ICF vs. SCHH
ICF (iShares Cohen & Steers REIT ETF) and SCHH (Schwab US REIT ETF) are both REIT funds - ICF tracks the Cohen & Steers Realty Majors Index while SCHH tracks the Dow Jones Equity All REIT Capped Index. Both are passively managed. Over the past 10 years, ICF returned 5.21%/yr vs 3.77%/yr for SCHH. Their 0.98 correlation means they have historically moved very closely together. ICF charges 0.34%/yr vs 0.07%/yr for SCHH.
Performance
ICF vs. SCHH - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with ICF having a 16.55% return and SCHH slightly higher at 17.34%. Over the past 10 years, ICF has outperformed SCHH with an annualized return of 5.21%, while SCHH has yielded a comparatively lower 3.77% annualized return.
ICF
- 1D
- -0.16%
- 1M
- 1.43%
- 6M
- 12.80%
- YTD
- 16.55%
- 1Y
- 16.46%
- 3Y*
- 10.97%
- 5Y*
- 2.64%
- 10Y*
- 5.21%
- ALL TIME*
- 8.83%
SCHH
- 1D
- 0.00%
- 1M
- 1.42%
- 6M
- 13.27%
- YTD
- 17.34%
- 1Y
- 18.05%
- 3Y*
- 11.13%
- 5Y*
- 3.12%
- 10Y*
- 3.77%
- ALL TIME*
- 7.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.80M | $10.18M | $9.97M | |
| $149.01M | $146.89M | $141.73M |
ICF vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 16.55% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
SCHH Schwab US REIT ETF | 17.34% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 3.68% |
Correlation
The correlation between ICF and SCHH is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2011 | 0.98 |
The correlation between ICF and SCHH has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ICF vs. SCHH — Risk / Return Rank
ICF
SCHH
ICF vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Schwab US REIT ETF (SCHH). 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.
| ICF | SCHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.19 | -0.17 |
| Martin ratioReturn relative to average drawdown | 6.52 | 7.31 | -0.78 |
Loading charts...
Drawdowns
ICF vs. SCHH - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for ICF and SCHH.
Loading charts...
Drawdown Indicators
| ICF | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -44.22% | -32.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -8.28% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -17.25% | -17.76% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | -33.28% | -1.46% |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | -44.22% | +4.00% |
Current DrawdownCurrent decline from peak | -2.10% | -2.61% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -14.09% | -9.36% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.48% | +0.06% |
Volatility
ICF vs. SCHH - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) and Schwab US REIT ETF (SCHH) have volatilities of 4.08% and 4.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ICF | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.18% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.97% | 10.92% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.03% | 13.82% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 18.79% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 21.02% | -0.38% |
ICF vs. SCHH - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is higher than SCHH's 0.07% expense ratio.
Dividends
ICF vs. SCHH - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.41%, less than SCHH's 2.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.41% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
SCHH Schwab US REIT ETF | 2.73% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Frequently Asked Questions
With a correlation of 0.97, ICF and SCHH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCHH has higher volatility (4.18%) compared to ICF (4.08%). In terms of maximum drawdown, ICF dropped -76.74% vs SCHH's -44.22%.
On 10-year performance, ICF leads with 5.21% vs 3.77% for SCHH. On fees, SCHH is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ICF has performed better with a 5.21% return vs 3.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHH is cheaper with a 0.07% expense ratio, compared with 0.34% for ICF.
SCHH has the higher dividend yield at 2.73%, compared with 2.41% for ICF.
ICF tracks Cohen & Steers Realty Majors Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.34% for ICF and 0.07% for SCHH.
SCHH currently has the higher Sharpe Ratio (1.31 vs 1.18), 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.
Find the right allocation for ICF and SCHH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer