IBIO vs. SCHD
IBIO (iBio, Inc.) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, IBIO returned -54.01%/yr vs 12.80%/yr for SCHD. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
IBIO vs. SCHD - Performance Comparison
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Returns By Period
In the year-to-date period, IBIO achieves a -24.35% return, which is significantly lower than SCHD's 25.44% return. Over the past 10 years, IBIO has underperformed SCHD with an annualized return of -54.01%, while SCHD has yielded a comparatively higher 12.80% annualized return.
IBIO
- 1D
- 2.82%
- 1M
- -13.10%
- 6M
- -34.82%
- YTD
- -24.35%
- 1Y
- 130.54%
- 3Y*
- -52.31%
- 5Y*
- -70.28%
- 10Y*
- -54.01%
- ALL TIME*
- -33.94%
SCHD
- 1D
- 0.86%
- 1M
- 4.51%
- 6M
- 12.81%
- YTD
- 25.44%
- 1Y
- 31.88%
- 3Y*
- 15.21%
- 5Y*
- 9.72%
- 10Y*
- 12.80%
- ALL TIME*
- 13.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
IBIO iBio, Inc. | $989.76K | $1.15M | $1.43M |
| $839.54M | $733.40M | $694.82M |
IBIO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBIO iBio, Inc. | -24.35% | -21.22% | 78.83% | -84.59% | -96.76% | -47.71% | 320.00% | -66.82% | -58.14% | -54.43% |
SCHD Schwab U.S. Dividend Equity ETF | 25.44% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between IBIO and SCHD is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.10 |
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Return for Risk
IBIO vs. SCHD — Risk / Return Rank
IBIO
SCHD
IBIO vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iBio, Inc. (IBIO) and Schwab U.S. 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.
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.
| IBIO | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.52 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 6.94 | -4.60 |
| Martin ratioReturn relative to average drawdown | 4.15 | 17.52 | -13.37 |
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Drawdowns
IBIO vs. SCHD - Drawdown Comparison
The maximum IBIO drawdown since its inception was -100.00%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IBIO and SCHD.
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Drawdown Indicators
| IBIO | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -33.37% | -66.63% |
Max Drawdown (1Y)Largest decline over 1 year | -56.03% | -4.61% | -51.42% |
Max Drawdown (3Y)Largest decline over 3 years | -95.74% | -16.13% | -79.61% |
Max Drawdown (5Y)Largest decline over 5 years | -99.91% | -16.85% | -83.06% |
Max Drawdown (10Y)Largest decline over 10 years | -99.98% | -33.37% | -66.61% |
Current DrawdownCurrent decline from peak | -100.00% | -0.12% | -99.88% |
Average DrawdownAverage peak-to-trough decline | -86.77% | -3.29% | -83.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.55% | 1.82% | +29.73% |
Volatility
IBIO vs. SCHD - Volatility Comparison
iBio, Inc. (IBIO) has a higher volatility of 11.86% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 3.82%. This indicates that IBIO's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBIO | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 3.82% | +8.04% |
Volatility (6M)Calculated over the trailing 6-month period | 55.35% | 8.01% | +47.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 113.96% | 11.06% | +102.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 153.39% | 14.38% | +139.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 156.98% | 16.73% | +140.25% |
Dividends
IBIO vs. SCHD - Dividend Comparison
IBIO has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBIO iBio, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.10% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
IBIO and SCHD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBIO has higher volatility (11.86%) compared to SCHD (3.82%). In terms of maximum drawdown, IBIO dropped -100.00% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.90 vs 1.15), 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.
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