BCKT vs. SCHQ

Last updated Aug 1, 2026

BCKT (LifeX 2030 Income Bucket ETF) and SCHQ (Schwab Long-Term U.S. Treasury ETF) are both Government Bonds funds. BCKT is actively managed, while SCHQ is passively managed. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BCKT charges 0.25%/yr vs 0.03%/yr for SCHQ.

Performance

BCKT vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LifeX 2030 Income Bucket ETF (BCKT) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCKT achieves a 0.52% return, which is significantly higher than SCHQ's -3.25% return.

BCKT

• 1D: -0.07%
• 1M: -0.07%
• 6M: 0.37%
• YTD: 0.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

SCHQ

• 1D: -0.63%
• 1M: -3.51%
• 6M: -3.16%
• YTD: -3.25%
• 1Y: -1.68%
• 3Y*: -0.63%
• 5Y*: -7.05%
• 10Y*: —
• ALL TIME*: -4.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCKT LifeX 2030 Income Bucket ETF	$10.12K	$7.01K	$9.67K
SCHQ Schwab Long-Term U.S. Treasury ETF	$12.09M	$14.21M	$18.95M

BCKT vs. SCHQ - Yearly Performance Comparison

	2026 (YTD)	2025
BCKT LifeX 2030 Income Bucket ETF	0.52%	1.09%
SCHQ Schwab Long-Term U.S. Treasury ETF	-3.25%	-0.47%

Correlation

The correlation between BCKT and SCHQ is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.72

Return for Risk

BCKT vs. SCHQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCKT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHQ

SCHQ Risk / Return Rank: 10
SCHQ Sharpe Ratio Rank: 10
SCHQ Sortino Ratio Rank: 9
SCHQ Omega Ratio Rank: 9
SCHQ Calmar Ratio Rank: 10
SCHQ Martin Ratio Rank: 10

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BCKT vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LifeX 2030 Income Bucket ETF (BCKT) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BCKT	SCHQ	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.04	—
Sortino ratio: Return per unit of downside risk	—	0.01	—
Omega ratio: Gain probability vs. loss probability	—	1.00	—
Calmar ratio: Return relative to maximum drawdown	—	-0.04	—
Martin ratio: Return relative to average drawdown	—	-0.10	—

Drawdowns

BCKT vs. SCHQ - Drawdown Comparison

The maximum BCKT drawdown since its inception was -1.00%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for BCKT and SCHQ.

Drawdown Indicators

	BCKT	SCHQ	Difference
Max Drawdown Largest peak-to-trough decline	-1.00%	-46.13%	+45.13%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.05%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.38%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-40.93%	—
Current Drawdown Current decline from peak	-0.38%	-38.61%	+38.23%
Average Drawdown Average peak-to-trough decline	-0.29%	-26.60%	+26.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.20%	—

Volatility

Volatility by Period

	BCKT	SCHQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.30%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.54%	8.50%	-6.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.54%	14.41%	-12.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.54%	15.20%	-13.66%

BCKT vs. SCHQ - Expense Ratio Comparison

BCKT has a 0.25% expense ratio, which is higher than SCHQ's 0.03% 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%.

Dividends

BCKT vs. SCHQ - Dividend Comparison

BCKT's dividend yield for the trailing twelve months is around 20.32%, more than SCHQ's 4.91% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BCKT LifeX 2030 Income Bucket ETF	20.32%	5.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHQ Schwab Long-Term U.S. Treasury ETF	4.50%	4.54%	4.58%	3.79%	2.88%	1.69%	1.51%	0.44%

Frequently Asked Questions

Can I hold both BCKT and SCHQ in my portfolio?

BCKT and SCHQ have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCKT or SCHQ?

On fees, SCHQ is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCKT or SCHQ?

SCHQ is cheaper with a 0.03% expense ratio, compared with 0.25% for BCKT.

Which ETF pays a higher dividend yield, BCKT or SCHQ?

BCKT has the higher dividend yield at 20.32%, compared with 4.50% for SCHQ.

What is the main difference between BCKT and SCHQ?

They also come from different issuers: Stone Ridge and Charles Schwab. Their fees differ too: 0.25% for BCKT and 0.03% for SCHQ.