SCHF vs. USRT

Last updated Jun 13, 2026

SCHF (Schwab International Equity ETF) and USRT (iShares Core U.S. REIT ETF) are both exchange-traded funds - SCHF is a Foreign Large Cap Equities fund tracking the FTSE Developed ex U.S. Index, while USRT is a REIT fund tracking the FTSE NAREIT Equity REITs Index. Both are passively managed. Over the past 10 years, SCHF returned 10.82%/yr vs 6.67%/yr for USRT. A 0.54 correlation means they provide meaningful diversification when combined. SCHF charges 0.06%/yr vs 0.08%/yr for USRT.

Performance

SCHF vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Equity ETF (SCHF) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHF achieves a 15.39% return, which is significantly lower than USRT's 17.79% return. Over the past 10 years, SCHF has outperformed USRT with an annualized return of 10.82%, while USRT has yielded a comparatively lower 6.67% annualized return.

SCHF

• 1D: 0.29%
• 1M: 1.57%
• YTD: 15.39%
• 6M: 17.24%
• 1Y: 30.20%
• 3Y*: 19.18%
• 5Y*: 9.76%
• 10Y*: 10.82%

USRT

• 1D: 0.94%
• 1M: 3.13%
• YTD: 17.79%
• 6M: 17.95%
• 1Y: 19.33%
• 3Y*: 12.69%
• 5Y*: 5.06%
• 10Y*: 6.67%

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

SCHF vs. USRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SCHF Schwab International Equity ETF	15.39%	34.55%	3.28%	18.35%	-14.80%	11.40%	9.48%	22.26%	-14.29%	26.03%
USRT iShares Core U.S. REIT ETF	17.79%	2.44%	8.58%	13.64%	-24.43%	43.26%	-8.06%	25.98%	-4.67%	5.27%

Correlation

The correlation between SCHF and USRT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.57
Correlation (10Y) Calculated over the trailing 10-year period	0.51
Correlation (All Time) Calculated using the full available price history since Nov 3, 2009	0.54

The correlation between SCHF and USRT shifts across timeframes, from 0.43 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

SCHF vs. USRT - Sectors Allocation Comparison

Sectors	SCHF	USRT
Financial Services	24.0%	0.1%
Technology	21.4%	-
Industrials	8.9%	-
Healthcare	7.3%	-
Basic Materials	5.8%	-
Energy	5.5%	-
Consumer Defensive	4.5%	-
Consumer Cyclical	4.4%	-
Communication Services	1.8%	-
Utilities	1.0%	-
Real Estate	0.2%	99.4%

Return for Risk

SCHF vs. USRT — Risk / Return Rank

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

SCHF

SCHF Risk / Return Rank: 63
SCHF Sharpe Ratio Rank: 64
SCHF Sortino Ratio Rank: 62
SCHF Omega Ratio Rank: 63
SCHF Calmar Ratio Rank: 61
SCHF Martin Ratio Rank: 64

USRT

USRT Risk / Return Rank: 48
USRT Sharpe Ratio Rank: 47
USRT Sortino Ratio Rank: 44
USRT Omega Ratio Rank: 44
USRT Calmar Ratio Rank: 55
USRT Martin Ratio Rank: 52

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.

SCHF vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Equity ETF (SCHF) and iShares Core U.S. REIT ETF (USRT). 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.

	SCHF	USRT	Difference
Sharpe ratio: Return per unit of total volatility	1.82	1.43	+0.39
Sortino ratio: Return per unit of downside risk	2.52	2.00	+0.52
Omega ratio: Gain probability vs. loss probability	1.33	1.25	+0.08
Calmar ratio: Return relative to maximum drawdown	2.64	2.42	+0.23
Martin ratio: Return relative to average drawdown	10.14	7.79	+2.35

SCHF vs. USRT - Sharpe Ratio Comparison

The current SCHF Sharpe Ratio is 1.82, which is comparable to the USRT Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of SCHF and USRT, 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

SCHF vs. USRT - Drawdown Comparison

The maximum SCHF drawdown since its inception was -34.87%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for SCHF and USRT.

Drawdown Indicators

	SCHF	USRT	Difference
Max Drawdown Largest peak-to-trough decline	-34.87%	-69.92%	+35.05%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-8.04%	-3.44%
Max Drawdown (3Y) Largest decline over 3 years	-13.41%	-18.70%	+5.29%
Max Drawdown (5Y) Largest decline over 5 years	-29.14%	-31.03%	+1.89%
Max Drawdown (10Y) Largest decline over 10 years	-34.87%	-44.38%	+9.51%
Current Drawdown Current decline from peak	-1.00%	0.00%	-1.00%
Average Drawdown Average peak-to-trough decline	-7.37%	-12.96%	+5.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	2.49%	+0.50%

Volatility

SCHF vs. USRT - Volatility Comparison

Schwab International Equity ETF (SCHF) has a higher volatility of 6.91% compared to iShares Core U.S. REIT ETF (USRT) at 4.71%. This indicates that SCHF's price experiences larger fluctuations and is considered to be riskier than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHF	USRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.91%	4.71%	+2.20%
Volatility (6M) Calculated over the trailing 6-month period	14.42%	9.64%	+4.78%
Volatility (1Y) Calculated over the trailing 1-year period	16.67%	13.57%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.56%	18.92%	-2.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	21.30%	-4.06%

SCHF vs. USRT - Expense Ratio Comparison

SCHF has a 0.06% expense ratio, which is lower than USRT's 0.08% 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

SCHF vs. USRT - Dividend Comparison

SCHF's dividend yield for the trailing twelve months is around 2.96%, more than USRT's 2.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHF Schwab International Equity ETF	2.96%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
USRT iShares Core U.S. REIT ETF	2.56%	3.07%	2.85%	3.18%	3.46%	2.27%	3.12%	3.34%	5.66%	3.44%	3.98%	3.59%

Frequently Asked Questions

Can I hold both SCHF and USRT in my portfolio?

SCHF and USRT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHF or USRT?

SCHF has higher volatility (6.91%) compared to USRT (4.71%). In terms of maximum drawdown, SCHF dropped -34.87% vs USRT's -69.92%.

Which ETF is better, SCHF or USRT?

On 10-year performance, SCHF leads with 10.82% vs 6.67% for USRT. On fees, SCHF is cheaper at 0.06% per year. On volatility, USRT has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHF or USRT?

Over the 10-year period, SCHF has performed better with a 10.82% return vs 6.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHF or USRT?

SCHF is cheaper with a 0.06% expense ratio, compared with 0.08% for USRT.

Which ETF pays a higher dividend yield, SCHF or USRT?

SCHF has the higher dividend yield at 2.96%, compared with 2.56% for USRT.

What is the main difference between SCHF and USRT?

SCHF is categorized as Foreign Large Cap Equities, while USRT is REIT. SCHF tracks FTSE Developed ex U.S. Index, while USRT tracks FTSE NAREIT Equity REITs Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.06% for SCHF and 0.08% for USRT.

Which has better risk-adjusted returns?

SCHF currently has the higher Sharpe Ratio (1.82 vs 1.43), 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.