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IBTF vs. SCHO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTF vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2025 Term Treasury ETF (IBTF) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBTF

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.09%
1Y
2.14%
3Y*
3.66%
5Y*
0.90%
10Y*

SCHO

1D
-0.04%
1M
0.06%
YTD
0.42%
6M
0.78%
1Y
3.39%
3Y*
4.15%
5Y*
1.80%
10Y*
1.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTF vs. SCHO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
0.00%3.81%4.60%4.12%-6.39%-2.31%3.60%
SCHO
Schwab Short-Term U.S. Treasury ETF
0.42%5.49%3.65%4.31%-3.87%-0.64%1.62%

Correlation

The correlation between IBTF and SCHO is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.49

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

0.69

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.64

The correlation between IBTF and SCHO shifts across timeframes, from -0.05 (1 year) to 0.69 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IBTF vs. SCHO — Risk / Return Rank

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

IBTF
IBTF Risk / Return Rank: 9999
Overall Rank
IBTF Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IBTF Sortino Ratio Rank: 9999
Sortino Ratio Rank
IBTF Omega Ratio Rank: 100100
Omega Ratio Rank
IBTF Calmar Ratio Rank: 100100
Calmar Ratio Rank
IBTF Martin Ratio Rank: 9999
Martin Ratio Rank

SCHO
SCHO Risk / Return Rank: 8181
Overall Rank
SCHO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 8888
Sortino Ratio Rank
SCHO Omega Ratio Rank: 8181
Omega Ratio Rank
SCHO Calmar Ratio Rank: 7777
Calmar Ratio Rank
SCHO Martin Ratio Rank: 8383
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.

IBTF vs. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) 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.


IBTFSCHODifference
Sharpe ratioReturn per unit of total volatility

+4.59

Sortino ratioReturn per unit of downside risk

+16.01

Omega ratioGain probability vs. loss probability

6.23

1.50

+4.73

Calmar ratioReturn relative to maximum drawdown

59.41

3.96

+55.44

Martin ratioReturn relative to average drawdown

269.70

17.03

+252.67

IBTF vs. SCHO - Sharpe Ratio Comparison

The current IBTF Sharpe Ratio is 7.08, which is higher than the SCHO Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of IBTF and SCHO, 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


IBTFSCHODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

7.08

2.48

+4.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.91

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.99

-0.55

Drawdowns

IBTF vs. SCHO - Drawdown Comparison

The maximum IBTF drawdown since its inception was -10.45%, which is greater than SCHO's maximum drawdown of -5.69%. Use the drawdown chart below to compare losses from any high point for IBTF and SCHO.


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Drawdown Indicators


IBTFSCHODifference

Max Drawdown

Largest peak-to-trough decline

-10.45%

-5.69%

-4.76%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-0.86%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-0.67%

-0.98%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-9.53%

-5.69%

-3.84%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-3.33%

-0.61%

-2.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

0.20%

-0.19%

Volatility

IBTF vs. SCHO - Volatility Comparison

The current volatility for iShares iBonds Dec 2025 Term Treasury ETF (IBTF) is 0.00%, while Schwab Short-Term U.S. Treasury ETF (SCHO) has a volatility of 0.41%. This indicates that IBTF experiences smaller price fluctuations and is considered to be less risky 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


IBTFSCHODifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

0.41%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

0.90%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.36%

1.37%

-1.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.38%

1.98%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

1.56%

+1.00%

IBTF vs. SCHO - Expense Ratio Comparison

IBTF has a 0.07% expense ratio, which is higher than SCHO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTF vs. SCHO - Dividend Comparison

IBTF's dividend yield for the trailing twelve months is around 2.08%, less than SCHO's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
IBTF
iShares iBonds Dec 2025 Term Treasury ETF
2.08%3.83%4.32%4.03%1.93%0.57%0.59%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


IBTF and SCHO have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHO has higher volatility (0.41%) compared to IBTF (0.00%). In terms of maximum drawdown, IBTF dropped -10.45% vs SCHO's -5.69%.

On 5-year performance, SCHO leads with 1.80% vs 0.90% for IBTF. On fees, SCHO is cheaper at 0.03% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHO has performed better with a 1.80% return vs 0.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHO is cheaper with a 0.03% expense ratio, compared with 0.07% for IBTF.

SCHO has the higher dividend yield at 3.91%, compared with 2.08% for IBTF.

IBTF tracks ICE 2025 Maturity US Treasury Index, while SCHO tracks Bloomberg U.S. Treasury 1-3 Year Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.07% for IBTF and 0.03% for SCHO.

IBTF currently has the higher Sharpe Ratio (7.08 vs 2.48), 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.

Portfolio Optimizer

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