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IGLB vs. SCHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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 U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGLB achieves a 1.43% return, which is significantly lower than SCHD's 17.72% return. Over the past 10 years, IGLB has underperformed SCHD with an annualized return of 2.23%, while SCHD has yielded a comparatively higher 12.72% annualized return.


IGLB

1D
0.24%
1M
1.60%
YTD
1.43%
6M
1.25%
1Y
6.60%
3Y*
4.34%
5Y*
-2.03%
10Y*
2.23%

SCHD

1D
0.41%
1M
-2.47%
YTD
17.72%
6M
17.25%
1Y
24.56%
3Y*
14.60%
5Y*
8.71%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLB vs. SCHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
1.43%7.53%-1.50%11.03%-25.38%-1.68%13.30%23.19%-6.90%12.15%
SCHD
Schwab U.S. Dividend Equity ETF
17.72%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%

Correlation

The correlation between IGLB and SCHD is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.29

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

0.26

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

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.05

The correlation between IGLB and SCHD shifts across timeframes, from 0.05 (all time) to 0.29 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

IGLB vs. SCHD — Risk / Return Rank

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

IGLB
IGLB Risk / Return Rank: 2525
Overall Rank
IGLB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IGLB Sortino Ratio Rank: 2424
Sortino Ratio Rank
IGLB Omega Ratio Rank: 2222
Omega Ratio Rank
IGLB Calmar Ratio Rank: 2727
Calmar Ratio Rank
IGLB Martin Ratio Rank: 2525
Martin Ratio Rank

SCHD
SCHD Risk / Return Rank: 7777
Overall Rank
SCHD Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8080
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7070
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9090
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7171
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.

IGLB vs. SCHD - Risk-Adjusted Trends Comparison

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

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.


IGLBSCHDDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

1.15

1.40

-0.25

Calmar ratioReturn relative to maximum drawdown

1.28

5.35

-4.07

Martin ratioReturn relative to average drawdown

3.15

12.94

-9.79

IGLB vs. SCHD - Sharpe Ratio Comparison

The current IGLB Sharpe Ratio is 0.86, which is lower than the SCHD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of IGLB 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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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.


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Drawdown Indicators


IGLBSCHDDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-33.37%

-0.75%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-4.61%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.87%

-16.13%

+3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-16.85%

-17.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-33.37%

-0.75%

Current Drawdown

Current decline from peak

-13.20%

-2.47%

-10.73%

Average Drawdown

Average peak-to-trough decline

-8.12%

-3.31%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

1.90%

+0.20%

Volatility

IGLB vs. SCHD - Volatility Comparison

The current volatility for iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) is 1.89%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 3.58%. 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.


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Volatility by Period


IGLBSCHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

3.58%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

5.78%

7.73%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

7.74%

11.07%

-3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

14.36%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

16.71%

-4.17%

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%.


Dividends

IGLB vs. SCHD - Dividend Comparison

IGLB's dividend yield for the trailing twelve months is around 5.23%, more than SCHD's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.23%5.14%5.10%4.59%4.56%3.16%3.22%3.73%4.56%3.94%4.21%4.58%
SCHD
Schwab U.S. Dividend Equity ETF
3.30%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


IGLB and SCHD have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHD has higher volatility (3.58%) compared to IGLB (1.89%). In terms of maximum drawdown, IGLB dropped -34.12% vs SCHD's -33.37%.

On 10-year performance, SCHD leads with 12.72% vs 2.23% for IGLB. Both ETFs have the same 0.06% expense ratio. On volatility, IGLB has been the lower-risk option at 1.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.72% return vs 2.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGLB and SCHD have the same expense ratio: 0.06% per year.

IGLB has the higher dividend yield at 5.23%, compared with 3.30% for SCHD.

IGLB is categorized as Corporate Bonds, while SCHD is Dividend. IGLB tracks ICE BofAML10+ Year US Corporate Index, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab.

SCHD currently has the higher Sharpe Ratio (2.23 vs 0.86), 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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