PortfoliosLab logoPortfoliosLab logo
BUYB vs. SCHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUYB vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P 500 Buyback Aristocrats ETF (BUYB) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BUYB

1D
0.31%
1M
2.91%
YTD
6M
1Y
3Y*
5Y*
10Y*

SCHX

1D
1.46%
1M
-1.59%
YTD
9.14%
6M
8.14%
1Y
21.41%
3Y*
20.22%
5Y*
12.53%
10Y*
15.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYB vs. SCHX - Yearly Performance Comparison


Correlation

The correlation between BUYB and SCHX is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 7, 2026

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BUYB vs. SCHX — Risk / Return Rank

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

BUYB

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


SCHX
SCHX Risk / Return Rank: 5959
Overall Rank
SCHX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SCHX Omega Ratio Rank: 5858
Omega Ratio Rank
SCHX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHX Martin Ratio Rank: 6666
Martin Ratio Rank
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.

BUYB vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Buyback Aristocrats ETF (BUYB) 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.


BUYBSCHXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.38

Martin ratioReturn relative to average drawdown

10.27

BUYB vs. SCHX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BUYB vs. SCHX - Drawdown Comparison

The maximum BUYB drawdown since its inception was -2.31%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for BUYB and SCHX.


Loading charts...

Drawdown Indicators


BUYBSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-2.31%

-34.33%

+32.02%

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

0.00%

-2.12%

+2.12%

Average Drawdown

Average peak-to-trough decline

-0.72%

-3.96%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

BUYB vs. SCHX - Volatility Comparison


Loading charts...

Volatility by Period


BUYBSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

Volatility (1Y)

Calculated over the trailing 1-year period

11.15%

12.65%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.15%

17.24%

-6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.15%

18.14%

-6.99%

BUYB vs. SCHX - Expense Ratio Comparison

BUYB has a 0.39% expense ratio, which is higher than SCHX's 0.03% expense ratio.


Dividends

BUYB vs. SCHX - Dividend Comparison

BUYB's dividend yield for the trailing twelve months is around 0.12%, less than SCHX's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
BUYB
ProShares S&P 500 Buyback Aristocrats ETF
0.12%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
1.04%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


BUYB and SCHX have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

SCHX is cheaper with a 0.03% expense ratio, compared with 0.39% for BUYB.

SCHX has the higher dividend yield at 1.04%, compared with 0.12% for BUYB.

BUYB tracks S&P 500 Buyback Index, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: ProShares and Charles Schwab. Their fees differ too: 0.39% for BUYB and 0.03% for SCHX.

Portfolio Optimizer

Find the right allocation for BUYB and SCHX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer