PortfoliosLab logoPortfoliosLab logo
CRED vs. SCHH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CRED vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Real Estate ETF (CRED) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

CRED vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023
CRED
Columbia Research Enhanced Real Estate ETF
3.55%-2.30%5.21%13.18%
SCHH
Schwab US REIT ETF
3.86%2.20%4.99%12.76%

Returns By Period

In the year-to-date period, CRED achieves a 3.55% return, which is significantly lower than SCHH's 3.86% return.


CRED

1D
0.42%
1M
-5.99%
YTD
3.55%
6M
-0.50%
1Y
0.32%
3Y*
5Y*
10Y*

SCHH

1D
0.42%
1M
-6.20%
YTD
3.86%
6M
1.66%
1Y
3.35%
3Y*
6.79%
5Y*
3.52%
10Y*
3.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


CRED vs. SCHH - Expense Ratio Comparison

CRED has a 0.33% expense ratio, which is higher than SCHH's 0.07% expense ratio.


Return for Risk

CRED vs. SCHH — Risk / Return Rank

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

CRED
CRED Risk / Return Rank: 1212
Overall Rank
CRED Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 1111
Sortino Ratio Rank
CRED Omega Ratio Rank: 1111
Omega Ratio Rank
CRED Calmar Ratio Rank: 1313
Calmar Ratio Rank
CRED Martin Ratio Rank: 1212
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 1717
Overall Rank
SCHH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1616
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1616
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCHH Martin Ratio Rank: 1919
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.

CRED vs. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Real Estate ETF (CRED) and Schwab US REIT ETF (SCHH). 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.


CREDSCHHDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.21

-0.19

Sortino ratio

Return per unit of downside risk

0.13

0.39

-0.26

Omega ratio

Gain probability vs. loss probability

1.02

1.05

-0.04

Calmar ratio

Return relative to maximum drawdown

0.04

0.28

-0.24

Martin ratio

Return relative to average drawdown

0.12

1.09

-0.97

CRED vs. SCHH - Sharpe Ratio Comparison

The current CRED Sharpe Ratio is 0.02, which is lower than the SCHH Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of CRED and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


CREDSCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.21

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.32

+0.08

Correlation

The correlation between CRED and SCHH is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CRED vs. SCHH - Dividend Comparison

CRED's dividend yield for the trailing twelve months is around 4.92%, more than SCHH's 3.02% yield.


TTM20252024202320222021202020192018201720162015
CRED
Columbia Research Enhanced Real Estate ETF
4.92%5.50%4.82%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
3.02%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Drawdowns

CRED vs. SCHH - Drawdown Comparison

The maximum CRED drawdown since its inception was -17.59%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for CRED and SCHH.


Loading graphics...

Drawdown Indicators


CREDSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-17.59%

-44.22%

+26.63%

Max Drawdown (1Y)

Largest decline over 1 year

-11.36%

-12.40%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

Current Drawdown

Current decline from peak

-7.24%

-7.07%

-0.17%

Average Drawdown

Average peak-to-trough decline

-5.88%

-9.54%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

3.17%

+0.77%

Volatility

CRED vs. SCHH - Volatility Comparison

The current volatility for Columbia Research Enhanced Real Estate ETF (CRED) is 4.35%, while Schwab US REIT ETF (SCHH) has a volatility of 4.64%. This indicates that CRED experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


CREDSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.64%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

9.28%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

16.20%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.37%

18.69%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.37%

20.97%

-4.60%