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ILTB vs. SCHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ILTB vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core 10+ Year USD Bond ETF (ILTB) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ILTB achieves a 0.30% return, which is significantly higher than SCHQ's -0.43% return.


ILTB

1D
-0.33%
1M
1.04%
YTD
0.30%
6M
-0.71%
1Y
7.17%
3Y*
2.78%
5Y*
-2.88%
10Y*
1.32%

SCHQ

1D
-0.45%
1M
0.65%
YTD
-0.43%
6M
-1.74%
1Y
5.22%
3Y*
-0.72%
5Y*
-5.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ILTB vs. SCHQ - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ILTB
iShares Core 10+ Year USD Bond ETF
0.30%7.22%-3.00%8.04%-26.62%-2.67%16.10%-0.17%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.43%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.02%

Correlation

The correlation between ILTB and SCHQ is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.93

The correlation between ILTB and SCHQ has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

ILTB vs. SCHQ — Risk / Return Rank

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

ILTB
ILTB Risk / Return Rank: 2525
Overall Rank
ILTB Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ILTB Sortino Ratio Rank: 2424
Sortino Ratio Rank
ILTB Omega Ratio Rank: 2323
Omega Ratio Rank
ILTB Calmar Ratio Rank: 2727
Calmar Ratio Rank
ILTB Martin Ratio Rank: 2525
Martin Ratio Rank

SCHQ
SCHQ Risk / Return Rank: 1717
Overall Rank
SCHQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1717
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1616
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1818
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.

ILTB vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core 10+ Year USD Bond ETF (ILTB) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


ILTBSCHQDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.16

1.10

+0.05

Calmar ratioReturn relative to maximum drawdown

1.33

0.75

+0.58

Martin ratioReturn relative to average drawdown

3.38

1.94

+1.44

ILTB vs. SCHQ - Sharpe Ratio Comparison

The current ILTB Sharpe Ratio is 0.91, which is higher than the SCHQ Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of ILTB and SCHQ, 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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Sharpe Ratios by Period


ILTBSCHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.59

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.37

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.25

+0.60

Drawdowns

ILTB vs. SCHQ - Drawdown Comparison

The maximum ILTB drawdown since its inception was -36.88%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for ILTB and SCHQ.


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Drawdown Indicators


ILTBSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-36.88%

-46.13%

+9.25%

Max Drawdown (1Y)

Largest decline over 1 year

-5.42%

-7.01%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

-17.65%

+3.05%

Max Drawdown (5Y)

Largest decline over 5 years

-35.22%

-40.93%

+5.71%

Max Drawdown (10Y)

Largest decline over 10 years

-36.88%

Current Drawdown

Current decline from peak

-21.28%

-36.82%

+15.54%

Average Drawdown

Average peak-to-trough decline

-9.92%

-26.36%

+16.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.70%

-0.57%

Volatility

ILTB vs. SCHQ - Volatility Comparison

iShares Core 10+ Year USD Bond ETF (ILTB) and Schwab Long-Term U.S. Treasury ETF (SCHQ) have volatilities of 2.50% and 2.57%, 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.


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Volatility by Period


ILTBSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.57%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.54%

5.94%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

7.88%

8.93%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.64%

14.54%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.56%

15.33%

-3.77%

ILTB vs. SCHQ - Expense Ratio Comparison

ILTB has a 0.06% expense ratio, which is higher than SCHQ's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ILTB vs. SCHQ - Dividend Comparison

ILTB's dividend yield for the trailing twelve months is around 4.96%, more than SCHQ's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
ILTB
iShares Core 10+ Year USD Bond ETF
4.96%4.83%4.91%4.38%4.31%3.04%3.32%3.45%4.13%3.97%3.99%4.20%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.79%4.54%4.58%3.79%2.88%1.69%1.51%0.44%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, ILTB and SCHQ 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.

SCHQ has higher volatility (2.57%) compared to ILTB (2.50%). In terms of maximum drawdown, ILTB dropped -36.88% vs SCHQ's -46.13%.

On 5-year performance, ILTB leads with -2.88% vs -5.29% for SCHQ. On fees, SCHQ is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ILTB has performed better with a -2.88% return vs -5.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHQ is cheaper with a 0.03% expense ratio, compared with 0.06% for ILTB.

ILTB has the higher dividend yield at 4.96%, compared with 4.79% for SCHQ.

ILTB is categorized as Long-Term Bond, while SCHQ is Government Bonds. ILTB tracks Bloomberg U.S. Universal 10+ Year Index (USD), while SCHQ tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.06% for ILTB and 0.03% for SCHQ.

ILTB currently has the higher Sharpe Ratio (0.91 vs 0.59), 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.

Portfolio Optimizer

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