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IBDW vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDW vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBDW achieves a 0.17% return, which is significantly lower than SCHI's 0.37% return.


IBDW

1D
0.07%
1M
0.40%
YTD
0.17%
6M
0.45%
1Y
4.46%
3Y*
5.87%
5Y*
0.46%
10Y*

SCHI

1D
0.13%
1M
0.68%
YTD
0.37%
6M
0.50%
1Y
5.29%
3Y*
6.15%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDW vs. SCHI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
0.17%9.07%2.96%9.40%-17.13%0.36%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.37%9.47%3.32%8.97%-14.06%-0.19%

Correlation

The correlation between IBDW and SCHI is 0.94, 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

0.94

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.96

The correlation between IBDW and SCHI has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

IBDW vs. SCHI — Risk / Return Rank

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

IBDW
IBDW Risk / Return Rank: 4040
Overall Rank
IBDW Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IBDW Sortino Ratio Rank: 4242
Sortino Ratio Rank
IBDW Omega Ratio Rank: 3737
Omega Ratio Rank
IBDW Calmar Ratio Rank: 4040
Calmar Ratio Rank
IBDW Martin Ratio Rank: 4040
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 3737
Overall Rank
SCHI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3535
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3636
Calmar Ratio Rank
SCHI Martin Ratio Rank: 3838
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.

IBDW vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


IBDWSCHIDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.23

1.23

0.00

Calmar ratioReturn relative to maximum drawdown

1.85

1.76

+0.09

Martin ratioReturn relative to average drawdown

5.88

5.66

+0.22

IBDW vs. SCHI - Sharpe Ratio Comparison

The current IBDW Sharpe Ratio is 1.29, which is comparable to the SCHI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of IBDW and SCHI, 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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Drawdowns

IBDW vs. SCHI - Drawdown Comparison

The maximum IBDW drawdown since its inception was -23.87%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for IBDW and SCHI.


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Drawdown Indicators


IBDWSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-23.87%

-20.67%

-3.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.42%

-3.01%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-6.61%

-6.14%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-20.67%

-3.20%

Current Drawdown

Current decline from peak

-1.11%

-1.19%

+0.08%

Average Drawdown

Average peak-to-trough decline

-9.37%

-5.68%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.94%

-0.18%

Volatility

IBDW vs. SCHI - Volatility Comparison

The current volatility for iShares iBonds Dec 2031 Term Corporate ETF (IBDW) is 1.00%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.25%. This indicates that IBDW experiences smaller price fluctuations and is considered to be less risky than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBDWSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.25%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

3.20%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

4.14%

-0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.23%

6.67%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

7.38%

-0.15%

IBDW vs. SCHI - Expense Ratio Comparison

IBDW has a 0.10% expense ratio, which is higher than SCHI's 0.03% 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%.


Dividends

IBDW vs. SCHI - Dividend Comparison

IBDW's dividend yield for the trailing twelve months is around 4.79%, less than SCHI's 5.04% yield.


PositionTTM2025202420232022202120202019
IBDW
iShares iBonds Dec 2031 Term Corporate ETF
4.79%4.78%5.00%4.50%3.70%1.10%0.00%0.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.04%4.99%5.11%4.27%3.10%1.93%2.31%0.53%

Frequently Asked Questions


With a correlation of 0.94, IBDW and SCHI 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.

SCHI has higher volatility (1.25%) compared to IBDW (1.00%). In terms of maximum drawdown, IBDW dropped -23.87% vs SCHI's -20.67%.

On 5-year performance, SCHI leads with 1.19% vs 0.46% for IBDW. On fees, SCHI is cheaper at 0.03% per year. On volatility, IBDW has been the lower-risk option at 1.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHI has performed better with a 1.19% return vs 0.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.03% expense ratio, compared with 0.10% for IBDW.

SCHI has the higher dividend yield at 5.04%, compared with 4.79% for IBDW.

IBDW tracks Bloomberg December 2031 Maturity Corporate Index, while SCHI tracks Bloomberg US 5-10 Year Corporate Bond Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.10% for IBDW and 0.03% for SCHI.

IBDW currently has the higher Sharpe Ratio (1.29 vs 1.29), 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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