PortfoliosLab logoPortfoliosLab logo
QLTA vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLTA vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QLTA achieves a 0.31% return, which is significantly higher than SCHI's 0.19% return.


QLTA

1D
-0.19%
1M
0.50%
YTD
0.31%
6M
0.04%
1Y
5.42%
3Y*
4.51%
5Y*
0.10%
10Y*
2.00%

SCHI

1D
-0.22%
1M
0.28%
YTD
0.19%
6M
0.09%
1Y
6.18%
3Y*
6.04%
5Y*
1.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTA vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.31%7.36%1.23%7.60%-15.14%-2.32%9.62%0.73%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.19%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%

Correlation

The correlation between QLTA and SCHI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.95

The correlation between QLTA and SCHI has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

QLTA vs. SCHI — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 3535
Overall Rank
QLTA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3434
Sortino Ratio Rank
QLTA Omega Ratio Rank: 3232
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3939
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3636
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 4141
Overall Rank
SCHI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3939
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4141
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4343
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.

QLTA vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


QLTASCHIDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.22

1.26

-0.05

Calmar ratioReturn relative to maximum drawdown

1.94

2.06

-0.13

Martin ratioReturn relative to average drawdown

5.80

6.98

-1.18

QLTA vs. SCHI - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 1.25, which is comparable to the SCHI Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of QLTA and SCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


QLTASCHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.49

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.19

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

Drawdowns

QLTA vs. SCHI - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for QLTA and SCHI.


Loading charts...

Drawdown Indicators


QLTASCHIDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-20.67%

-1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-3.01%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

-6.14%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-20.67%

-0.69%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

Current Drawdown

Current decline from peak

-3.41%

-1.36%

-2.05%

Average Drawdown

Average peak-to-trough decline

-4.68%

-5.71%

+1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

0.89%

+0.05%

Volatility

QLTA vs. SCHI - Volatility Comparison

iShares Aaa - A Rated Corporate Bond ETF (QLTA) and Schwab 5-10 Year Corporate Bond ETF (SCHI) have volatilities of 1.37% and 1.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QLTASCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.32%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

3.09%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.15%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

6.66%

+0.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

7.40%

-0.38%

QLTA vs. SCHI - Expense Ratio Comparison

QLTA has a 0.15% expense ratio, which is higher than SCHI's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

QLTA vs. SCHI - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.47%, less than SCHI's 5.05% yield.


PositionTTM20252024202320222021202020192018201720162015
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.47%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.05%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, QLTA and SCHI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

QLTA has higher volatility (1.37%) compared to SCHI (1.32%). In terms of maximum drawdown, QLTA dropped -22.27% vs SCHI's -20.67%.

On 5-year performance, SCHI leads with 1.26% vs 0.10% for QLTA. On fees, SCHI is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHI has performed better with a 1.26% return vs 0.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.15% for QLTA.

SCHI has the higher dividend yield at 5.05%, compared with 4.47% for QLTA.

QLTA tracks Bloomberg U.S. Corporate Aaa - A Capped Index, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.15% for QLTA and 0.05% for SCHI.

SCHI currently has the higher Sharpe Ratio (1.49 vs 1.25), 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

Find the right allocation for QLTA and SCHI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer