^DWST vs. SCHA
Compare and contrast key facts about Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Schwab U.S. Small-Cap ETF (SCHA).
SCHA is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Small-Cap Total Stock Market Total Return Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWST or SCHA.
Correlation
The correlation between ^DWST and SCHA is 0.86, 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
^DWST vs. SCHA - Performance Comparison
Key characteristics
^DWST:
-0.04
SCHA:
-0.03
^DWST:
0.11
SCHA:
0.12
^DWST:
1.01
SCHA:
1.02
^DWST:
-0.03
SCHA:
-0.03
^DWST:
-0.12
SCHA:
-0.09
^DWST:
8.23%
SCHA:
8.26%
^DWST:
23.72%
SCHA:
23.65%
^DWST:
-60.13%
SCHA:
-42.41%
^DWST:
-18.93%
SCHA:
-19.03%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^DWST having a -11.80% return and SCHA slightly lower at -11.87%. Over the past 10 years, ^DWST has underperformed SCHA with an annualized return of 6.07%, while SCHA has yielded a comparatively higher 6.73% annualized return.
^DWST
-11.80%
-5.67%
-10.31%
-0.19%
11.85%
6.07%
SCHA
-11.87%
-5.76%
-10.39%
0.18%
12.36%
6.73%
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Risk-Adjusted Performance
^DWST vs. SCHA — Risk-Adjusted Performance Rank
^DWST
SCHA
^DWST vs. SCHA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Schwab U.S. Small-Cap ETF (SCHA). 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.
Drawdowns
^DWST vs. SCHA - Drawdown Comparison
The maximum ^DWST drawdown since its inception was -60.13%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for ^DWST and SCHA. For additional features, visit the drawdowns tool.
Volatility
^DWST vs. SCHA - Volatility Comparison
Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 14.91% and 14.81%, 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.