LSST vs. SCHO

Last updated Apr 1, 2026

Compare and contrast key facts about Natixis Loomis Sayles Short Duration Income ETF (LSST) and Schwab Short-Term U.S. Treasury ETF (SCHO).

LSST and SCHO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LSST is an actively managed fund by Groupe BPCE. It was launched on Dec 27, 2017. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Aug 5, 2010.

Performance

LSST vs. SCHO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and Schwab Short-Term U.S. Treasury ETF (SCHO). The values are adjusted to include any dividend payments, if applicable.

LSST vs. SCHO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	4.76%	5.52%	-3.37%	-0.28%	5.54%	5.55%	0.76%	0.00%
SCHO Schwab Short-Term U.S. Treasury ETF	0.24%	5.49%	3.65%	4.31%	-3.87%	-0.64%	3.11%	3.47%	1.37%	0.00%

Returns By Period

LSST

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

SCHO

• 1D: 0.08%
• 1M: -0.45%
• YTD: 0.24%
• 6M: 1.40%
• 1Y: 3.77%
• 3Y*: 3.99%
• 5Y*: 1.79%
• 10Y*: 1.71%

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

LSST vs. SCHO - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is higher than SCHO's 0.03% expense ratio.

LSST

Natixis Loomis Sayles Short Duration Income ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

Return for Risk

LSST vs. SCHO — Risk / Return Rank

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

SCHO

SCHO Risk / Return Rank: 97
SCHO Sharpe Ratio Rank: 96
SCHO Sortino Ratio Rank: 98
SCHO Omega Ratio Rank: 96
SCHO Calmar Ratio Rank: 96
SCHO Martin Ratio Rank: 96

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.

LSST vs. SCHO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) and Schwab Short-Term U.S. Treasury ETF (SCHO). 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

	LSST	SCHO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.49	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.91	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.00	—

Correlation

The correlation between LSST and SCHO is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

LSST vs. SCHO - Dividend Comparison

LSST has not paid dividends to shareholders, while SCHO's dividend yield for the trailing twelve months is around 4.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSST Natixis Loomis Sayles Short Duration Income ETF	0.00%	0.00%	3.44%	3.85%	1.93%	2.73%	3.96%	2.70%	2.59%	0.00%	0.00%	0.00%
SCHO Schwab Short-Term U.S. Treasury ETF	4.00%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%

Drawdowns

Drawdown Indicators

	LSST	SCHO	Difference
Max Drawdown Largest peak-to-trough decline	—	-5.69%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-0.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-5.69%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-5.69%	—
Current Drawdown Current decline from peak	—	-0.45%	—
Average Drawdown Average peak-to-trough decline	—	-0.61%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.22%	—

Volatility

Volatility by Period

	LSST	SCHO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.52%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	1.97%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	1.55%	—