IVLU vs. SCHR
IVLU (iShares MSCI International Value Factor ETF) and SCHR (Schwab Intermediate-Term U.S. Treasury ETF) are both exchange-traded funds - IVLU is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Enhanced Value Index, while SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Both are passively managed. Over the past 10 years, IVLU returned 11.63%/yr vs 1.19%/yr for SCHR. At a correlation of -0.07, they often move in opposite directions. IVLU charges 0.30%/yr vs 0.05%/yr for SCHR.
Performance
IVLU vs. SCHR - Performance Comparison
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Returns By Period
In the year-to-date period, IVLU achieves a 12.96% return, which is significantly higher than SCHR's -0.27% return. Over the past 10 years, IVLU has outperformed SCHR with an annualized return of 11.63%, while SCHR has yielded a comparatively lower 1.19% annualized return.
IVLU
- 1D
- 0.56%
- 1M
- 2.48%
- YTD
- 12.96%
- 6M
- 14.33%
- 1Y
- 35.32%
- 3Y*
- 23.53%
- 5Y*
- 14.06%
- 10Y*
- 11.63%
SCHR
- 1D
- -0.12%
- 1M
- 0.66%
- YTD
- -0.27%
- 6M
- 0.04%
- 1Y
- 3.42%
- 3Y*
- 3.71%
- 5Y*
- 0.02%
- 10Y*
- 1.19%
IVLU vs. SCHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI International Value Factor ETF | 12.96% | 46.09% | 6.76% | 20.07% | -5.73% | 15.60% | -4.50% | 15.60% | -15.10% | 23.10% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.27% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | 1.59% |
Correlation
The correlation between IVLU and SCHR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015 | -0.07 |
The correlation between IVLU and SCHR shifts across timeframes, from -0.07 (all time) to 0.31 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IVLU vs. SCHR — Risk / Return Rank
IVLU
SCHR
IVLU vs. SCHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI International Value Factor ETF (IVLU) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVLU | SCHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 1.17 | +1.73 |
| Martin ratioReturn relative to average drawdown | 11.01 | 3.29 | +7.72 |
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Drawdowns
IVLU vs. SCHR - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.85%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for IVLU and SCHR.
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Drawdown Indicators
| IVLU | SCHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.85% | -16.11% | -25.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -2.79% | -8.90% |
Max Drawdown (3Y)Largest decline over 3 years | -15.48% | -4.35% | -11.13% |
Max Drawdown (5Y)Largest decline over 5 years | -26.04% | -15.07% | -10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.85% | -16.11% | -25.74% |
Current DrawdownCurrent decline from peak | -0.53% | -2.21% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -3.64% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 0.99% | +2.10% |
Volatility
IVLU vs. SCHR - Volatility Comparison
iShares MSCI International Value Factor ETF (IVLU) has a higher volatility of 5.44% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that IVLU's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IVLU | SCHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 1.11% | +4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.85% | 2.40% | +10.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.65% | 3.38% | +12.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.58% | 5.38% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.66% | 4.47% | +13.19% |
IVLU vs. SCHR - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than SCHR's 0.05% expense ratio.
Dividends
IVLU vs. SCHR - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.28%, less than SCHR's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI International Value Factor ETF | 3.28% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.91% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
Frequently Asked Questions
IVLU and SCHR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVLU has higher volatility (5.44%) compared to SCHR (1.11%). In terms of maximum drawdown, IVLU dropped -41.85% vs SCHR's -16.11%.
On 10-year performance, IVLU leads with 11.63% vs 1.19% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IVLU has performed better with a 11.63% return vs 1.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR is cheaper with a 0.05% expense ratio, compared with 0.30% for IVLU.
SCHR has the higher dividend yield at 3.91%, compared with 3.28% for IVLU.
IVLU is categorized as Foreign Large Cap Equities, while SCHR is Government Bonds. IVLU tracks MSCI World ex USA Enhanced Value Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.30% for IVLU and 0.05% for SCHR.
IVLU currently has the higher Sharpe Ratio (2.17 vs 0.97), 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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