DCMB vs. SCHO
Compare and contrast key facts about Doubleline Commercial Real Estate ETF (DCMB) and Schwab Short-Term U.S. Treasury ETF (SCHO).
DCMB and SCHO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DCMB is an actively managed fund by DoubleLine. It was launched on Mar 31, 2023. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Aug 5, 2010.
Performance
DCMB vs. SCHO - Performance Comparison
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DCMB vs. SCHO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCMB Doubleline Commercial Real Estate ETF | 0.90% | 5.86% | 6.86% | 5.27% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.24% | 5.49% | 3.65% | 2.26% |
Returns By Period
In the year-to-date period, DCMB achieves a 0.90% return, which is significantly higher than SCHO's 0.24% return.
DCMB
- 1D
- 0.06%
- 1M
- -0.43%
- YTD
- 0.90%
- 6M
- 2.14%
- 1Y
- 5.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHO
- 1D
- 0.08%
- 1M
- -0.45%
- YTD
- 0.24%
- 6M
- 1.40%
- 1Y
- 3.77%
- 3Y*
- 3.99%
- 5Y*
- 1.79%
- 10Y*
- 1.71%
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DCMB vs. SCHO - Expense Ratio Comparison
DCMB has a 0.40% expense ratio, which is higher than SCHO's 0.03% expense ratio.
Return for Risk
DCMB vs. SCHO — Risk / Return Rank
DCMB
SCHO
DCMB vs. SCHO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Commercial Real Estate ETF (DCMB) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.
| DCMB | SCHO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.69 | 2.49 | +1.20 |
Sortino ratioReturn per unit of downside risk | 5.82 | 4.00 | +1.82 |
Omega ratioGain probability vs. loss probability | 1.85 | 1.51 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 7.60 | 4.44 | +3.16 |
Martin ratioReturn relative to average drawdown | 29.95 | 17.55 | +12.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DCMB | SCHO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.69 | 2.49 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.11 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 4.01 | 1.00 | +3.01 |
Correlation
The correlation between DCMB and SCHO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DCMB vs. SCHO - Dividend Comparison
DCMB's dividend yield for the trailing twelve months is around 4.80%, more than SCHO's 4.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCMB Doubleline Commercial Real Estate ETF | 4.80% | 4.84% | 5.52% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.00% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
Drawdowns
DCMB vs. SCHO - Drawdown Comparison
The maximum DCMB drawdown since its inception was -0.84%, smaller than the maximum SCHO drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for DCMB and SCHO.
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Drawdown Indicators
| DCMB | SCHO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.84% | -5.69% | +4.85% |
Max Drawdown (1Y)Largest decline over 1 year | -0.68% | -0.86% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.69% | — |
Current DrawdownCurrent decline from peak | -0.43% | -0.45% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -0.61% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.17% | 0.22% | -0.05% |
Volatility
DCMB vs. SCHO - Volatility Comparison
The current volatility for Doubleline Commercial Real Estate ETF (DCMB) is 0.43%, while Schwab Short-Term U.S. Treasury ETF (SCHO) has a volatility of 0.52%. This indicates that DCMB experiences smaller price fluctuations and is considered to be less risky than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCMB | SCHO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 0.52% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 0.74% | 0.87% | -0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.39% | 1.52% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.59% | 1.97% | -0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.59% | 1.55% | +0.04% |