SCHF(SCHF)
AI Look-Through Summary
AI GeneratedThe iShares MSCI EAFE ETF (SCHF) demonstrates a substantial asset base of $56.6 billion, reflecting its status as a significant vehicle for international equity exposure outside the United States and Canada. The top ten holdings reveal a distinct geographic concentration in Europe, with several issuers from Switzerland and the United Kingdom appearing multiple times within the leading positions. This distribution suggests that European markets constitute a primary driver of the fund's performance profile, while Asian and other developed market exposures are represented by smaller individual weights relative to these core European constituents. The presence of specific tickers such as those ending in CH00 or GB00 further underscores the heavy weighting toward Swiss and British equities within this broader international mandate.
Quantitatively, the concentration risk appears moderate given that no single holding exceeds 2.4%, yet the cumulative weight of the top ten positions indicates a reliance on a specific cohort of large-cap multinational corporations headquartered in Western Europe. The data provided does not explicitly list sector breakdowns or turnover rates, but the repetition of country codes among top assets implies a structural tilt toward developed European economies rather than a diversified global spread including emerging markets. Investors examining this profile must consider how the performance of these dominant Swiss and UK entities will influence overall portfolio volatility and return potential during periods where regional economic conditions diverge from broader international trends. The fund's scale allows for liquidity advantages, but its specific geographic composition means that country-specific macroeconomic shifts or regulatory changes in Europe could have a disproportionately large impact on NAV movements compared to more geographically balanced alternatives.
Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-23 13:55:23.393344+00
🔍 Theme Alignment Audit
AI GeneratedPurity: 95/100The investment theme implied by the ETF name is a global ex-US equity strategy, which aligns closely with the actual composition of its top holdings. The provided list features securities from diverse developed markets including Korea, Netherlands, Switzerland, UK, Japan, Australia, and Germany, all of which fall outside the United States. There are no apparent anomalies where unrelated sectors or domestic US stocks masquerade as thematic exposures; instead, every identified holding supports the core mandate of excluding American equities while maintaining a broad international footprint. The absence of specific sector labels in the data prevents an assessment of industry purity, yet the geographic distribution strongly suggests that the fund is adhering to its stated structural constraints without deviation or dilution from off-theme assets.
Concentration risk appears minimal given that the top ten holdings collectively represent only 12.8% of the portfolio, indicating a well-diversified structure rather than one reliant on mega-cap stabilization. The sector weights cannot be directly verified due to missing data points for individual positions, but the geographic spread across multiple developed economies implies a coherent alignment with a global non-US theme rather than exposure to a single industry vertical. This fund demonstrates clear differentiation from broad market indices that typically include significant US weighting or are concentrated in specific domestic sectors. The low concentration metric suggests resilience against idiosyncratic risks associated with any single foreign issuer, reinforcing the idea that this vehicle serves as a true proxy for international developed markets excluding American exposure rather than a narrowly focused thematic bet.
AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-21 14:57:49.97022+00
Flow Driver Analysis
2-Step CircleWhich larger ETFs share SCHF's holdings — and mechanically drive its price through index rebalancing flows?
Approximately 100% of SCHF's weight flows through these larger ETFs
| Driver ETF | AUM | Expense | Shared Stocks | Weight Overlap |
|---|---|---|---|---|
| IXUSiShares Core MSCI Total International Stock ETF | $52B | — | 1341 | 96.7% |
| ACWIiShares MSCI ACWI ETF | $28B | — | 848 | 92.4% |
| URTHiShares MSCI World ETF | $7B | — | 753 | 85.0% |
| IEFAiShares Core MSCI EAFE ETF | $170B | — | 1150 | 79.3% |
| EFAiShares MSCI EAFE ETF | $71B | — | 659 | 73.5% |
97% of SCHF's portfolio by weight is also held by IXUS. When IXUS receives inflows, it mechanically buys these shared stocks — dragging SCHF's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofSCHF's weight.
Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.
ETF Look-Through Dashboard
Replaces $249/yr MorningstarPeer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.
Weighted metrics calculated based on 31% of fund assets with available data.
Herfindahl-Hirschman Concentration Index
Morningstar-Style Box
Sector & Cap Explorer
ETF Fundamental Radar
Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.
Piotroski F-Score (Operational Health)
Score 0-9: Measures Profitability, Leverage, and Efficiency
Based on 55% of fund weight with Piotroski data.
Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.
Dividend Safety True-Up
DeterministicThe dividend-paying companies inside SCHF collectively pay out 45% of their Free Cash Flow to maintain the current yield. This leaves a substantial cash buffer, making dividend cuts unlikely even in a downturn. Based on 29% of fund weight in dividend-paying stocks.
FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.
Earnings vs. Price Decomposition
ProprietarySCHF is up 33.8% over the last 12 months. The underlying weighted earnings growth of its constituents is +22.7%. The remaining +11.1% of performance is driven by multiple expansion (P/E inflation) — prices rose faster than earnings grew.
Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 54% of fund weight with earnings data. Not investment advice.
Value Creation Map
ROIC vs WACCWhat percentage of SCHF's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?
Of SCHF's analyzed weight, 71% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 29% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.
ROIC-WACC spread for 25% of fund weight with available data. Not investment advice.
Passive Crowding Score
LOWHow much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.
SCHF has a low Passive Crowding Score of 4/100. On average, 1.1% of the market capitalization of SCHF's underlying holdings is structurally locked in passive ETF vehicles. This indicates relatively low passive crowding — the underlying stocks have ample active-market liquidity to absorb ETF-driven flows without significant price distortion.
Passive $ = Σ(ETF AUM × holding weight) across all 5 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.
Under the Hood — Top 15 Constituents
| # | Ticker | Company | Weight | P/E | F-Score |
|---|---|---|---|---|---|
| 1 | KR7005930003 | Samsung Electronics Co Ltd | 2.41% | — | 6/9 |
| 2 | NL0010273215 | ASML Holding NV | 1.95% | 53.5x | 8/9 |
| 3 | KR7000660001 | SK hynix Inc | 1.36% | — | 8/9 |
| 4 | CH0012032048 | Roche Holding AG | 1.14% | 20.1x | 7/9 |
| 5 | CH0012005267 | Novartis AG | 1.11% | 21.3x | 8/9 |
| 6 | GB0005405286 | HSBC Holdings PLC | 1.10% | 13.5x | 5/9 |
| 7 | GB0009895292 | AstraZeneca PLC | 1.07% | 28.4x | 7/9 |
| 8 | CH0038863350 | Nestle SA | 0.94% | 21.7x | 6/9 |
| 9 | JP3633400001 | Toyota Motor Corp | 0.89% | 11.9x | 5/9 |
| 10 | GB00BP6MXD84 | Shell PLC | 0.81% | 15.6x | 5/9 |
| 11 | 780087102 | Royal Bank of Canada | 0.81% | — | — |
| 12 | DE0007236101 | Siemens AG | 0.73% | 20.9x | 6/9 |
| 13 | JP3902900004 | Mitsubishi UFJ Financial Group Inc | 0.71% | 16.0x | 6/9 |
| 14 | AU000000CBA7 | Commonwealth Bank of Australia | 0.71% | 27.8x | 2/9 |
| 15 | DE0007164600 | SAP SE | 0.71% | 23.7x | 8/9 |
Historical Holdings Snapshots
Browse how SCHF’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.
2026-05-24
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
2026-05-23
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
2026-05-22
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
2026-05-21
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
2026-05-20
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
2026-05-19
15 holdings · 16.4% tracked weight| # | Ticker | Weight | Shares | Market Value |
|---|---|---|---|---|
| 1 | KR7005930003 | 2.41% | 10,060,167 | $1.5B |
| 2 | NL0010273215 | 1.95% | 843,040 | $1.2B |
| 3 | KR7000660001 | 1.36% | 1,159,460 | $855.2M |
| 4 | CH0012032048 | 1.14% | 1,505,568 | $718.5M |
| 5 | CH0012005267 | 1.11% | 4,114,056 | $698.1M |
| 6 | GB0005405286 | 1.10% | 36,780,443 | $689.1M |
| 7 | GB0009895292 | 1.07% | 3,212,890 | $671.3M |
| 8 | CH0038863350 | 0.94% | 5,416,944 | $591.5M |
| 9 | JP3633400001 | 0.89% | 22,783,443 | $558.2M |
| 10 | GB00BP6MXD84 | 0.81% | 12,388,826 | $511.9M |
| 11 | 780087102 | 0.81% | 3,039,045 | $508.2M |
| 12 | DE0007236101 | 0.73% | 1,572,634 | $459.4M |
| 13 | JP3902900004 | 0.71% | 23,539,469 | $447.6M |
| 14 | AU000000CBA7 | 0.71% | 3,582,549 | $445.8M |
| 15 | DE0007164600 | 0.71% | 2,199,099 | $443.9M |
Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.
Price Chart with Moving Averages
What Drove SCHF Today?
Daily return attribution — which holdings contributed most (and least) to the fund's move.
Top Contributors
Top Detractors
Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Yield & Income
Sector Drift Over Time
How SCHF’s sector allocation has shifted across snapshots. Use the slider to travel through time.
Active Conviction Tracker
Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.
AUM & Capital Flow Tracker
Estimated assets under management derived from SEC filings and daily price movements — tracks how the fund's value evolves over time.
Estimated AUM derived from the latest SEC N-PORT filing TNA ($63.08B) scaled by daily price changes. Filing snapshots update when new regulatory filings are published (quarterly for most funds, daily for ARK).
Explore More
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB is for informational purposes only. Not investment advice.