IBTA vs. SCHO
IBTA (Ibotta, Inc) is a stock, while SCHO (Schwab Short-Term U.S. Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index. Over the past year, IBTA returned -18.53% vs 3.01% for SCHO. At a 0.04 correlation, their price movements are largely independent.
Performance
IBTA vs. SCHO - Performance Comparison
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Returns By Period
In the year-to-date period, IBTA achieves a 35.59% return, which is significantly higher than SCHO's 0.42% return.
IBTA
- 1D
- 0.46%
- 1M
- -4.35%
- YTD
- 35.59%
- 6M
- 43.22%
- 1Y
- -18.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHO
- 1D
- 0.00%
- 1M
- 0.14%
- YTD
- 0.42%
- 6M
- 0.62%
- 1Y
- 3.01%
- 3Y*
- 4.20%
- 5Y*
- 1.84%
- 10Y*
- 1.68%
IBTA vs. SCHO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBTA Ibotta, Inc | 35.59% | -65.07% | -44.38% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.42% | 5.49% | 3.77% |
Correlation
The correlation between IBTA and SCHO is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2024 | 0.04 |
The correlation between IBTA and SCHO shifts across timeframes, from 0.04 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IBTA vs. SCHO — Risk / Return Rank
IBTA
SCHO
IBTA vs. SCHO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ibotta, Inc (IBTA) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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.
| IBTA | SCHO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.35 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.43 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 3.51 | -3.87 |
| Martin ratioReturn relative to average drawdown | -0.60 | 14.59 | -15.19 |
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Drawdowns
IBTA vs. SCHO - Drawdown Comparison
The maximum IBTA drawdown since its inception was -83.55%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for IBTA and SCHO.
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Drawdown Indicators
| IBTA | SCHO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.55% | -5.69% | -77.86% |
Max Drawdown (1Y)Largest decline over 1 year | -52.01% | -0.86% | -51.15% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.98% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.69% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.69% | — |
Current DrawdownCurrent decline from peak | -73.66% | -0.27% | -73.39% |
Average DrawdownAverage peak-to-trough decline | -58.60% | -0.61% | -57.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.07% | 0.21% | +30.86% |
Volatility
IBTA vs. SCHO - Volatility Comparison
Ibotta, Inc (IBTA) has a higher volatility of 16.91% compared to Schwab Short-Term U.S. Treasury ETF (SCHO) at 0.49%. This indicates that IBTA's price experiences larger fluctuations and is considered to be riskier than SCHO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBTA | SCHO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.91% | 0.49% | +16.42% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 0.98% | +42.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.12% | 1.40% | +66.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.17% | 1.99% | +71.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.17% | 1.56% | +71.61% |
Dividends
IBTA vs. SCHO - Dividend Comparison
IBTA has not paid dividends to shareholders, while SCHO's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBTA Ibotta, 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% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.91% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
Frequently Asked Questions
IBTA and SCHO have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBTA has higher volatility (16.91%) compared to SCHO (0.49%). In terms of maximum drawdown, IBTA dropped -83.55% vs SCHO's -5.69%.
SCHO currently has the higher Sharpe Ratio (2.16 vs -0.27), 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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