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GOVZ vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GOVZ and SCHD is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

GOVZ vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-55.10%
67.60%
GOVZ
SCHD

Key characteristics

Sharpe Ratio

GOVZ:

-0.03

SCHD:

0.18

Sortino Ratio

GOVZ:

0.12

SCHD:

0.35

Omega Ratio

GOVZ:

1.01

SCHD:

1.05

Calmar Ratio

GOVZ:

-0.01

SCHD:

0.18

Martin Ratio

GOVZ:

-0.06

SCHD:

0.64

Ulcer Index

GOVZ:

12.34%

SCHD:

4.44%

Daily Std Dev

GOVZ:

23.66%

SCHD:

15.99%

Max Drawdown

GOVZ:

-59.65%

SCHD:

-33.37%

Current Drawdown

GOVZ:

-55.10%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, GOVZ achieves a 0.32% return, which is significantly higher than SCHD's -5.19% return.


GOVZ

YTD

0.32%

1M

-2.54%

6M

-6.95%

1Y

0.66%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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GOVZ vs. SCHD - Expense Ratio Comparison

GOVZ has a 0.15% expense ratio, which is higher than SCHD's 0.06% 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%.


Expense ratio chart for GOVZ: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GOVZ: 0.15%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

GOVZ vs. SCHD — Risk-Adjusted Performance Rank

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

GOVZ
The Risk-Adjusted Performance Rank of GOVZ is 2121
Overall Rank
The Sharpe Ratio Rank of GOVZ is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of GOVZ is 2121
Sortino Ratio Rank
The Omega Ratio Rank of GOVZ is 2121
Omega Ratio Rank
The Calmar Ratio Rank of GOVZ is 2121
Calmar Ratio Rank
The Martin Ratio Rank of GOVZ is 2121
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GOVZ vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for GOVZ, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00
GOVZ: -0.03
SCHD: 0.18
The chart of Sortino ratio for GOVZ, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.00
GOVZ: 0.12
SCHD: 0.35
The chart of Omega ratio for GOVZ, currently valued at 1.01, compared to the broader market0.501.001.502.002.50
GOVZ: 1.01
SCHD: 1.05
The chart of Calmar ratio for GOVZ, currently valued at -0.01, compared to the broader market0.002.004.006.008.0010.0012.00
GOVZ: -0.01
SCHD: 0.18
The chart of Martin ratio for GOVZ, currently valued at -0.06, compared to the broader market0.0020.0040.0060.00
GOVZ: -0.06
SCHD: 0.64

The current GOVZ Sharpe Ratio is -0.03, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of GOVZ and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.03
0.18
GOVZ
SCHD

Dividends

GOVZ vs. SCHD - Dividend Comparison

GOVZ's dividend yield for the trailing twelve months is around 4.73%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.73%4.68%3.84%3.69%1.76%0.39%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

GOVZ vs. SCHD - Drawdown Comparison

The maximum GOVZ drawdown since its inception was -59.65%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for GOVZ and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.10%
-11.47%
GOVZ
SCHD

Volatility

GOVZ vs. SCHD - Volatility Comparison

The current volatility for iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) is 10.30%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that GOVZ experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.30%
11.20%
GOVZ
SCHD