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IGLB vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGLB and SCHD is 0.05, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

IGLB vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
52.05%
369.64%
IGLB
SCHD

Key characteristics

Sharpe Ratio

IGLB:

0.51

SCHD:

0.18

Sortino Ratio

IGLB:

0.77

SCHD:

0.35

Omega Ratio

IGLB:

1.09

SCHD:

1.05

Calmar Ratio

IGLB:

0.24

SCHD:

0.18

Martin Ratio

IGLB:

1.33

SCHD:

0.64

Ulcer Index

IGLB:

4.37%

SCHD:

4.44%

Daily Std Dev

IGLB:

11.28%

SCHD:

15.99%

Max Drawdown

IGLB:

-34.12%

SCHD:

-33.37%

Current Drawdown

IGLB:

-19.28%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, IGLB achieves a 1.42% return, which is significantly higher than SCHD's -5.19% return. Over the past 10 years, IGLB has underperformed SCHD with an annualized return of 1.91%, while SCHD has yielded a comparatively higher 10.28% annualized return.


IGLB

YTD

1.42%

1M

-0.11%

6M

-0.82%

1Y

6.91%

5Y*

-2.10%

10Y*

1.91%

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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IGLB vs. SCHD - Expense Ratio Comparison

Both IGLB and SCHD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for IGLB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGLB: 0.06%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

IGLB vs. SCHD — Risk-Adjusted Performance Rank

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

IGLB
The Risk-Adjusted Performance Rank of IGLB is 4949
Overall Rank
The Sharpe Ratio Rank of IGLB is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of IGLB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of IGLB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IGLB is 4040
Calmar Ratio Rank
The Martin Ratio Rank of IGLB is 4747
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGLB vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) and Schwab US 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.


The chart of Sharpe ratio for IGLB, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.00
IGLB: 0.51
SCHD: 0.18
The chart of Sortino ratio for IGLB, currently valued at 0.77, compared to the broader market-2.000.002.004.006.008.00
IGLB: 0.77
SCHD: 0.35
The chart of Omega ratio for IGLB, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
IGLB: 1.09
SCHD: 1.05
The chart of Calmar ratio for IGLB, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.0012.00
IGLB: 0.24
SCHD: 0.18
The chart of Martin ratio for IGLB, currently valued at 1.33, compared to the broader market0.0020.0040.0060.00
IGLB: 1.33
SCHD: 0.64

The current IGLB Sharpe Ratio is 0.51, which is higher than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of IGLB and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.51
0.18
IGLB
SCHD

Dividends

IGLB vs. SCHD - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.15%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.15%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%4.12%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IGLB vs. SCHD - Drawdown Comparison

The maximum IGLB drawdown since its inception was -34.12%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IGLB and SCHD. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.28%
-11.47%
IGLB
SCHD

Volatility

IGLB vs. SCHD - Volatility Comparison

The current volatility for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) is 6.27%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that IGLB experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
6.27%
11.20%
IGLB
SCHD