SCCR vs. ICSH
SCCR (Schwab Core Bond ETF) and ICSH (iShares Ultra Short Duration Bond Active ETF) are both exchange-traded funds - SCCR is a Intermediate Core Bond fund actively managed by Charles Schwab, while ICSH is a Ultrashort Bond fund actively managed by iShares. Both are actively managed. Over the past year, SCCR returned 5.16% vs 4.15% for ICSH. At a 0.46 correlation, their price movements are largely independent. SCCR charges 0.16%/yr vs 0.08%/yr for ICSH.
Performance
SCCR vs. ICSH - Performance Comparison
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Returns By Period
In the year-to-date period, SCCR achieves a 0.52% return, which is significantly lower than ICSH's 1.55% return.
SCCR
- 1D
- 0.20%
- 1M
- 0.77%
- YTD
- 0.52%
- 6M
- 0.71%
- 1Y
- 5.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ICSH
- 1D
- 0.04%
- 1M
- 0.24%
- YTD
- 1.55%
- 6M
- 1.72%
- 1Y
- 4.15%
- 3Y*
- 5.11%
- 5Y*
- 3.69%
- 10Y*
- 2.77%
SCCR vs. ICSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCCR Schwab Core Bond ETF | 0.52% | 7.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 1.55% | 4.41% |
Correlation
The correlation between SCCR and ICSH is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025 | 0.46 |
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Return for Risk
SCCR vs. ICSH — Risk / Return Rank
SCCR
ICSH
SCCR vs. ICSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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 | ICSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.80 | ||
| Sortino ratioReturn per unit of downside risk | -20.27 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 5.60 | -4.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.84 | 42.20 | -40.36 |
| Martin ratioReturn relative to average drawdown | 5.22 | 238.45 | -233.23 |
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Drawdowns
SCCR vs. ICSH - Drawdown Comparison
The maximum SCCR drawdown since its inception was -2.81%, smaller than the maximum ICSH drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for SCCR and ICSH.
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Drawdown Indicators
| SCCR | ICSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.81% | -3.94% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -0.10% | -2.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -0.10% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.73% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -3.94% | — |
Current DrawdownCurrent decline from peak | -1.37% | -0.05% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -0.08% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 0.02% | +0.97% |
Volatility
SCCR vs. ICSH - Volatility Comparison
Schwab Core Bond ETF (SCCR) has a higher volatility of 1.06% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.16%. This indicates that SCCR's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCCR | ICSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.06% | 0.16% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 0.32% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 0.41% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.37% | 0.49% | +3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.37% | 1.06% | +3.31% |
SCCR vs. ICSH - Expense Ratio Comparison
SCCR has a 0.16% expense ratio, which is higher than ICSH's 0.08% 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. ICSH - Dividend Comparison
SCCR's dividend yield for the trailing twelve months is around 4.62%, more than ICSH's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSH iShares Ultra Short Duration Bond Active ETF | 4.34% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
SCCR Schwab Core Bond ETF | 4.62% | 3.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCCR and ICSH have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCCR has higher volatility (1.06%) compared to ICSH (0.16%). In terms of maximum drawdown, SCCR dropped -2.81% vs ICSH's -3.94%.
On 1-year performance, SCCR leads with 5.16% vs 4.15% for ICSH. On fees, ICSH is cheaper at 0.08% per year. On volatility, ICSH has been the lower-risk option at 0.16%. 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 4.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ICSH is cheaper with a 0.08% expense ratio, compared with 0.16% for SCCR.
SCCR has the higher dividend yield at 4.62%, compared with 4.34% for ICSH.
SCCR is categorized as Intermediate Core Bond, while ICSH is Ultrashort Bond. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.16% for SCCR and 0.08% for ICSH.
ICSH currently has the higher Sharpe Ratio (10.20 vs 1.40), 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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