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MBB vs. SCHF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBB vs. SCHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MBS Bond ETF (MBB) and Schwab International Equity ETF (SCHF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MBB achieves a 1.01% return, which is significantly lower than SCHF's 16.81% return. Over the past 10 years, MBB has underperformed SCHF with an annualized return of 1.33%, while SCHF has yielded a comparatively higher 10.78% annualized return.


MBB

1D
0.15%
1M
1.37%
YTD
1.01%
6M
1.52%
1Y
6.57%
3Y*
4.44%
5Y*
0.52%
10Y*
1.33%

SCHF

1D
1.23%
1M
5.17%
YTD
16.81%
6M
17.93%
1Y
33.37%
3Y*
19.26%
5Y*
10.11%
10Y*
10.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MBB vs. SCHF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MBB
iShares MBS Bond ETF
1.01%8.38%1.31%5.01%-11.74%-1.43%4.08%6.18%0.82%2.49%
SCHF
Schwab International Equity ETF
16.81%34.55%3.28%18.35%-14.80%11.40%9.48%22.26%-14.29%26.03%

Correlation

The correlation between MBB and SCHF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.37

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2009

0.02

Over the past year, MBB and SCHF have become more correlated (0.44) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

MBB vs. SCHF — Risk / Return Rank

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

MBB
MBB Risk / Return Rank: 4747
Overall Rank
MBB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MBB Sortino Ratio Rank: 4848
Sortino Ratio Rank
MBB Omega Ratio Rank: 4646
Omega Ratio Rank
MBB Calmar Ratio Rank: 4949
Calmar Ratio Rank
MBB Martin Ratio Rank: 4747
Martin Ratio Rank

SCHF
SCHF Risk / Return Rank: 6868
Overall Rank
SCHF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SCHF Sortino Ratio Rank: 6767
Sortino Ratio Rank
SCHF Omega Ratio Rank: 6969
Omega Ratio Rank
SCHF Calmar Ratio Rank: 6565
Calmar Ratio Rank
SCHF Martin Ratio Rank: 6868
Martin Ratio Rank
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.

MBB vs. SCHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MBS Bond ETF (MBB) and Schwab International Equity ETF (SCHF). 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.


MBBSCHFDifference
Sharpe ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.27

1.36

-0.09

Calmar ratioReturn relative to maximum drawdown

2.24

2.92

-0.68

Martin ratioReturn relative to average drawdown

7.12

11.21

-4.09

MBB vs. SCHF - Sharpe Ratio Comparison

The current MBB Sharpe Ratio is 1.49, which is comparable to the SCHF Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MBB and SCHF, 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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Drawdowns

MBB vs. SCHF - Drawdown Comparison

The maximum MBB drawdown since its inception was -17.64%, smaller than the maximum SCHF drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for MBB and SCHF.


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Drawdown Indicators


MBBSCHFDifference

Max Drawdown

Largest peak-to-trough decline

-17.64%

-34.87%

+17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-11.48%

+8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-7.68%

-13.41%

+5.73%

Max Drawdown (5Y)

Largest decline over 5 years

-17.19%

-29.14%

+11.95%

Max Drawdown (10Y)

Largest decline over 10 years

-17.64%

-34.87%

+17.23%

Current Drawdown

Current decline from peak

-1.09%

0.00%

-1.09%

Average Drawdown

Average peak-to-trough decline

-2.35%

-7.37%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

2.98%

-2.06%

Volatility

MBB vs. SCHF - Volatility Comparison

The current volatility for iShares MBS Bond ETF (MBB) is 1.58%, while Schwab International Equity ETF (SCHF) has a volatility of 7.00%. This indicates that MBB experiences smaller price fluctuations and is considered to be less risky than SCHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBBSCHFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.58%

7.00%

-5.42%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

14.45%

-11.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

16.68%

-12.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.82%

16.58%

-9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

17.24%

-11.93%

MBB vs. SCHF - Expense Ratio Comparison

Both MBB and SCHF have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

MBB vs. SCHF - Dividend Comparison

MBB's dividend yield for the trailing twelve months is around 4.26%, more than SCHF's 2.93% yield.


PositionTTM20252024202320222021202020192018201720162015
MBB
iShares MBS Bond ETF
4.26%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%
SCHF
Schwab International Equity ETF
2.93%3.42%3.26%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%

Frequently Asked Questions


MBB and SCHF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHF has higher volatility (7.00%) compared to MBB (1.58%). In terms of maximum drawdown, MBB dropped -17.64% vs SCHF's -34.87%.

On 10-year performance, SCHF leads with 10.78% vs 1.33% for MBB. Both ETFs have the same 0.06% expense ratio. On volatility, MBB has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHF has performed better with a 10.78% return vs 1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBB and SCHF have the same expense ratio: 0.06% per year.

MBB has the higher dividend yield at 4.26%, compared with 2.93% for SCHF.

MBB is categorized as Mortgage Backed Securities, while SCHF is Foreign Large Cap Equities. MBB tracks Barclays Capital U.S. MBS Index, while SCHF tracks FTSE Developed ex U.S. Index. They also come from different issuers: iShares and Charles Schwab.

SCHF currently has the higher Sharpe Ratio (2.01 vs 1.49), 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.

Portfolio Optimizer

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