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ISCB vs. SCHA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ISCB and SCHA is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ISCB vs. SCHA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small-Cap ETF (ISCB) and Schwab U.S. Small-Cap ETF (SCHA). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
304.03%
405.28%
ISCB
SCHA

Key characteristics

Sharpe Ratio

ISCB:

0.03

SCHA:

-0.03

Sortino Ratio

ISCB:

0.20

SCHA:

0.12

Omega Ratio

ISCB:

1.03

SCHA:

1.02

Calmar Ratio

ISCB:

0.02

SCHA:

-0.03

Martin Ratio

ISCB:

0.08

SCHA:

-0.09

Ulcer Index

ISCB:

7.72%

SCHA:

8.26%

Daily Std Dev

ISCB:

23.26%

SCHA:

23.65%

Max Drawdown

ISCB:

-61.25%

SCHA:

-42.41%

Current Drawdown

ISCB:

-17.43%

SCHA:

-19.03%

Returns By Period

In the year-to-date period, ISCB achieves a -9.85% return, which is significantly higher than SCHA's -11.87% return. Over the past 10 years, ISCB has underperformed SCHA with an annualized return of 5.53%, while SCHA has yielded a comparatively higher 6.82% annualized return.


ISCB

YTD

-9.85%

1M

-4.47%

6M

-8.72%

1Y

0.73%

5Y*

10.42%

10Y*

5.53%

SCHA

YTD

-11.87%

1M

-5.21%

6M

-10.39%

1Y

-0.55%

5Y*

11.46%

10Y*

6.82%

*Annualized

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ISCB vs. SCHA - Expense Ratio Comparison

Both ISCB and SCHA have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for ISCB: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISCB: 0.04%
Expense ratio chart for SCHA: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHA: 0.04%

Risk-Adjusted Performance

ISCB vs. SCHA — Risk-Adjusted Performance Rank

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

ISCB
The Risk-Adjusted Performance Rank of ISCB is 2424
Overall Rank
The Sharpe Ratio Rank of ISCB is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of ISCB is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ISCB is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ISCB is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ISCB is 2323
Martin Ratio Rank

SCHA
The Risk-Adjusted Performance Rank of SCHA is 2020
Overall Rank
The Sharpe Ratio Rank of SCHA is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHA is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SCHA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SCHA is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SCHA is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ISCB vs. SCHA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small-Cap ETF (ISCB) and Schwab U.S. Small-Cap ETF (SCHA). 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.


The chart of Sharpe ratio for ISCB, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.00
ISCB: 0.03
SCHA: -0.03
The chart of Sortino ratio for ISCB, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
ISCB: 0.20
SCHA: 0.12
The chart of Omega ratio for ISCB, currently valued at 1.03, compared to the broader market0.501.001.502.00
ISCB: 1.03
SCHA: 1.02
The chart of Calmar ratio for ISCB, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
ISCB: 0.02
SCHA: -0.03
The chart of Martin ratio for ISCB, currently valued at 0.08, compared to the broader market0.0020.0040.0060.00
ISCB: 0.08
SCHA: -0.09

The current ISCB Sharpe Ratio is 0.03, which is higher than the SCHA Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of ISCB and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.03
-0.03
ISCB
SCHA

Dividends

ISCB vs. SCHA - Dividend Comparison

ISCB's dividend yield for the trailing twelve months is around 1.48%, less than SCHA's 1.72% yield.


TTM20242023202220212020201920182017201620152014
ISCB
iShares Morningstar Small-Cap ETF
1.48%1.31%1.49%1.63%1.26%1.26%1.25%1.60%1.24%1.58%1.40%1.18%
SCHA
Schwab U.S. Small-Cap ETF
1.72%1.51%1.42%1.37%1.19%1.05%1.39%1.62%1.24%1.50%1.48%1.45%

Drawdowns

ISCB vs. SCHA - Drawdown Comparison

The maximum ISCB drawdown since its inception was -61.25%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for ISCB and SCHA. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.43%
-19.03%
ISCB
SCHA

Volatility

ISCB vs. SCHA - Volatility Comparison

iShares Morningstar Small-Cap ETF (ISCB) and Schwab U.S. Small-Cap ETF (SCHA) have volatilities of 15.20% and 14.81%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.20%
14.81%
ISCB
SCHA