
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
SCHE
Schwab Emerging Markets Equity ETF
3.78%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%2.50%2.86%2.56%

Drawdowns

VWO vs. SCHE - Drawdown Comparison

The maximum VWO drawdown since its inception was -67.68%, which is greater than SCHE's maximum drawdown of -36.16%. The drawdown chart below compares losses from any high point along the way for VWO and SCHE


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%OctoberNovemberDecember2024FebruaryMarch
-18.39%
-20.23%
VWO
SCHE

Volatility

VWO vs. SCHE - Volatility Comparison

Vanguard FTSE Emerging Markets ETF (VWO) and Schwab Emerging Markets Equity ETF (SCHE) have volatilities of 3.16% and 3.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.16%
3.17%
VWO
SCHE