IS0R.DE vs. SCHD

Last updated Apr 2, 2026

Compare and contrast key facts about iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Schwab U.S. Dividend Equity ETF (SCHD).

IS0R.DE and SCHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IS0R.DE is a passively managed fund by iShares that tracks the performance of the iBoxx® USD Liquid High Yield Capped. It was launched on Sep 13, 2011. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both IS0R.DE and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IS0R.DE vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

IS0R.DE vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)	1.06%	-2.53%	12.70%	6.99%	-3.38%	12.70%	-4.57%	16.09%	2.76%	-7.28%
SCHD Schwab U.S. Dividend Equity ETF	14.39%	-8.04%	19.03%	1.41%	2.74%	39.59%	5.55%	30.17%	-1.13%	6.00%

Different Trading Currencies

IS0R.DE is traded in EUR, while SCHD is traded in USD. To make them comparable, the SCHD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0R.DE achieves a 1.06% return, which is significantly lower than SCHD's 13.90% return. Over the past 10 years, IS0R.DE has underperformed SCHD with an annualized return of 5.10%, while SCHD has yielded a comparatively higher 12.11% annualized return.

IS0R.DE

• 1D: 0.01%
• 1M: -0.10%
• YTD: 1.06%
• 6M: 2.07%
• 1Y: -0.40%
• 3Y*: 5.46%
• 5Y*: 4.20%
• 10Y*: 5.10%

SCHD

• 1D: 0.00%
• 1M: -2.23%
• YTD: 13.90%
• 6M: 15.18%
• 1Y: 6.44%
• 3Y*: 9.45%
• 5Y*: 8.71%
• 10Y*: 12.11%

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

IS0R.DE vs. SCHD - Expense Ratio Comparison

IS0R.DE has a 0.50% expense ratio, which is higher than SCHD's 0.06% expense ratio.

IS0R.DE

iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

IS0R.DE vs. SCHD — Risk / Return Rank

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

IS0R.DE

IS0R.DE Risk / Return Rank: 11
IS0R.DE Sharpe Ratio Rank: 10
IS0R.DE Sortino Ratio Rank: 9
IS0R.DE Omega Ratio Rank: 9
IS0R.DE Calmar Ratio Rank: 12
IS0R.DE Martin Ratio Rank: 12

SCHD

SCHD Risk / Return Rank: 40
SCHD Sharpe Ratio Rank: 44
SCHD Sortino Ratio Rank: 45
SCHD Omega Ratio Rank: 44
SCHD Calmar Ratio Rank: 34
SCHD Martin Ratio Rank: 34

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.

IS0R.DE vs. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) 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.

	IS0R.DE	SCHD	Difference
Sharpe ratio Return per unit of total volatility	-0.05	0.36	-0.41
Sortino ratio Return per unit of downside risk	-0.02	0.61	-0.62
Omega ratio Gain probability vs. loss probability	1.00	1.09	-0.09
Calmar ratio Return relative to maximum drawdown	0.02	0.39	-0.37
Martin ratio Return relative to average drawdown	0.05	0.78	-0.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IS0R.DE vs. SCHD - Sharpe Ratio Comparison

The current IS0R.DE Sharpe Ratio is -0.05, which is lower than the SCHD Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of IS0R.DE 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.

Sharpe Ratios by Period

	IS0R.DE	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	0.36	-0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.60	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.70	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.87	-0.38

Correlation

The correlation between IS0R.DE and SCHD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IS0R.DE vs. SCHD - Dividend Comparison

IS0R.DE's dividend yield for the trailing twelve months is around 7.88%, more than SCHD's 3.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)	7.88%	6.34%	6.27%	5.74%	4.94%	4.18%	5.22%	5.46%	5.65%	5.88%	5.32%	6.00%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Drawdowns

IS0R.DE vs. SCHD - Drawdown Comparison

The maximum IS0R.DE drawdown since its inception was -22.05%, smaller than the maximum SCHD drawdown of -32.28%. Use the drawdown chart below to compare losses from any high point for IS0R.DE and SCHD.

Drawdown Indicators

	IS0R.DE	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-22.05%	-33.37%	+11.32%
Max Drawdown (1Y) Largest decline over 1 year	-7.11%	-9.02%	+1.91%
Max Drawdown (5Y) Largest decline over 5 years	-11.44%	-16.85%	+5.41%
Max Drawdown (10Y) Largest decline over 10 years	-22.05%	-33.37%	+11.32%
Current Drawdown Current decline from peak	-4.57%	-3.27%	-1.30%
Average Drawdown Average peak-to-trough decline	-4.75%	-3.34%	-1.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	3.76%	-1.94%

Volatility

IS0R.DE vs. SCHD - Volatility Comparison

The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 1.79%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.39%. This indicates that IS0R.DE 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.

Volatility by Period

	IS0R.DE	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.79%	2.39%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	4.01%	8.64%	-4.63%
Volatility (1Y) Calculated over the trailing 1-year period	7.80%	18.08%	-10.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.70%	14.60%	-6.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.92%	17.44%	-8.52%