CLDT vs. SCHB

Last updated Jun 24, 2026

CLDT (Chatham Lodging Trust) is a stock, while SCHB (Schwab U.S. Broad Market ETF) is Large Cap Blend Equities fund tracking the Dow Jones U.S. Broad Stock Market Index. Over the past 10 years, CLDT returned -0.80%/yr vs 15.12%/yr for SCHB. At a 0.49 correlation, their price movements are largely independent.

Performance

CLDT vs. SCHB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chatham Lodging Trust (CLDT) and Schwab U.S. Broad Market ETF (SCHB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CLDT achieves a 100.80% return, which is significantly higher than SCHB's 8.88% return. Over the past 10 years, CLDT has underperformed SCHB with an annualized return of -0.80%, while SCHB has yielded a comparatively higher 15.12% annualized return.

CLDT

• 1D: 0.97%
• 1M: 26.17%
• YTD: 100.80%
• 6M: 104.04%
• 1Y: 102.53%
• 3Y*: 18.64%
• 5Y*: 2.51%
• 10Y*: -0.80%

SCHB

• 1D: -1.39%
• 1M: -0.87%
• YTD: 8.88%
• 6M: 7.77%
• 1Y: 24.10%
• 3Y*: 20.64%
• 5Y*: 11.98%
• 10Y*: 15.12%

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

CLDT vs. SCHB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLDT Chatham Lodging Trust	100.80%	-19.89%	-13.83%	-10.13%	-10.05%	27.04%	-40.30%	11.32%	-17.05%	18.06%
SCHB Schwab U.S. Broad Market ETF	8.88%	16.94%	23.93%	26.16%	-19.46%	25.84%	20.76%	30.79%	-5.43%	21.20%

Correlation

The correlation between CLDT and SCHB is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.51
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Apr 16, 2010	0.49

The correlation between CLDT and SCHB shifts across timeframes, from 0.35 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

CLDT vs. SCHB — Risk / Return Rank

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

CLDT

CLDT Risk / Return Rank: 95
CLDT Sharpe Ratio Rank: 96
CLDT Sortino Ratio Rank: 98
CLDT Omega Ratio Rank: 95
CLDT Calmar Ratio Rank: 93
CLDT Martin Ratio Rank: 91

SCHB

SCHB Risk / Return Rank: 59
SCHB Sharpe Ratio Rank: 58
SCHB Sortino Ratio Rank: 56
SCHB Omega Ratio Rank: 57
SCHB Calmar Ratio Rank: 57
SCHB 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.

CLDT vs. SCHB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chatham Lodging Trust (CLDT) and Schwab U.S. Broad Market ETF (SCHB). 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.

	CLDT	SCHB	Difference
Sharpe ratio: Return per unit of total volatility	3.33	1.89	+1.44
Sortino ratio: Return per unit of downside risk	4.97	2.58	+2.39
Omega ratio: Gain probability vs. loss probability	1.55	1.34	+0.21
Calmar ratio: Return relative to maximum drawdown	5.50	2.72	+2.78
Martin ratio: Return relative to average drawdown	12.53	12.04	+0.48

CLDT vs. SCHB - Sharpe Ratio Comparison

The current CLDT Sharpe Ratio is 3.33, which is higher than the SCHB Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of CLDT and SCHB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CLDT vs. SCHB - Drawdown Comparison

The maximum CLDT drawdown since its inception was -83.52%, which is greater than SCHB's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for CLDT and SCHB.

Drawdown Indicators

	CLDT	SCHB	Difference
Max Drawdown Largest peak-to-trough decline	-83.52%	-35.27%	-48.25%
Max Drawdown (1Y) Largest decline over 1 year	-18.75%	-8.91%	-9.84%
Max Drawdown (3Y) Largest decline over 3 years	-41.89%	-19.34%	-22.55%
Max Drawdown (5Y) Largest decline over 5 years	-55.84%	-25.41%	-30.43%
Max Drawdown (10Y) Largest decline over 10 years	-81.52%	-35.27%	-46.25%
Current Drawdown Current decline from peak	-32.62%	-2.86%	-29.76%
Average Drawdown Average peak-to-trough decline	-33.36%	-4.11%	-29.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.21%	2.01%	+6.20%

Volatility

CLDT vs. SCHB - Volatility Comparison

Chatham Lodging Trust (CLDT) has a higher volatility of 8.28% compared to Schwab U.S. Broad Market ETF (SCHB) at 5.00%. This indicates that CLDT's price experiences larger fluctuations and is considered to be riskier than SCHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLDT	SCHB	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.28%	5.00%	+3.28%
Volatility (6M) Calculated over the trailing 6-month period	24.47%	10.09%	+14.38%
Volatility (1Y) Calculated over the trailing 1-year period	30.97%	12.83%	+18.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.16%	17.35%	+15.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.16%	18.34%	+24.82%

Dividends

CLDT vs. SCHB - Dividend Comparison

CLDT's dividend yield for the trailing twelve months is around 2.74%, more than SCHB's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLDT Chatham Lodging Trust	2.74%	5.29%	3.13%	2.61%	0.57%	0.00%	2.04%	7.20%	7.47%	5.80%	6.72%	5.86%
SCHB Schwab U.S. Broad Market ETF	1.04%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%

Frequently Asked Questions

Can I hold both CLDT and SCHB in my portfolio?

CLDT and SCHB have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLDT or SCHB?

CLDT has higher volatility (8.28%) compared to SCHB (5.00%). In terms of maximum drawdown, CLDT dropped -83.52% vs SCHB's -35.27%.

Which has better risk-adjusted returns?

CLDT currently has the higher Sharpe Ratio (3.33 vs 1.89), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.