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SCHD vs. USFR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHD vs. USFR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Dividend Equity ETF (SCHD) and WisdomTree Floating Rate Treasury Fund (USFR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHD achieves a 19.01% return, which is significantly higher than USFR's 1.60% return. Over the past 10 years, SCHD has outperformed USFR with an annualized return of 12.77%, while USFR has yielded a comparatively lower 2.47% annualized return.


SCHD

1D
0.00%
1M
2.70%
YTD
19.01%
6M
18.63%
1Y
27.16%
3Y*
15.09%
5Y*
8.36%
10Y*
12.77%

USFR

1D
0.02%
1M
0.29%
YTD
1.60%
6M
1.98%
1Y
4.03%
3Y*
4.76%
5Y*
3.66%
10Y*
2.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHD vs. USFR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHD
Schwab U.S. Dividend Equity ETF
19.01%4.34%11.66%4.54%-3.26%29.87%15.03%27.29%-5.56%20.85%
USFR
WisdomTree Floating Rate Treasury Fund
1.60%4.23%5.47%5.18%1.98%-0.03%0.56%2.02%2.01%1.03%

Correlation

The correlation between SCHD and USFR is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.08

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2014

0.00

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Return for Risk

SCHD vs. USFR — Risk / Return Rank

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

SCHD
SCHD Risk / Return Rank: 8080
Overall Rank
SCHD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SCHD Sortino Ratio Rank: 8484
Sortino Ratio Rank
SCHD Omega Ratio Rank: 7373
Omega Ratio Rank
SCHD Calmar Ratio Rank: 9191
Calmar Ratio Rank
SCHD Martin Ratio Rank: 7575
Martin Ratio Rank

USFR
USFR Risk / Return Rank: 100100
Overall Rank
USFR Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
USFR Sortino Ratio Rank: 100100
Sortino Ratio Rank
USFR Omega Ratio Rank: 100100
Omega Ratio Rank
USFR Calmar Ratio Rank: 100100
Calmar Ratio Rank
USFR Martin Ratio Rank: 100100
Martin Ratio Rank
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.

SCHD vs. USFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Dividend Equity ETF (SCHD) and WisdomTree Floating Rate Treasury Fund (USFR). 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.


SCHDUSFRDifference
Sharpe ratioReturn per unit of total volatility

-12.62

Sortino ratioReturn per unit of downside risk

-46.78

Omega ratioGain probability vs. loss probability

1.45

13.43

-11.98

Calmar ratioReturn relative to maximum drawdown

5.91

203.42

-197.51

Martin ratioReturn relative to average drawdown

14.53

787.84

-773.31

SCHD vs. USFR - Sharpe Ratio Comparison

The current SCHD Sharpe Ratio is 2.49, which is lower than the USFR Sharpe Ratio of 15.11. The chart below compares the historical Sharpe Ratios of SCHD and USFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHDUSFRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

15.11

-12.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

9.26

-8.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

3.07

-2.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

1.60

-0.74

Drawdowns

SCHD vs. USFR - Drawdown Comparison

The maximum SCHD drawdown since its inception was -33.37%, which is greater than USFR's maximum drawdown of -1.36%. Use the drawdown chart below to compare losses from any high point for SCHD and USFR.


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Drawdown Indicators


SCHDUSFRDifference

Max Drawdown

Largest peak-to-trough decline

-33.37%

-1.36%

-32.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-0.02%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.13%

-0.06%

-16.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-0.18%

-16.67%

Max Drawdown (10Y)

Largest decline over 10 years

-33.37%

-0.80%

-32.57%

Current Drawdown

Current decline from peak

-1.40%

0.00%

-1.40%

Average Drawdown

Average peak-to-trough decline

-3.32%

-0.16%

-3.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

0.01%

+1.87%

Volatility

SCHD vs. USFR - Volatility Comparison

Schwab U.S. Dividend Equity ETF (SCHD) has a higher volatility of 2.66% compared to WisdomTree Floating Rate Treasury Fund (USFR) at 0.06%. This indicates that SCHD's price experiences larger fluctuations and is considered to be riskier than USFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHDUSFRDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

0.06%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

0.18%

+7.48%

Volatility (1Y)

Calculated over the trailing 1-year period

10.96%

0.27%

+10.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.38%

0.40%

+13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

0.81%

+15.91%

SCHD vs. USFR - Expense Ratio Comparison

SCHD has a 0.06% expense ratio, which is lower than USFR's 0.15% 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

SCHD vs. USFR - Dividend Comparison

SCHD's dividend yield for the trailing twelve months is around 3.26%, less than USFR's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHD
Schwab U.S. Dividend Equity ETF
3.26%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
USFR
WisdomTree Floating Rate Treasury Fund
3.91%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%0.00%

Frequently Asked Questions


SCHD and USFR have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHD has higher volatility (2.66%) compared to USFR (0.06%). In terms of maximum drawdown, SCHD dropped -33.37% vs USFR's -1.36%.

On 10-year performance, SCHD leads with 12.77% vs 2.47% for USFR. On fees, SCHD is cheaper at 0.06% per year. On volatility, USFR has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHD has performed better with a 12.77% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHD is cheaper with a 0.06% expense ratio, compared with 0.15% for USFR.

USFR has the higher dividend yield at 3.91%, compared with 3.26% for SCHD.

SCHD is categorized as Dividend, while USFR is Government Bonds. SCHD tracks Dow Jones U.S. Dividend 100 Index, while USFR tracks Bloomberg U.S. Treasury Floating Rate Bond Index. They also come from different issuers: Charles Schwab and WisdomTree. Their fees differ too: 0.06% for SCHD and 0.15% for USFR.

USFR currently has the higher Sharpe Ratio (15.11 vs 2.49), 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.

Portfolio Optimizer

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