CCRP vs. SCHI
CCRP (Columbia Corporate Bond ETF) and SCHI (Schwab 5-10 Year Corporate Bond ETF) are both Corporate Bonds funds. CCRP is actively managed, while SCHI is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. CCRP charges 0.18%/yr vs 0.03%/yr for SCHI.
Performance
CCRP vs. SCHI - Performance Comparison
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Returns By Period
In the year-to-date period, CCRP achieves a 1.17% return, which is significantly higher than SCHI's 0.68% return.
CCRP
- 1D
- 0.40%
- 1M
- 1.16%
- YTD
- 1.17%
- 6M
- 1.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHI
- 1D
- 0.31%
- 1M
- 0.99%
- YTD
- 0.68%
- 6M
- 0.51%
- 1Y
- 5.15%
- 3Y*
- 6.26%
- 5Y*
- 1.27%
- 10Y*
- —
CCRP vs. SCHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCRP Columbia Corporate Bond ETF | 1.17% | -0.30% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 0.68% | 0.05% |
Correlation
The correlation between CCRP and SCHI 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 Dec 11, 2025 | 0.93 |
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Return for Risk
CCRP vs. SCHI — Risk / Return Rank
CCRP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHI
CCRP vs. SCHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.
| CCRP | SCHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.72 | — |
| Martin ratioReturn relative to average drawdown | — | 5.50 | — |
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Drawdowns
CCRP vs. SCHI - Drawdown Comparison
The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for CCRP and SCHI.
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Drawdown Indicators
| CCRP | SCHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.72% | -20.67% | +17.95% |
Max Drawdown (1Y)Largest decline over 1 year | — | -3.01% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -6.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.67% | — |
Current DrawdownCurrent decline from peak | -0.39% | -0.88% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -0.85% | -5.67% | +4.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.94% | — |
Volatility
CCRP vs. SCHI - Volatility Comparison
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Volatility by Period
| CCRP | SCHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.21% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.76% | 4.14% | +0.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.76% | 6.67% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.76% | 7.38% | -2.62% |
CCRP vs. SCHI - Expense Ratio Comparison
CCRP has a 0.18% expense ratio, which is higher than SCHI'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
CCRP vs. SCHI - Dividend Comparison
CCRP's dividend yield for the trailing twelve months is around 2.02%, less than SCHI's 5.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CCRP Columbia Corporate Bond ETF | 2.02% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 5.02% | 4.99% | 5.11% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% |
Frequently Asked Questions
With a correlation of 0.93, CCRP and SCHI 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.
On fees, SCHI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHI is cheaper with a 0.03% expense ratio, compared with 0.18% for CCRP.
SCHI has the higher dividend yield at 5.02%, compared with 2.02% for CCRP.
They also come from different issuers: Columbia Threadneedle and Charles Schwab. Their fees differ too: 0.18% for CCRP and 0.03% for SCHI.
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