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IBDY vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBDY vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2033 Term Corporate ETF (IBDY) 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, IBDY achieves a 0.12% return, which is significantly lower than SCHI's 0.24% return.


IBDY

1D
-0.18%
1M
0.36%
YTD
0.12%
6M
0.31%
1Y
5.22%
3Y*
5.73%
5Y*
10Y*

SCHI

1D
-0.18%
1M
0.54%
YTD
0.24%
6M
0.41%
1Y
5.43%
3Y*
6.10%
5Y*
1.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBDY vs. SCHI - Yearly Performance Comparison


2026 (YTD)202520242023
IBDY
iShares iBonds Dec 2033 Term Corporate ETF
0.12%9.41%2.02%5.10%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.24%9.47%3.32%5.52%

Correlation

The correlation between IBDY and SCHI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2023

0.96

The correlation between IBDY and SCHI has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

IBDY vs. SCHI — Risk / Return Rank

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

IBDY
IBDY Risk / Return Rank: 3737
Overall Rank
IBDY Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
IBDY Sortino Ratio Rank: 3838
Sortino Ratio Rank
IBDY Omega Ratio Rank: 3434
Omega Ratio Rank
IBDY Calmar Ratio Rank: 3838
Calmar Ratio Rank
IBDY Martin Ratio Rank: 3838
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 3838
Overall Rank
SCHI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3636
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3737
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.

IBDY vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2033 Term Corporate ETF (IBDY) 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.


IBDYSCHIDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.22

1.23

-0.01

Calmar ratioReturn relative to maximum drawdown

1.85

1.81

+0.04

Martin ratioReturn relative to average drawdown

5.62

5.83

-0.21

IBDY vs. SCHI - Sharpe Ratio Comparison

The current IBDY Sharpe Ratio is 1.26, which is comparable to the SCHI Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IBDY 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

IBDY vs. SCHI - Drawdown Comparison

The maximum IBDY drawdown since its inception was -7.53%, smaller than the maximum SCHI drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for IBDY and SCHI.


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Drawdown Indicators


IBDYSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-7.53%

-20.67%

+13.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.84%

-3.01%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-7.53%

-6.14%

-1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

Current Drawdown

Current decline from peak

-1.41%

-1.32%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.57%

-5.68%

+4.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.93%

0.00%

Volatility

IBDY vs. SCHI - Volatility Comparison

The current volatility for iShares iBonds Dec 2033 Term Corporate ETF (IBDY) is 1.13%, while Schwab 5-10 Year Corporate Bond ETF (SCHI) has a volatility of 1.25%. This indicates that IBDY 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


IBDYSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.25%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.21%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

4.14%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.34%

6.67%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

7.38%

-1.04%

IBDY vs. SCHI - Expense Ratio Comparison

IBDY 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

IBDY vs. SCHI - Dividend Comparison

IBDY's dividend yield for the trailing twelve months is around 4.89%, less than SCHI's 5.05% yield.


PositionTTM2025202420232022202120202019
IBDY
iShares iBonds Dec 2033 Term Corporate ETF
4.89%4.87%5.02%2.20%0.00%0.00%0.00%0.00%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.05%4.99%5.11%4.27%3.10%1.93%2.31%0.53%

Frequently Asked Questions


With a correlation of 0.97, IBDY 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 IBDY (1.13%). In terms of maximum drawdown, IBDY dropped -7.53% vs SCHI's -20.67%.

On 3-year performance, SCHI leads with 6.10% vs 5.73% for IBDY. On fees, SCHI is cheaper at 0.03% per year. On volatility, IBDY has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SCHI has performed better with a 6.10% return vs 5.73%. 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 IBDY.

SCHI has the higher dividend yield at 5.05%, compared with 4.89% for IBDY.

IBDY tracks Bloomberg December 2033 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 IBDY and 0.03% for SCHI.

SCHI currently has the higher Sharpe Ratio (1.32 vs 1.26), 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

Find the right allocation for IBDY and SCHI

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