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XCEM vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XCEM vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia EM Core ex-China ETF (XCEM) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-0.86%
13.51%
XCEM
SCHD

Returns By Period

In the year-to-date period, XCEM achieves a 2.84% return, which is significantly lower than SCHD's 17.35% return.


XCEM

YTD

2.84%

1M

-4.01%

6M

-0.22%

1Y

9.91%

5Y (annualized)

4.79%

10Y (annualized)

N/A

SCHD

YTD

17.35%

1M

2.29%

6M

13.68%

1Y

26.18%

5Y (annualized)

12.87%

10Y (annualized)

11.54%

Key characteristics


XCEMSCHD
Sharpe Ratio0.682.40
Sortino Ratio1.003.44
Omega Ratio1.131.42
Calmar Ratio0.813.63
Martin Ratio3.0212.99
Ulcer Index3.19%2.05%
Daily Std Dev14.17%11.09%
Max Drawdown-40.92%-33.37%
Current Drawdown-7.87%-0.62%

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XCEM vs. SCHD - Expense Ratio Comparison

XCEM has a 0.16% expense ratio, which is higher than SCHD'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%.


XCEM
Columbia EM Core ex-China ETF
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.5

The correlation between XCEM and SCHD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

XCEM vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia EM Core ex-China ETF (XCEM) and Schwab US Dividend Equity ETF (SCHD). 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 ratio
The chart of Sharpe ratio for XCEM, currently valued at 0.68, compared to the broader market0.002.004.000.682.40
The chart of Sortino ratio for XCEM, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.001.003.44
The chart of Omega ratio for XCEM, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.42
The chart of Calmar ratio for XCEM, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.813.63
The chart of Martin ratio for XCEM, currently valued at 3.02, compared to the broader market0.0020.0040.0060.0080.00100.003.0212.99
XCEM
SCHD

The current XCEM Sharpe Ratio is 0.68, which is lower than the SCHD Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of XCEM and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.68
2.40
XCEM
SCHD

Dividends

XCEM vs. SCHD - Dividend Comparison

XCEM's dividend yield for the trailing twelve months is around 1.19%, less than SCHD's 3.37% yield.


TTM20232022202120202019201820172016201520142013
XCEM
Columbia EM Core ex-China ETF
1.19%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.37%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

XCEM vs. SCHD - Drawdown Comparison

The maximum XCEM drawdown since its inception was -40.92%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XCEM and SCHD. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.87%
-0.62%
XCEM
SCHD

Volatility

XCEM vs. SCHD - Volatility Comparison

Columbia EM Core ex-China ETF (XCEM) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.41% and 3.48%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.41%
3.48%
XCEM
SCHD