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IBIM vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBIM vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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


IBIM

1D
0.36%
1M
0.14%
YTD
6M
1Y
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)

IBIM vs. SCHP - Yearly Performance Comparison


Correlation

The correlation between IBIM and SCHP is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

0.91

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Return for Risk

IBIM vs. SCHP — Risk / Return Rank

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

IBIM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

IBIM vs. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Oct 2036 Term TIPS ETF (IBIM) 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.


IBIMSCHPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

6.28

IBIM vs. SCHP - Sharpe Ratio Comparison


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Drawdowns

IBIM vs. SCHP - Drawdown Comparison

The maximum IBIM drawdown since its inception was -1.84%, smaller than the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for IBIM and SCHP.


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Drawdown Indicators


IBIMSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-1.84%

-14.26%

+12.42%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

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

-0.18%

-0.21%

+0.03%

Average Drawdown

Average peak-to-trough decline

-0.51%

-3.92%

+3.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

IBIM vs. SCHP - Volatility Comparison


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Volatility by Period


IBIMSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

4.85%

3.36%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

6.12%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

5.59%

-0.74%

Dividends

IBIM vs. SCHP - Dividend Comparison

IBIM has not paid dividends to shareholders, while SCHP's dividend yield for the trailing twelve months is around 3.99%.


PositionTTM20252024202320222021202020192018201720162015
IBIM
iShares iBonds Oct 2036 Term TIPS ETF
0.00%0.00%0.00%0.00%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 0.91, IBIM 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.

SCHP has the higher dividend yield at 3.99%, compared with 0.00% for IBIM.

They also come from different issuers: iShares and Charles Schwab.

Portfolio Optimizer

Find the right allocation for IBIM and SCHP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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