SCCR vs. DDV

Last updated Jun 24, 2026

SCCR (Schwab Core Bond ETF) and DDV (Defined Duration 5 ETF) are both Intermediate Core Bond funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. SCCR charges 0.16%/yr vs 0.25%/yr for DDV.

Performance

SCCR vs. DDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Core Bond ETF (SCCR) and Defined Duration 5 ETF (DDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCCR achieves a 0.52% return, which is significantly lower than DDV's 2.12% return.

SCCR

• 1D: 0.20%
• 1M: 0.77%
• YTD: 0.52%
• 6M: 0.71%
• 1Y: 5.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DDV

• 1D: -0.30%
• 1M: 0.20%
• YTD: 2.12%
• 6M: 2.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCCR vs. DDV - Yearly Performance Comparison

	2026 (YTD)	2025
SCCR Schwab Core Bond ETF	0.52%	0.34%
DDV Defined Duration 5 ETF	2.12%	0.47%

Correlation

The correlation between SCCR and DDV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025	0.65

Return for Risk

SCCR vs. DDV — Risk / Return Rank

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

SCCR

SCCR Risk / Return Rank: 40
SCCR Sharpe Ratio Rank: 42
SCCR Sortino Ratio Rank: 44
SCCR Omega Ratio Rank: 39
SCCR Calmar Ratio Rank: 39
SCCR Martin Ratio Rank: 37

DDV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SCCR vs. DDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Defined Duration 5 ETF (DDV). 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.

	SCCR	DDV	Difference
Sharpe ratio: Return per unit of total volatility	1.40	—	—
Sortino ratio: Return per unit of downside risk	2.09	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.84	—	—
Martin ratio: Return relative to average drawdown	5.22	—	—

Drawdowns

SCCR vs. DDV - Drawdown Comparison

The maximum SCCR drawdown since its inception was -2.81%, which is greater than DDV's maximum drawdown of -1.92%. Use the drawdown chart below to compare losses from any high point for SCCR and DDV.

Drawdown Indicators

	SCCR	DDV	Difference
Max Drawdown Largest peak-to-trough decline	-2.81%	-1.92%	-0.89%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	—	—
Current Drawdown Current decline from peak	-1.37%	-0.32%	-1.05%
Average Drawdown Average peak-to-trough decline	-0.79%	-0.35%	-0.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	—	—

Volatility

Volatility by Period

	SCCR	DDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.70%	2.69%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.37%	2.69%	+1.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.37%	2.69%	+1.68%

SCCR vs. DDV - Expense Ratio Comparison

SCCR has a 0.16% expense ratio, which is lower than DDV'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%.

Dividends

SCCR vs. DDV - Dividend Comparison

SCCR's dividend yield for the trailing twelve months is around 4.62%, more than DDV's 1.21% yield.

Position	TTM	2025
DDV Defined Duration 5 ETF	1.21%	0.42%
SCCR Schwab Core Bond ETF	4.62%	3.91%

Frequently Asked Questions

Can I hold both SCCR and DDV in my portfolio?

SCCR and DDV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCCR or DDV?

On fees, SCCR is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SCCR or DDV?

SCCR is cheaper with a 0.16% expense ratio, compared with 0.25% for DDV.

Which ETF pays a higher dividend yield, SCCR or DDV?

SCCR has the higher dividend yield at 4.62%, compared with 1.21% for DDV.

What is the main difference between SCCR and DDV?

They also come from different issuers: Charles Schwab and Discipline Funds. Their fees differ too: 0.16% for SCCR and 0.25% for DDV.