IHDG vs. SCHR

Last updated Jun 9, 2026

IHDG (WisdomTree International Hedged Dividend Growth Fund) and SCHR (Schwab Intermediate-Term U.S. Treasury ETF) are both exchange-traded funds - IHDG is a Foreign Large Cap Equities fund tracking the WisdomTree International Hedged Dividend Growth Index, while SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, IHDG returned 10.27%/yr vs 1.15%/yr for SCHR. At a correlation of -0.16, they often move in opposite directions. IHDG charges 0.58%/yr vs 0.05%/yr for SCHR.

Performance

IHDG vs. SCHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Hedged Dividend Growth Fund (IHDG) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IHDG achieves a 4.98% return, which is significantly higher than SCHR's -0.76% return. Over the past 10 years, IHDG has outperformed SCHR with an annualized return of 10.27%, while SCHR has yielded a comparatively lower 1.15% annualized return.

IHDG

• 1D: 0.41%
• 1M: 1.23%
• YTD: 4.98%
• 6M: 6.90%
• 1Y: 14.03%
• 3Y*: 10.60%
• 5Y*: 7.57%
• 10Y*: 10.27%

SCHR

• 1D: -0.04%
• 1M: -0.88%
• YTD: -0.76%
• 6M: -0.40%
• 1Y: 3.59%
• 3Y*: 3.39%
• 5Y*: -0.07%
• 10Y*: 1.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IHDG vs. SCHR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IHDG WisdomTree International Hedged Dividend Growth Fund	4.98%	14.17%	5.97%	20.00%	-11.53%	19.75%	10.51%	33.42%	-12.03%	21.93%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	-0.76%	7.33%	1.42%	4.27%	-10.58%	-2.62%	7.72%	6.18%	1.46%	1.59%

Correlation

The correlation between IHDG and SCHR is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.04
Correlation (10Y) Calculated over the trailing 10-year period	-0.10
Correlation (All Time) Calculated using the full available price history since May 8, 2014	-0.16

The correlation between IHDG and SCHR shifts across timeframes, from -0.16 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

IHDG vs. SCHR - Sectors Allocation Comparison

Sectors	IHDG	SCHR
Industrials	19.7%	-
Consumer Cyclical	19.3%	-
Financial Services	15.2%	0.4%
Healthcare	9.4%	-
Technology	7.8%	1.2%
Basic Materials	5.4%	-
Communication Services	4.5%	-
Consumer Defensive	4.3%	-
Energy	3.7%	-
Utilities	0.8%	-
Real Estate	0.3%	-

Return for Risk

IHDG vs. SCHR — Risk / Return Rank

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

IHDG

IHDG Risk / Return Rank: 32
IHDG Sharpe Ratio Rank: 31
IHDG Sortino Ratio Rank: 31
IHDG Omega Ratio Rank: 31
IHDG Calmar Ratio Rank: 30
IHDG Martin Ratio Rank: 35

SCHR

SCHR Risk / Return Rank: 31
SCHR Sharpe Ratio Rank: 32
SCHR Sortino Ratio Rank: 33
SCHR Omega Ratio Rank: 30
SCHR Calmar Ratio Rank: 29
SCHR Martin Ratio Rank: 29

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.

IHDG vs. SCHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.

	IHDG	SCHR	Difference
Sharpe ratio: Return per unit of total volatility	1.03	1.07	-0.04
Sortino ratio: Return per unit of downside risk	1.53	1.63	-0.11
Omega ratio: Gain probability vs. loss probability	1.19	1.19	0.00
Calmar ratio: Return relative to maximum drawdown	1.34	1.29	+0.05
Martin ratio: Return relative to average drawdown	4.95	3.75	+1.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IHDG vs. SCHR - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 1.03, which is comparable to the SCHR Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of IHDG and SCHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IHDG	SCHR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.03	1.07	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	-0.01	+0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.65	0.26	+0.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.44	+0.15

Drawdowns

IHDG vs. SCHR - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for IHDG and SCHR.

Drawdown Indicators

	IHDG	SCHR	Difference
Max Drawdown Largest peak-to-trough decline	-29.24%	-16.11%	-13.13%
Max Drawdown (1Y) Largest decline over 1 year	-10.49%	-2.79%	-7.70%
Max Drawdown (3Y) Largest decline over 3 years	-18.88%	-4.35%	-14.53%
Max Drawdown (5Y) Largest decline over 5 years	-19.52%	-15.07%	-4.45%
Max Drawdown (10Y) Largest decline over 10 years	-29.24%	-16.11%	-13.13%
Current Drawdown Current decline from peak	-1.69%	-2.69%	+1.00%
Average Drawdown Average peak-to-trough decline	-4.04%	-3.64%	-0.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	0.96%	+1.88%

Volatility

IHDG vs. SCHR - Volatility Comparison

WisdomTree International Hedged Dividend Growth Fund (IHDG) has a higher volatility of 3.83% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.04%. This indicates that IHDG's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IHDG	SCHR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.83%	1.04%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	11.35%	2.36%	+8.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.71%	3.36%	+10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.85%	5.38%	+9.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.78%	4.47%	+11.31%

IHDG vs. SCHR - Expense Ratio Comparison

IHDG has a 0.58% expense ratio, which is higher than SCHR's 0.05% expense ratio.

Dividends

IHDG vs. SCHR - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.83%, less than SCHR's 3.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IHDG WisdomTree International Hedged Dividend Growth Fund	1.83%	1.84%	2.42%	1.70%	13.79%	2.77%	1.94%	1.99%	0.22%	1.28%	1.91%	3.04%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	3.93%	3.85%	3.77%	3.16%	2.02%	1.00%	1.62%	2.31%	2.11%	1.65%	1.45%	1.56%

Frequently Asked Questions

Can I hold both IHDG and SCHR in my portfolio?

IHDG and SCHR have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IHDG or SCHR?

IHDG has higher volatility (3.83%) compared to SCHR (1.04%). In terms of maximum drawdown, IHDG dropped -29.24% vs SCHR's -16.11%.

Which ETF is better, IHDG or SCHR?

On 10-year performance, IHDG leads with 10.27% vs 1.15% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IHDG or SCHR?

Over the 10-year period, IHDG has performed better with a 10.27% return vs 1.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IHDG or SCHR?

SCHR is cheaper with a 0.05% expense ratio, compared with 0.58% for IHDG.

Which ETF pays a higher dividend yield, IHDG or SCHR?

SCHR has the higher dividend yield at 3.93%, compared with 1.83% for IHDG.

What is the main difference between IHDG and SCHR?

IHDG is categorized as Foreign Large Cap Equities, while SCHR is Government Bonds. IHDG tracks WisdomTree International Hedged Dividend Growth Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: WisdomTree and Charles Schwab. Their fees differ too: 0.58% for IHDG and 0.05% for SCHR.

Which has better risk-adjusted returns?

SCHR currently has the higher Sharpe Ratio (1.07 vs 1.03), 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.