SCHH vs. RWR

In the year-to-date period, SCHH achieves a -4.54% return, which is significantly higher than RWR's -7.11% return. Over the past 10 years, SCHH has underperformed RWR with an annualized return of 2.69%, while RWR has yielded a comparatively higher 3.41% annualized return.

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SCHH has a 0.07% expense ratio, which is lower than RWR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and SPDR Dow Jones REIT ETF (RWR). 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 current SCHH Sharpe Ratio is 0.27, which is comparable to the RWR Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SCHH and RWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SCHH's dividend yield for the trailing twelve months is around 3.35%, less than RWR's 4.14% yield.

The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum RWR drawdown of -74.92%. Use the drawdown chart below to compare losses from any high point for SCHH and RWR. For additional features, visit the drawdowns tool.

The current volatility for Schwab US REIT ETF (SCHH) is NaN%, while SPDR Dow Jones REIT ETF (RWR) has a volatility of NaN%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than RWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.