IS0R.DE vs. SCHD
IS0R.DE (iShares USD High Yield Corporate Bond UCITS ETF USD (Dist)) and SCHD (Schwab U.S. Dividend Equity ETF) are both exchange-traded funds - IS0R.DE is a High Yield Bonds fund tracking the iBoxx® USD Liquid High Yield Capped, while SCHD is a Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Both are passively managed. Over the past 10 years, IS0R.DE returned 4.79%/yr vs 12.47%/yr for SCHD. At a 0.50 correlation, their price movements are largely independent. IS0R.DE charges 0.50%/yr vs 0.06%/yr for SCHD.
Performance
IS0R.DE vs. SCHD - Performance Comparison
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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 2.44% return, which is significantly lower than SCHD's 20.43% return. Over the past 10 years, IS0R.DE has underperformed SCHD with an annualized return of 4.79%, while SCHD has yielded a comparatively higher 12.47% annualized return.
IS0R.DE
- 1D
- 0.10%
- 1M
- 1.07%
- YTD
- 2.44%
- 6M
- 2.00%
- 1Y
- 5.17%
- 3Y*
- 5.34%
- 5Y*
- 4.94%
- 10Y*
- 4.79%
SCHD
- 1D
- 0.00%
- 1M
- 2.89%
- YTD
- 20.43%
- 6M
- 19.23%
- 1Y
- 25.81%
- 3Y*
- 12.28%
- 5Y*
- 9.38%
- 10Y*
- 12.47%
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) | 2.44% | -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 | 21.18% | -8.04% | 19.03% | 1.41% | 2.74% | 39.59% | 5.55% | 30.17% | -1.13% | 6.00% |
Correlation
The correlation between IS0R.DE and SCHD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 11, 2014 | 0.50 |
Over the past year, the correlation between IS0R.DE and SCHD has dropped to 0.28 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
IS0R.DE vs. SCHD — Risk / Return Rank
IS0R.DE
SCHD
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 ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 6.24 | -4.59 |
| Martin ratioReturn relative to average drawdown | 5.16 | 14.97 | -9.81 |
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
| IS0R.DE | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.22 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.65 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.88 | -0.39 |
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.
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Drawdown Indicators
| IS0R.DE | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.05% | -32.28% | +10.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -4.15% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -11.44% | -21.40% | +9.96% |
Max Drawdown (5Y)Largest decline over 5 years | -11.44% | -21.40% | +9.96% |
Max Drawdown (10Y)Largest decline over 10 years | -22.05% | -32.28% | +10.23% |
Current DrawdownCurrent decline from peak | -3.26% | -1.46% | -1.80% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -4.43% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 1.73% | -0.73% |
Volatility
IS0R.DE vs. SCHD - Volatility Comparison
The current volatility for iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) (IS0R.DE) is 0.84%, while Schwab U.S. Dividend Equity ETF (SCHD) has a volatility of 2.99%. 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.
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Volatility by Period
| IS0R.DE | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.84% | 2.99% | -2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.65% | 8.53% | -4.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.59% | 11.74% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.66% | 14.60% | -6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.84% | 17.44% | -8.60% |
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.
Dividends
IS0R.DE vs. SCHD - Dividend Comparison
IS0R.DE's dividend yield for the trailing twelve months is around 6.21%, more than SCHD's 3.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0R.DE iShares USD High Yield Corporate Bond UCITS ETF USD (Dist) | 6.21% | 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 | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
IS0R.DE and SCHD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHD is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHD is cheaper with a 0.06% expense ratio, compared with 0.50% for IS0R.DE.
IS0R.DE is categorized as High Yield Bonds, while SCHD is Dividend. IS0R.DE tracks iBoxx® USD Liquid High Yield Capped, while SCHD tracks Dow Jones U.S. Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.50% for IS0R.DE and 0.06% for SCHD.
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