IRBT vs. SCHF
IRBT (iRobot Corporation) is a stock, while SCHF (Schwab International Equity ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index. Over the past 10 years, IRBT returned -35.64%/yr vs 10.27%/yr for SCHF. At a 0.39 correlation, their price movements are largely independent.
Performance
IRBT vs. SCHF - Performance Comparison
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Returns By Period
Over the past 10 years, IRBT has underperformed SCHF with an annualized return of -35.64%, while SCHF has yielded a comparatively higher 10.27% annualized return.
IRBT
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- -86.24%
- 1Y
- -85.65%
- 3Y*
- -77.32%
- 5Y*
- -65.65%
- 10Y*
- -35.64%
SCHF
- 1D
- -0.86%
- 1M
- 5.91%
- YTD
- 15.56%
- 6M
- 18.62%
- 1Y
- 32.67%
- 3Y*
- 19.90%
- 5Y*
- 9.84%
- 10Y*
- 10.27%
IRBT vs. SCHF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRBT iRobot Corporation | 0.00% | -93.98% | -79.97% | -19.59% | -26.94% | -17.95% | 58.58% | -39.54% | 9.18% | 31.22% |
SCHF Schwab International Equity ETF | 15.56% | 34.55% | 3.28% | 18.35% | -14.80% | 11.40% | 9.48% | 22.26% | -14.29% | 26.03% |
Correlation
The correlation between IRBT and SCHF is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2009 | 0.39 |
The correlation between IRBT and SCHF shifts across timeframes, from 0.22 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IRBT vs. SCHF — Risk / Return Rank
IRBT
SCHF
IRBT vs. SCHF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iRobot Corporation (IRBT) and Schwab International Equity ETF (SCHF). 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.
| IRBT | SCHF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.34 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 1.37 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.86 | -3.83 |
| Martin ratioReturn relative to average drawdown | -1.42 | 11.11 | -12.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IRBT | SCHF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.53 | 2.09 | -2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.64 | 0.60 | -1.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.43 | 0.60 | -1.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.44 | -0.69 |
Drawdowns
IRBT vs. SCHF - Drawdown Comparison
The maximum IRBT drawdown since its inception was -99.71%, which is greater than SCHF's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for IRBT and SCHF.
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Drawdown Indicators
| IRBT | SCHF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.71% | -34.87% | -64.84% |
Max Drawdown (1Y)Largest decline over 1 year | -91.64% | -11.48% | -80.16% |
Max Drawdown (3Y)Largest decline over 3 years | -99.09% | -13.41% | -85.68% |
Max Drawdown (5Y)Largest decline over 5 years | -99.54% | -29.14% | -70.40% |
Max Drawdown (10Y)Largest decline over 10 years | -99.71% | -34.87% | -64.84% |
Current DrawdownCurrent decline from peak | -99.71% | -0.86% | -98.85% |
Average DrawdownAverage peak-to-trough decline | -46.30% | -7.38% | -38.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 58.71% | 2.95% | +55.76% |
Volatility
IRBT vs. SCHF - Volatility Comparison
The current volatility for iRobot Corporation (IRBT) is 0.00%, while Schwab International Equity ETF (SCHF) has a volatility of 5.66%. This indicates that IRBT experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRBT | SCHF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.66% | -5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 175.47% | 13.34% | +162.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 169.92% | 15.74% | +154.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 104.34% | 16.39% | +87.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.18% | 17.18% | +66.00% |
Dividends
IRBT vs. SCHF - Dividend Comparison
IRBT has not paid dividends to shareholders, while SCHF's dividend yield for the trailing twelve months is around 2.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRBT iRobot Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 2.96% | 3.42% | 3.26% | 2.97% | 2.80% | 3.19% | 2.08% | 2.95% | 3.06% | 2.35% | 2.58% | 2.26% |
Frequently Asked Questions
IRBT and SCHF have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHF has higher volatility (5.66%) compared to IRBT (0.00%). In terms of maximum drawdown, IRBT dropped -99.71% vs SCHF's -34.87%.
SCHF currently has the higher Sharpe Ratio (2.09 vs -0.53), 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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