SCCR vs. SCHY

Last updated Jun 24, 2026

SCCR (Schwab Core Bond ETF) and SCHY (Schwab International Dividend Equity ETF) are both exchange-traded funds - SCCR is a Intermediate Core Bond fund actively managed by Charles Schwab, while SCHY is a Dividend fund tracking the Dow Jones International Dividend 100 Index. SCCR is actively managed, while SCHY is passively managed. Over the past year, SCCR returned 5.16% vs 21.30% for SCHY. At a 0.38 correlation, their price movements are largely independent. SCCR charges 0.16%/yr vs 0.08%/yr for SCHY.

Performance

SCCR vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Core Bond ETF (SCCR) and Schwab International Dividend Equity ETF (SCHY). 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 SCHY's 7.30% return.

SCCR

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

SCHY

• 1D: -0.22%
• 1M: -1.91%
• YTD: 7.30%
• 6M: 6.98%
• 1Y: 21.30%
• 3Y*: 14.83%
• 5Y*: 8.00%
• 10Y*: —

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

SCCR vs. SCHY - Yearly Performance Comparison

	2026 (YTD)	2025
SCCR Schwab Core Bond ETF	0.52%	7.00%
SCHY Schwab International Dividend Equity ETF	7.30%	29.44%

Correlation

The correlation between SCCR and SCHY is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Feb 5, 2025	0.38

Return for Risk

SCCR vs. SCHY — 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

SCHY

SCHY Risk / Return Rank: 50
SCHY Sharpe Ratio Rank: 54
SCHY Sortino Ratio Rank: 52
SCHY Omega Ratio Rank: 51
SCHY Calmar Ratio Rank: 49
SCHY Martin Ratio Rank: 45

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. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Core Bond ETF (SCCR) and Schwab International Dividend Equity ETF (SCHY). 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	SCHY	Difference
Sharpe ratio: Return per unit of total volatility	1.40	1.77	-0.37
Sortino ratio: Return per unit of downside risk	2.09	2.45	-0.35
Omega ratio: Gain probability vs. loss probability	1.24	1.31	-0.07
Calmar ratio: Return relative to maximum drawdown	1.84	2.35	-0.51
Martin ratio: Return relative to average drawdown	5.22	7.09	-1.87

SCCR vs. SCHY - Sharpe Ratio Comparison

The current SCCR Sharpe Ratio is 1.40, which is comparable to the SCHY Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of SCCR and SCHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SCCR vs. SCHY - Drawdown Comparison

The maximum SCCR drawdown since its inception was -2.81%, smaller than the maximum SCHY drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for SCCR and SCHY.

Drawdown Indicators

	SCCR	SCHY	Difference
Max Drawdown Largest peak-to-trough decline	-2.81%	-24.04%	+21.23%
Max Drawdown (1Y) Largest decline over 1 year	-2.81%	-9.11%	+6.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-12.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.04%	—
Current Drawdown Current decline from peak	-1.37%	-5.70%	+4.33%
Average Drawdown Average peak-to-trough decline	-0.79%	-4.96%	+4.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.99%	3.01%	-2.02%

Volatility

SCCR vs. SCHY - Volatility Comparison

The current volatility for Schwab Core Bond ETF (SCCR) is 1.06%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.27%. This indicates that SCCR experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCCR	SCHY	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.06%	3.27%	-2.21%
Volatility (6M) Calculated over the trailing 6-month period	2.78%	10.08%	-7.30%
Volatility (1Y) Calculated over the trailing 1-year period	3.70%	12.08%	-8.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.37%	13.27%	-8.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.37%	13.23%	-8.86%

SCCR vs. SCHY - Expense Ratio Comparison

SCCR has a 0.16% expense ratio, which is higher than SCHY'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. SCHY - Dividend Comparison

SCCR's dividend yield for the trailing twelve months is around 4.62%, more than SCHY's 3.46% yield.

Position	TTM	2025	2024	2023	2022	2021
SCCR Schwab Core Bond ETF	4.62%	3.91%	0.00%	0.00%	0.00%	0.00%
SCHY Schwab International Dividend Equity ETF	3.46%	3.55%	4.64%	3.97%	3.67%	1.73%

Frequently Asked Questions

Can I hold both SCCR and SCHY in my portfolio?

SCCR and SCHY have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCCR or SCHY?

SCHY has higher volatility (3.27%) compared to SCCR (1.06%). In terms of maximum drawdown, SCCR dropped -2.81% vs SCHY's -24.04%.

Which ETF is better, SCCR or SCHY?

On 1-year performance, SCHY leads with 21.30% vs 5.16% for SCCR. On fees, SCHY is cheaper at 0.08% 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.

Which ETF has performed better, SCCR or SCHY?

Over the 1-year period, SCHY has performed better with a 21.30% return vs 5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCCR or SCHY?

SCHY is cheaper with a 0.08% expense ratio, compared with 0.16% for SCCR.

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

SCCR has the higher dividend yield at 4.62%, compared with 3.46% for SCHY.

What is the main difference between SCCR and SCHY?

SCCR is categorized as Intermediate Core Bond, while SCHY is Dividend. Their fees differ too: 0.16% for SCCR and 0.08% for SCHY.

Which has better risk-adjusted returns?

SCHY currently has the higher Sharpe Ratio (1.77 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.