SCCR vs. IBTO
SCCR (Schwab Core Bond ETF) and IBTO (iShares iBonds Dec 2033 Term Treasury ETF) are both Intermediate Core Bond funds. SCCR is actively managed, while IBTO is passively managed. Over the past year, SCCR returned 5.16% vs 2.97% for IBTO. Their correlation of 0.91 suggests significant overlap in exposure. SCCR charges 0.16%/yr vs 0.07%/yr for IBTO.
Performance
SCCR vs. IBTO - Performance Comparison
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Returns By Period
In the year-to-date period, SCCR achieves a 0.52% return, which is significantly higher than IBTO's -0.53% return.
SCCR
- 1D
- 0.20%
- 1M
- 0.77%
- YTD
- 0.52%
- 6M
- 0.71%
- 1Y
- 5.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBTO
- 1D
- 0.10%
- 1M
- 0.47%
- YTD
- -0.53%
- 6M
- -0.45%
- 1Y
- 2.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCCR vs. IBTO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCCR Schwab Core Bond ETF | 0.52% | 7.00% |
IBTO iShares iBonds Dec 2033 Term Treasury ETF | -0.53% | 7.24% |
Correlation
The correlation between SCCR and IBTO is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025 | 0.91 |
The correlation between SCCR and IBTO has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
SCCR vs. IBTO — Risk / Return Rank
SCCR
IBTO
SCCR vs. IBTO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and iShares iBonds Dec 2033 Term Treasury ETF (IBTO). 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 | IBTO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.12 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 0.82 | +1.03 |
| Martin ratioReturn relative to average drawdown | 5.22 | 2.14 | +3.08 |
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Drawdowns
SCCR vs. IBTO - Drawdown Comparison
The maximum SCCR drawdown since its inception was -2.81%, smaller than the maximum IBTO drawdown of -8.36%. Use the drawdown chart below to compare losses from any high point for SCCR and IBTO.
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Drawdown Indicators
| SCCR | IBTO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.81% | -8.36% | +5.55% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -3.66% | +0.85% |
Current DrawdownCurrent decline from peak | -1.37% | -2.59% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -2.37% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 1.39% | -0.40% |
Volatility
SCCR vs. IBTO - Volatility Comparison
The current volatility for Schwab Core Bond ETF (SCCR) is 1.06%, while iShares iBonds Dec 2033 Term Treasury ETF (IBTO) has a volatility of 1.27%. This indicates that SCCR experiences smaller price fluctuations and is considered to be less risky than IBTO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCR | IBTO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 1.27% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 3.14% | -0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 4.39% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 6.59% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.37% | 6.59% | -2.22% |
SCCR vs. IBTO - Expense Ratio Comparison
SCCR has a 0.16% expense ratio, which is higher than IBTO's 0.07% 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
SCCR vs. IBTO - Dividend Comparison
SCCR's dividend yield for the trailing twelve months is around 4.62%, more than IBTO's 4.15% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBTO iShares iBonds Dec 2033 Term Treasury ETF | 4.15% | 4.05% | 4.23% | 1.66% |
SCCR Schwab Core Bond ETF | 4.62% | 3.91% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SCCR and IBTO 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.
IBTO has higher volatility (1.27%) compared to SCCR (1.06%). In terms of maximum drawdown, SCCR dropped -2.81% vs IBTO's -8.36%.
On 1-year performance, SCCR leads with 5.16% vs 2.97% for IBTO. On fees, IBTO is cheaper at 0.07% per year. On volatility, SCCR has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCCR has performed better with a 5.16% return vs 2.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBTO is cheaper with a 0.07% expense ratio, compared with 0.16% for SCCR.
SCCR has the higher dividend yield at 4.62%, compared with 4.15% for IBTO.
They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.16% for SCCR and 0.07% for IBTO.
SCCR currently has the higher Sharpe Ratio (1.40 vs 0.68), 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.
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