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GOVT vs. SCHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOVT vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Treasury Bond ETF (GOVT) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GOVT achieves a -0.44% return, which is significantly higher than SCHR's -0.76% return. Over the past 10 years, GOVT has underperformed SCHR with an annualized return of 0.79%, while SCHR has yielded a comparatively higher 1.15% annualized return.


GOVT

1D
-0.11%
1M
-0.70%
YTD
-0.44%
6M
-0.15%
1Y
3.62%
3Y*
2.77%
5Y*
-0.59%
10Y*
0.79%

SCHR

1D
-0.04%
1M
-0.88%
YTD
-0.76%
6M
-0.40%
1Y
3.59%
3Y*
3.39%
5Y*
-0.07%
10Y*
1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOVT vs. SCHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GOVT
iShares U.S. Treasury Bond ETF
-0.44%3.77%2.95%4.17%-13.39%-1.11%7.28%7.36%0.26%2.19%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.76%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%

Correlation

The correlation between GOVT and SCHR is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2012

0.91

The correlation between GOVT and SCHR has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

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Return for Risk

GOVT vs. SCHR — Risk / Return Rank

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

GOVT
GOVT Risk / Return Rank: 2929
Overall Rank
GOVT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GOVT Sortino Ratio Rank: 3131
Sortino Ratio Rank
GOVT Omega Ratio Rank: 2828
Omega Ratio Rank
GOVT Calmar Ratio Rank: 2929
Calmar Ratio Rank
GOVT Martin Ratio Rank: 2828
Martin Ratio Rank

SCHR
SCHR Risk / Return Rank: 3131
Overall Rank
SCHR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 3333
Sortino Ratio Rank
SCHR Omega Ratio Rank: 3030
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2929
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.

GOVT vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Treasury Bond ETF (GOVT) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.


GOVTSCHRDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.17

1.19

-0.01

Calmar ratioReturn relative to maximum drawdown

1.27

1.29

-0.02

Martin ratioReturn relative to average drawdown

3.66

3.75

-0.09

GOVT vs. SCHR - Sharpe Ratio Comparison

The current GOVT Sharpe Ratio is 1.02, which is comparable to the SCHR Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GOVT and SCHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GOVTSCHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.07

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.01

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.26

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.44

-0.18

Drawdowns

GOVT vs. SCHR - Drawdown Comparison

The maximum GOVT drawdown since its inception was -19.07%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for GOVT and SCHR.


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Drawdown Indicators


GOVTSCHRDifference

Max Drawdown

Largest peak-to-trough decline

-19.07%

-16.11%

-2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.85%

-2.79%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

-4.35%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-16.60%

-15.07%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-19.07%

-16.11%

-2.96%

Current Drawdown

Current decline from peak

-7.48%

-2.69%

-4.79%

Average Drawdown

Average peak-to-trough decline

-5.25%

-3.64%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.96%

+0.03%

Volatility

GOVT vs. SCHR - Volatility Comparison

iShares U.S. Treasury Bond ETF (GOVT) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR) have volatilities of 1.05% and 1.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GOVTSCHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.04%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

2.36%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.56%

3.36%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.04%

5.38%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

4.47%

+0.76%

GOVT vs. SCHR - Expense Ratio Comparison

Both GOVT and SCHR have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

GOVT vs. SCHR - Dividend Comparison

GOVT's dividend yield for the trailing twelve months is around 3.60%, less than SCHR's 3.93% yield.


PositionTTM20252024202320222021202020192018201720162015
GOVT
iShares U.S. Treasury Bond ETF
3.60%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.93%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Frequently Asked Questions


With a correlation of 0.95, GOVT and SCHR 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.

GOVT has higher volatility (1.05%) compared to SCHR (1.04%). In terms of maximum drawdown, GOVT dropped -19.07% vs SCHR's -16.11%.

On 10-year performance, SCHR leads with 1.15% vs 0.79% for GOVT. Both ETFs have the same 0.05% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHR has performed better with a 1.15% return vs 0.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GOVT and SCHR have the same expense ratio: 0.05% per year.

SCHR has the higher dividend yield at 3.93%, compared with 3.60% for GOVT.

GOVT tracks ICE U.S. Treasury Core Bond Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: iShares and Charles Schwab.

SCHR currently has the higher Sharpe Ratio (1.07 vs 1.02), 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.

Portfolio Optimizer

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