BRES vs. SCHX

Last updated Jul 8, 2026

BRES (Burney U.S. Equity Select ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds. BRES is actively managed, while SCHX is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. BRES charges 0.79%/yr vs 0.03%/yr for SCHX.

Performance

BRES vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burney U.S. Equity Select ETF (BRES) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRES

• 1D: -0.48%
• 1M: 4.64%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -0.54%
• 1M: 1.78%
• 6M: 8.46%
• YTD: 10.19%
• 1Y: 21.28%
• 3Y*: 21.02%
• 5Y*: 12.62%
• 10Y*: 15.18%

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

BRES vs. SCHX - Yearly Performance Comparison

	2026 (YTD)
BRES Burney U.S. Equity Select ETF	9.57%
SCHX Schwab U.S. Large-Cap ETF	9.70%

Correlation

The correlation between BRES and SCHX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 5, 2026	0.93

Return for Risk

BRES vs. SCHX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRES

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

SCHX

SCHX Risk / Return Rank: 61
SCHX Sharpe Ratio Rank: 61
SCHX Sortino Ratio Rank: 59
SCHX Omega Ratio Rank: 60
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRES vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Equity Select ETF (BRES) and Schwab U.S. Large-Cap ETF (SCHX). 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.

	BRES	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.69	—
Sortino ratio: Return per unit of downside risk	—	2.34	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.37	—
Martin ratio: Return relative to average drawdown	—	10.17	—

Drawdowns

BRES vs. SCHX - Drawdown Comparison

The maximum BRES drawdown since its inception was -9.14%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for BRES and SCHX.

Drawdown Indicators

	BRES	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-9.14%	-34.33%	+25.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-0.48%	-1.18%	+0.70%
Average Drawdown Average peak-to-trough decline	-1.87%	-3.96%	+2.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.10%	—

Volatility

Volatility by Period

	BRES	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.72%	12.65%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.72%	17.24%	-1.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.72%	18.13%	-2.41%

BRES vs. SCHX - Expense Ratio Comparison

BRES has a 0.79% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

BRES vs. SCHX - Dividend Comparison

BRES's dividend yield for the trailing twelve months is around 0.16%, less than SCHX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRES Burney U.S. Equity Select ETF	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.03%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Frequently Asked Questions

Can I hold both BRES and SCHX in my portfolio?

With a correlation of 0.93, BRES and SCHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, BRES or SCHX?

On fees, SCHX 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, BRES or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.79% for BRES.

Which ETF pays a higher dividend yield, BRES or SCHX?

SCHX has the higher dividend yield at 1.03%, compared with 0.16% for BRES.

What is the main difference between BRES and SCHX?

They also come from different issuers: Burney and Charles Schwab. Their fees differ too: 0.79% for BRES and 0.03% for SCHX.