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

Correlation

The correlation between IGOV and SCHD is 0.08, 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.


Performance

IGOV vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Treasury Bond ETF (IGOV) 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%December2025FebruaryMarchAprilMay
-12.03%
367.44%
IGOV
SCHD

Key characteristics

Sharpe Ratio

IGOV:

0.92

SCHD:

0.19

Sortino Ratio

IGOV:

1.46

SCHD:

0.37

Omega Ratio

IGOV:

1.17

SCHD:

1.05

Calmar Ratio

IGOV:

0.27

SCHD:

0.19

Martin Ratio

IGOV:

1.87

SCHD:

0.63

Ulcer Index

IGOV:

4.60%

SCHD:

4.80%

Daily Std Dev

IGOV:

9.28%

SCHD:

16.02%

Max Drawdown

IGOV:

-35.88%

SCHD:

-33.37%

Current Drawdown

IGOV:

-24.25%

SCHD:

-11.88%

Returns By Period

In the year-to-date period, IGOV achieves a 9.06% return, which is significantly higher than SCHD's -5.64% return. Over the past 10 years, IGOV has underperformed SCHD with an annualized return of -0.76%, while SCHD has yielded a comparatively higher 10.24% annualized return.


IGOV

YTD

9.06%

1M

4.10%

6M

4.29%

1Y

7.75%

5Y*

-3.05%

10Y*

-0.76%

SCHD

YTD

-5.64%

1M

1.07%

6M

-8.31%

1Y

1.88%

5Y*

13.00%

10Y*

10.24%

*Annualized

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IGOV vs. SCHD - Expense Ratio Comparison

IGOV has a 0.35% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Risk-Adjusted Performance

IGOV vs. SCHD — Risk-Adjusted Performance Rank

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

IGOV
The Risk-Adjusted Performance Rank of IGOV is 6262
Overall Rank
The Sharpe Ratio Rank of IGOV is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of IGOV is 7878
Sortino Ratio Rank
The Omega Ratio Rank of IGOV is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IGOV is 3737
Calmar Ratio Rank
The Martin Ratio Rank of IGOV is 5151
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 2727
Overall Rank
The Sharpe Ratio Rank of SCHD is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2525
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 2828
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.

IGOV vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Treasury Bond ETF (IGOV) 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 current IGOV Sharpe Ratio is 0.92, which is higher than the SCHD Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of IGOV 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.92
0.19
IGOV
SCHD

Dividends

IGOV vs. SCHD - Dividend Comparison

IGOV's dividend yield for the trailing twelve months is around 0.54%, less than SCHD's 4.07% yield.


TTM20242023202220212020201920182017201620152014
IGOV
iShares International Treasury Bond ETF
0.54%0.59%0.00%0.11%0.39%0.00%0.24%0.31%0.19%0.69%0.22%1.28%
SCHD
Schwab US Dividend Equity ETF
4.07%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

IGOV vs. SCHD - Drawdown Comparison

The maximum IGOV drawdown since its inception was -35.88%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for IGOV and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-24.25%
-11.88%
IGOV
SCHD

Volatility

IGOV vs. SCHD - Volatility Comparison

The current volatility for iShares International Treasury Bond ETF (IGOV) is 3.64%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 8.93%. This indicates that IGOV 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%December2025FebruaryMarchAprilMay
3.64%
8.93%
IGOV
SCHD