LOHA vs. SCHX

Last updated Jun 6, 2026

LOHA (Roundhill HALO ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds - LOHA tracks the Akros U.S. Heavy Assets Low Obsolescence (HALO) Index while SCHX tracks the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. At a 0.42 correlation, their price movements are largely independent. LOHA charges 0.35%/yr vs 0.03%/yr for SCHX.

Performance

LOHA vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill HALO ETF (LOHA) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

LOHA

• 1D: -0.59%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -2.65%
• 1M: 0.55%
• YTD: 8.26%
• 6M: 7.86%
• 1Y: 25.11%
• 3Y*: 21.43%
• 5Y*: 12.78%
• 10Y*: 15.08%

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

LOHA vs. SCHX - Yearly Performance Comparison

	2026 (YTD)
LOHA Roundhill HALO ETF	-0.44%
SCHX Schwab U.S. Large-Cap ETF	-1.22%

Correlation

The correlation between LOHA and SCHX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 15, 2026	0.43

Return for Risk

LOHA vs. SCHX — Risk / Return Rank

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

SCHX

SCHX Risk / Return Rank: 62
SCHX Sharpe Ratio Rank: 62
SCHX Sortino Ratio Rank: 60
SCHX Omega Ratio Rank: 62
SCHX Calmar Ratio Rank: 58
SCHX Martin Ratio Rank: 69

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.

LOHA vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill HALO ETF (LOHA) and Schwab U.S. Large-Cap ETF (SCHX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LOHA	SCHX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.75	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.62	0.84	-1.46

Drawdowns

LOHA vs. SCHX - Drawdown Comparison

The maximum LOHA drawdown since its inception was -2.08%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for LOHA and SCHX.

Drawdown Indicators

	LOHA	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-2.08%	-34.33%	+32.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-1.27%	-2.91%	+1.64%
Average Drawdown Average peak-to-trough decline	-0.81%	-3.97%	+3.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.99%	—

Volatility

Volatility by Period

	LOHA	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.85%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.44%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.84%	12.29%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.84%	17.16%	-5.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.84%	18.16%	-6.32%

LOHA vs. SCHX - Expense Ratio Comparison

LOHA has a 0.35% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

LOHA vs. SCHX - Dividend Comparison

LOHA has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 1.03%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOHA Roundhill HALO ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.03%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%

Frequently Asked Questions

Can I hold both LOHA and SCHX in my portfolio?

LOHA and SCHX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LOHA or SCHX?

On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LOHA or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.35% for LOHA.

Which ETF pays a higher dividend yield, LOHA or SCHX?

SCHX has the higher dividend yield at 1.03%, compared with 0.00% for LOHA.

What is the main difference between LOHA and SCHX?

LOHA tracks Akros U.S. Heavy Assets Low Obsolescence (HALO) Index, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: Roundhill and Charles Schwab. Their fees differ too: 0.35% for LOHA and 0.03% for SCHX.