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NETL vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NETL and SCHH is 0.56, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NETL vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NETLease Corporate Real Estate ETF (NETL) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
25.25%
11.63%
NETL
SCHH

Key characteristics

Sharpe Ratio

NETL:

0.61

SCHH:

0.76

Sortino Ratio

NETL:

0.95

SCHH:

1.13

Omega Ratio

NETL:

1.12

SCHH:

1.15

Calmar Ratio

NETL:

0.50

SCHH:

0.56

Martin Ratio

NETL:

1.50

SCHH:

2.44

Ulcer Index

NETL:

7.10%

SCHH:

5.56%

Daily Std Dev

NETL:

17.59%

SCHH:

17.89%

Max Drawdown

NETL:

-51.48%

SCHH:

-44.22%

Current Drawdown

NETL:

-12.66%

SCHH:

-13.59%

Returns By Period

In the year-to-date period, NETL achieves a 2.81% return, which is significantly higher than SCHH's -1.30% return.


NETL

YTD

2.81%

1M

-2.42%

6M

-7.93%

1Y

9.89%

5Y*

10.77%

10Y*

N/A

SCHH

YTD

-1.30%

1M

-2.50%

6M

-8.55%

1Y

12.58%

5Y*

7.48%

10Y*

3.22%

*Annualized

Compare stocks, funds, or ETFs

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NETL vs. SCHH - Expense Ratio Comparison

NETL has a 0.60% expense ratio, which is higher than SCHH's 0.07% expense ratio.


Expense ratio chart for NETL: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NETL: 0.60%
Expense ratio chart for SCHH: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHH: 0.07%

Risk-Adjusted Performance

NETL vs. SCHH — Risk-Adjusted Performance Rank

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

NETL
The Risk-Adjusted Performance Rank of NETL is 6161
Overall Rank
The Sharpe Ratio Rank of NETL is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of NETL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of NETL is 6060
Omega Ratio Rank
The Calmar Ratio Rank of NETL is 6262
Calmar Ratio Rank
The Martin Ratio Rank of NETL is 5252
Martin Ratio Rank

SCHH
The Risk-Adjusted Performance Rank of SCHH is 7070
Overall Rank
The Sharpe Ratio Rank of SCHH is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NETL vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NETLease Corporate Real Estate ETF (NETL) and Schwab US REIT ETF (SCHH). 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.


The chart of Sharpe ratio for NETL, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
NETL: 0.61
SCHH: 0.76
The chart of Sortino ratio for NETL, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
NETL: 0.95
SCHH: 1.13
The chart of Omega ratio for NETL, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
NETL: 1.12
SCHH: 1.15
The chart of Calmar ratio for NETL, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
NETL: 0.50
SCHH: 0.56
The chart of Martin ratio for NETL, currently valued at 1.50, compared to the broader market0.0020.0040.0060.00
NETL: 1.50
SCHH: 2.44

The current NETL Sharpe Ratio is 0.61, which is comparable to the SCHH Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of NETL and SCHH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.61
0.76
NETL
SCHH

Dividends

NETL vs. SCHH - Dividend Comparison

NETL's dividend yield for the trailing twelve months is around 4.60%, more than SCHH's 3.24% yield.


TTM20242023202220212020201920182017201620152014
NETL
NETLease Corporate Real Estate ETF
4.60%5.08%4.56%4.47%4.03%3.98%2.52%0.00%0.00%0.00%0.00%0.00%
SCHH
Schwab US REIT ETF
3.24%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%

Drawdowns

NETL vs. SCHH - Drawdown Comparison

The maximum NETL drawdown since its inception was -51.48%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for NETL and SCHH. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-12.66%
-13.59%
NETL
SCHH

Volatility

NETL vs. SCHH - Volatility Comparison

The current volatility for NETLease Corporate Real Estate ETF (NETL) is 9.38%, while Schwab US REIT ETF (SCHH) has a volatility of 10.27%. This indicates that NETL experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
9.38%
10.27%
NETL
SCHH