IBIO vs. SCHD
Compare and contrast key facts about iBio, Inc. (IBIO) and Schwab U.S. Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Performance
IBIO vs. SCHD - Performance Comparison
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IBIO vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBIO iBio, Inc. | 1.04% | -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 | 12.17% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, IBIO achieves a 1.04% return, which is significantly lower than SCHD's 12.17% return. Over the past 10 years, IBIO has underperformed SCHD with an annualized return of -51.79%, while SCHD has yielded a comparatively higher 12.25% annualized return.
IBIO
- 1D
- 2.63%
- 1M
- -27.51%
- YTD
- 1.04%
- 6M
- 136.71%
- 1Y
- -50.13%
- 3Y*
- -63.94%
- 5Y*
- -70.09%
- 10Y*
- -51.79%
SCHD
- 1D
- -0.55%
- 1M
- -3.43%
- YTD
- 12.17%
- 6M
- 12.91%
- 1Y
- 13.70%
- 3Y*
- 11.84%
- 5Y*
- 8.32%
- 10Y*
- 12.25%
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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.
| IBIO | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.37 | 0.88 | -1.25 |
Sortino ratioReturn per unit of downside risk | 0.29 | 1.32 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.19 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.60 | 1.05 | -1.65 |
Martin ratioReturn relative to average drawdown | -0.75 | 3.55 | -4.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBIO | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.37 | 0.88 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.58 | -1.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.33 | 0.74 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.23 | 0.84 | -1.07 |
Correlation
The correlation between IBIO and SCHD is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
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 3.46%.
| 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 | 3.46% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 | -86.09% | -12.74% | -73.35% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | -16.85% | -83.08% |
Max Drawdown (10Y)Largest decline over 10 years | -99.98% | -33.37% | -66.61% |
Current DrawdownCurrent decline from peak | -99.99% | -3.43% | -96.56% |
Average DrawdownAverage peak-to-trough decline | -86.54% | -3.34% | -83.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.87% | 3.75% | +65.12% |
Volatility
IBIO vs. SCHD - Volatility Comparison
iBio, Inc. (IBIO) has a higher volatility of 31.99% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.33%. 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 | 31.99% | 2.33% | +29.66% |
Volatility (6M)Calculated over the trailing 6-month period | 95.92% | 7.96% | +87.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.26% | 15.69% | +119.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 153.63% | 14.40% | +139.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 156.81% | 16.70% | +140.11% |