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IXG vs. SNSXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IXG vs. SNSXX

Last updated Jun 10, 2026

IXG (iShares Global Financials ETF) and SNSXX (Schwab U.S. Treasury Money Fund) are both funds - IXG is a Financials Equities fund tracking the S&P Global Financials Sector Index, while SNSXX is a Money Market fund managed by Charles Schwab. Over the past 5 years, IXG returned 11.89%/yr vs 1.38%/yr for SNSXX. At a 0.03 correlation, their price movements are largely independent. IXG charges 0.46%/yr vs 0.34%/yr for SNSXX.

Performance

IXG vs. SNSXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Financials ETF (IXG) and Schwab U.S. Treasury Money Fund (SNSXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IXG achieves a 1.61% return, which is significantly higher than SNSXX's 1.40% return.

IXG

1D
0.82%
1M
1.43%
YTD
1.61%
6M
5.64%
1Y
14.10%
3Y*
23.01%
5Y*
11.89%
10Y*
12.31%

SNSXX

1D
0.00%
1M
0.29%
YTD
1.40%
6M
1.72%
1Y
3.69%
3Y*
2.32%
5Y*
1.38%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IXG vs. SNSXX - Yearly Performance Comparison

2026 (YTD)20252024202320222021
IXG
iShares Global Financials ETF		1.61%28.54%25.69%14.97%-8.97%1.68%
SNSXX
Schwab U.S. Treasury Money Fund		1.40%3.97%1.61%0.00%0.00%0.00%

Correlation

The correlation between IXG and SNSXX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.03

Compare stocks, funds, or ETFs

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iShares Global Financials ETF

Schwab U.S. Treasury Money Fund

Often compared with IXG:
IXG vs. XLFIXG vs. IYGIXG vs. IYFIXG vs. VFHIXG vs. WFIN.ASIXG vs. FXOIXG vs. KBWB
Often compared with SNSXX:
SNSXX vs. SWVXXSNSXX vs. SPAXXSNSXX vs. SGOVSNSXX vs. VMFXXSNSXX vs. BILSNSXX vs. SWPPXSNSXX vs. SPY

Return for Risk

IXG vs. SNSXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IXG
IXG Risk / Return Rank: 3131
Overall Rank
IXG Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
IXG Sortino Ratio Rank: 3232
Sortino Ratio Rank
IXG Omega Ratio Rank: 3030
Omega Ratio Rank
IXG Calmar Ratio Rank: 2828
Calmar Ratio Rank
IXG Martin Ratio Rank: 3333
Martin Ratio Rank
SNSXX
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.

IXG vs. SNSXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Financials ETF (IXG) and Schwab U.S. Treasury Money Fund (SNSXX). 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.

IXGSNSXXDifference
Sharpe ratioReturn per unit of total volatility
1.02
3.71

-2.68

Sortino ratioReturn per unit of downside risk
1.53

—

—

Omega ratioGain probability vs. loss probability

1.18

—

—

Calmar ratioReturn relative to maximum drawdown

1.25

—

—

Martin ratioReturn relative to average drawdown

4.40

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXG vs. SNSXX - Sharpe Ratio Comparison

The current IXG Sharpe Ratio is 1.02, which is lower than the SNSXX Sharpe Ratio of 3.71. The chart below compares the historical Sharpe Ratios of IXG and SNSXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

IXGSNSXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

3.71

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

2.09

-1.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

2.08

-1.84

Drawdowns

IXG vs. SNSXX - Drawdown Comparison

The maximum IXG drawdown since its inception was -78.42%, which is greater than SNSXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for IXG and SNSXX.

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Drawdown Indicators

IXGSNSXXDifference

Max Drawdown

Largest peak-to-trough decline

-78.42%

0.00%

-78.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

0.00%

-11.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

0.00%

-13.54%

Max Drawdown (5Y)

Largest decline over 5 years

-27.20%

0.00%

-27.20%

Max Drawdown (10Y)

Largest decline over 10 years

-43.47%

—

—

Current Drawdown

Current decline from peak

-1.09%

0.00%

-1.09%

Average Drawdown

Average peak-to-trough decline

-19.74%

0.00%

-19.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

0.00%

+3.21%

Volatility

IXG vs. SNSXX - Volatility Comparison

iShares Global Financials ETF (IXG) has a higher volatility of 3.77% compared to Schwab U.S. Treasury Money Fund (SNSXX) at 0.29%. This indicates that IXG's price experiences larger fluctuations and is considered to be riskier than SNSXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IXGSNSXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

0.29%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.12%

0.73%

+10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.82%

1.06%

+12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

0.68%

+16.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.12%

0.68%

+19.44%

IXG vs. SNSXX - Expense Ratio Comparison

IXG has a 0.46% expense ratio, which is higher than SNSXX's 0.34% expense ratio.

Dividends

IXG vs. SNSXX - Dividend Comparison

IXG's dividend yield for the trailing twelve months is around 2.01%, less than SNSXX's 3.62% yield.

PositionTTM20252024202320222021202020192018201720162015
IXG
iShares Global Financials ETF		2.01%2.04%2.64%2.62%3.71%1.69%2.13%2.87%3.14%2.12%2.21%2.79%
SNSXX
Schwab U.S. Treasury Money Fund		3.62%3.88%1.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IXG and SNSXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IXG has higher volatility (3.77%) compared to SNSXX (0.29%). In terms of maximum drawdown, IXG dropped -78.42% vs SNSXX's 0.00%.

SNSXX currently has the higher Sharpe Ratio (3.71 vs 1.02), 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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