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IBIJ vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIJ vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) and Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with IBIJ having a 1.61% return and SCHP slightly higher at 1.65%.


IBIJ

1D
0.09%
1M
-0.33%
YTD
1.61%
6M
1.33%
1Y
4.51%
3Y*
5Y*
10Y*

SCHP

1D
0.11%
1M
-0.10%
YTD
1.65%
6M
1.42%
1Y
4.08%
3Y*
4.05%
5Y*
1.06%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIJ vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023
IBIJ
iShares iBonds Oct 2033 Term TIPS ETF
1.61%8.59%0.69%4.98%
SCHP
Schwab U.S. TIPS ETF
1.65%6.76%1.95%3.46%

Correlation

The correlation between IBIJ and SCHP 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 (All Time)
Calculated using the full available price history since Sep 21, 2023

0.96

The correlation between IBIJ and SCHP has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

IBIJ vs. SCHP — Risk / Return Rank

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

IBIJ
IBIJ Risk / Return Rank: 3838
Overall Rank
IBIJ Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBIJ Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBIJ Omega Ratio Rank: 3232
Omega Ratio Rank
IBIJ Calmar Ratio Rank: 4444
Calmar Ratio Rank
IBIJ Martin Ratio Rank: 4444
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 4040
Overall Rank
SCHP Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3838
Sortino Ratio Rank
SCHP Omega Ratio Rank: 3434
Omega Ratio Rank
SCHP Calmar Ratio Rank: 4949
Calmar Ratio Rank
SCHP Martin Ratio Rank: 4343
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.

IBIJ vs. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) and Schwab U.S. TIPS ETF (SCHP). 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.


IBIJSCHPDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratioReturn relative to maximum drawdown

1.95

2.12

-0.17

Martin ratioReturn relative to average drawdown

6.23

6.28

-0.04

IBIJ vs. SCHP - Sharpe Ratio Comparison

The current IBIJ Sharpe Ratio is 1.14, which is comparable to the SCHP Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IBIJ and SCHP, 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

IBIJ vs. SCHP - Drawdown Comparison

The maximum IBIJ drawdown since its inception was -5.27%, smaller than the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for IBIJ and SCHP.


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Drawdown Indicators


IBIJSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-5.27%

-14.26%

+8.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.32%

-1.93%

-0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

Current Drawdown

Current decline from peak

-0.61%

-0.21%

-0.40%

Average Drawdown

Average peak-to-trough decline

-1.29%

-3.92%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.65%

+0.07%

Volatility

IBIJ vs. SCHP - Volatility Comparison

iShares iBonds Oct 2033 Term TIPS ETF (IBIJ) has a higher volatility of 1.51% compared to Schwab U.S. TIPS ETF (SCHP) at 1.20%. This indicates that IBIJ's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBIJSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.20%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

2.89%

2.41%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

3.36%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

6.12%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

5.59%

+0.28%

IBIJ vs. SCHP - Expense Ratio Comparison

IBIJ has a 0.10% expense ratio, which is higher than SCHP'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

IBIJ vs. SCHP - Dividend Comparison

IBIJ's dividend yield for the trailing twelve months is around 3.93%, less than SCHP's 3.99% yield.


PositionTTM20252024202320222021202020192018201720162015
IBIJ
iShares iBonds Oct 2033 Term TIPS ETF
3.93%4.66%4.42%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Frequently Asked Questions


With a correlation of 0.95, IBIJ and SCHP 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.

IBIJ has higher volatility (1.51%) compared to SCHP (1.20%). In terms of maximum drawdown, IBIJ dropped -5.27% vs SCHP's -14.26%.

On 1-year performance, IBIJ leads with 4.51% vs 4.08% for SCHP. On fees, SCHP is cheaper at 0.03% per year. On volatility, SCHP has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBIJ has performed better with a 4.51% return vs 4.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.03% expense ratio, compared with 0.10% for IBIJ.

SCHP has the higher dividend yield at 3.99%, compared with 3.93% for IBIJ.

They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.10% for IBIJ and 0.03% for SCHP.

SCHP currently has the higher Sharpe Ratio (1.22 vs 1.14), 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 IBIJ and SCHP

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