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IBIO vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IBIO vs. SCHD

Last updated Jun 5, 2026

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 -52.43%/yr vs 12.79%/yr for SCHD. At a 0.10 correlation, their price movements are largely independent.

Performance

IBIO vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iBio, Inc. (IBIO) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, IBIO has underperformed SCHD with an annualized return of -52.43%, while SCHD has yielded a comparatively higher 12.79% annualized return.

IBIO

1D
4.89%
1M
19.88%
YTD
0.00%
6M
50.78%
1Y
95.28%
3Y*
-49.53%
5Y*
-69.23%
10Y*
-52.43%

SCHD

1D
0.68%
1M
2.84%
YTD
19.82%
6M
19.65%
1Y
28.76%
3Y*
15.59%
5Y*
8.50%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBIO vs. SCHD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IBIO
iBio, Inc.		0.00%-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		19.82%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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.12

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

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.10

Compare stocks, funds, or ETFs

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iBio, Inc.

Schwab U.S. Dividend Equity ETF

Often compared with IBIO:
IBIO vs. XBITIBIO vs. PFEIBIO vs. XBIIBIO vs. MAXIIBIO vs. GDE
Often compared with SCHD:
SCHD vs. VOOSCHD vs. VYMSCHD vs. SPYSCHD vs. SCHGSCHD vs. JEPISCHD vs. FDVVSCHD vs. VIG

Return for Risk

IBIO vs. SCHD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IBIO
IBIO Risk / Return Rank: 7171
Overall Rank
IBIO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IBIO Sortino Ratio Rank: 7676
Sortino Ratio Rank
IBIO Omega Ratio Rank: 7171
Omega Ratio Rank
IBIO Calmar Ratio Rank: 7272
Calmar Ratio Rank
IBIO Martin Ratio Rank: 6868
Martin Ratio Rank
SCHD
SCHD Risk / Return Rank: 8585
Overall Rank
SCHD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8989
Sortino Ratio Rank
SCHD Omega Ratio Rank: 8080
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHD Martin Ratio Rank: 8080
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.

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.

IBIOSCHDDifference
Sharpe ratioReturn per unit of total volatility
0.82
2.64

-1.82

Sortino ratioReturn per unit of downside risk
2.05
4.08

-2.03

Omega ratioGain probability vs. loss probability

1.23

1.47

-0.24

Calmar ratioReturn relative to maximum drawdown

1.78

6.26

-4.48

Martin ratioReturn relative to average drawdown

3.38

15.38

-12.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBIO vs. SCHD - Sharpe Ratio Comparison

The current IBIO Sharpe Ratio is 0.82, which is lower than the SCHD Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of IBIO and SCHD, 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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Sharpe Ratios by Period

IBIOSCHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

2.64

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.59

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.33

0.77

-1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.86

-1.09

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

IBIOSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-33.37%

-66.63%

Max Drawdown (1Y)

Largest decline over 1 year

-53.75%

-4.61%

-49.14%

Max Drawdown (3Y)

Largest decline over 3 years

-96.51%

-16.13%

-80.38%

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 Drawdown

Current decline from peak

-99.99%

-0.73%

-99.26%

Average Drawdown

Average peak-to-trough decline

-86.67%

-3.32%

-83.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.29%

1.87%

+26.42%

Volatility

IBIO vs. SCHD - Volatility Comparison

iBio, Inc. (IBIO) has a higher volatility of 26.14% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.69%. 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

IBIOSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.14%

2.69%

+23.45%

Volatility (6M)

Calculated over the trailing 6-month period

87.98%

7.65%

+80.33%

Volatility (1Y)

Calculated over the trailing 1-year period

117.98%

10.95%

+107.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

153.42%

14.38%

+139.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

156.96%

16.71%

+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 3.24%.

PositionTTM20252024202320222021202020192018201720162015
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		3.24%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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIO has higher volatility (26.14%) compared to SCHD (2.69%). In terms of maximum drawdown, IBIO dropped -100.00% vs SCHD's -33.37%.

SCHD currently has the higher Sharpe Ratio (2.64 vs 0.82), 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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