XCEM vs. SCHD
Compare and contrast key facts about Columbia EM Core ex-China ETF (XCEM) and Schwab US Dividend Equity ETF (SCHD).
XCEM and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCEM is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Sep 2, 2015. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both XCEM and SCHD 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: XCEM or SCHD.
Key characteristics
| XCEM | SCHD | |
|---|---|---|
| YTD Return | 5.65% | 17.75% |
| 1Y Return | 17.58% | 31.70% |
| 3Y Return (Ann) | 1.01% | 7.26% |
| 5Y Return (Ann) | 4.88% | 12.80% |
| Sharpe Ratio | 1.17 | 2.67 |
| Sortino Ratio | 1.64 | 3.84 |
| Omega Ratio | 1.21 | 1.47 |
| Calmar Ratio | 1.11 | 2.80 |
| Martin Ratio | 5.94 | 14.83 |
| Ulcer Index | 2.82% | 2.04% |
| Daily Std Dev | 14.36% | 11.32% |
| Max Drawdown | -40.92% | -33.37% |
| Current Drawdown | -5.36% | 0.00% |
Correlation
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.
Performance
XCEM vs. SCHD - Performance Comparison
In the year-to-date period, XCEM achieves a 5.65% return, which is significantly lower than SCHD's 17.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
Dividends
XCEM vs. SCHD - Dividend Comparison
XCEM's dividend yield for the trailing twelve months is around 1.15%, less than SCHD's 3.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCEM Columbia EM Core ex-China ETF | 1.15% | 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 | 3.36% | 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.
Volatility
XCEM vs. SCHD - Volatility Comparison
Columbia EM Core ex-China ETF (XCEM) and Schwab US Dividend Equity ETF (SCHD) have volatilities of 3.42% and 3.57%, 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.