XEF.TO vs. SCHD
Compare and contrast key facts about iShares Core MSCI EAFE IMI Index ETF (XEF.TO) and Schwab US Dividend Equity ETF (SCHD).
XEF.TO and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEF.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Apr 10, 2013. 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 XEF.TO 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: XEF.TO or SCHD.
Key characteristics
| XEF.TO | SCHD | |
|---|---|---|
| YTD Return | 13.57% | 12.58% |
| 1Y Return | 19.23% | 18.65% |
| 3Y Return (Ann) | 5.23% | 7.41% |
| 5Y Return (Ann) | 7.94% | 12.67% |
| 10Y Return (Ann) | 7.96% | 11.42% |
| Sharpe Ratio | 1.81 | 1.48 |
| Daily Std Dev | 10.41% | 11.83% |
| Max Drawdown | -28.50% | -33.37% |
| Current Drawdown | 0.00% | -0.45% |
Correlation
The correlation between XEF.TO and SCHD is 0.67, 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
XEF.TO vs. SCHD - Performance Comparison
In the year-to-date period, XEF.TO achieves a 13.57% return, which is significantly higher than SCHD's 12.58% return. Over the past 10 years, XEF.TO has underperformed SCHD with an annualized return of 7.96%, while SCHD has yielded a comparatively higher 11.42% annualized 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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XEF.TO vs. SCHD - Expense Ratio Comparison
XEF.TO has a 0.22% 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
XEF.TO vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE IMI Index ETF (XEF.TO) 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
XEF.TO vs. SCHD - Dividend Comparison
XEF.TO's dividend yield for the trailing twelve months is around 2.53%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.53% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% | 5.21% | 1.72% |
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
XEF.TO vs. SCHD - Drawdown Comparison
The maximum XEF.TO drawdown since its inception was -28.50%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for XEF.TO and SCHD. For additional features, visit the drawdowns tool.
Volatility
XEF.TO vs. SCHD - Volatility Comparison
iShares Core MSCI EAFE IMI Index ETF (XEF.TO) has a higher volatility of 4.11% compared to Schwab US Dividend Equity ETF (SCHD) at 3.13%. This indicates that XEF.TO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.