SCHH vs. EGGQ

Last updated Jun 25, 2026

SCHH (Schwab US REIT ETF) and EGGQ (NestYield Visionary ETF) are both exchange-traded funds - SCHH is a REIT fund tracking the Dow Jones Equity All REIT Capped Index, while EGGQ is a Derivative Income fund actively managed by NestYield. SCHH is passively managed, while EGGQ is actively managed. Over the past year, SCHH returned 13.39% vs 54.01% for EGGQ. At a 0.03 correlation, their price movements are largely independent. SCHH charges 0.07%/yr vs 0.89%/yr for EGGQ.

Performance

SCHH vs. EGGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and NestYield Visionary ETF (EGGQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCHH achieves a 14.69% return, which is significantly lower than EGGQ's 38.62% return.

SCHH

• 1D: -0.63%
• 1M: 0.59%
• YTD: 14.69%
• 6M: 14.47%
• 1Y: 13.39%
• 3Y*: 11.85%
• 5Y*: 3.39%
• 10Y*: 4.23%

EGGQ

• 1D: -0.81%
• 1M: 8.90%
• YTD: 38.62%
• 6M: 35.12%
• 1Y: 54.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCHH vs. EGGQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SCHH Schwab US REIT ETF	14.69%	2.20%	0.57%
EGGQ NestYield Visionary ETF	38.62%	25.92%	-0.88%

Correlation

The correlation between SCHH and EGGQ is -0.06, 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	-0.06
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.03

Return for Risk

SCHH vs. EGGQ — Risk / Return Rank

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

SCHH

SCHH Risk / Return Rank: 31
SCHH Sharpe Ratio Rank: 29
SCHH Sortino Ratio Rank: 27
SCHH Omega Ratio Rank: 27
SCHH Calmar Ratio Rank: 35
SCHH Martin Ratio Rank: 36

EGGQ

EGGQ Risk / Return Rank: 52
EGGQ Sharpe Ratio Rank: 53
EGGQ Sortino Ratio Rank: 45
EGGQ Omega Ratio Rank: 49
EGGQ Calmar Ratio Rank: 62
EGGQ Martin Ratio Rank: 48

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.

SCHH vs. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and NestYield Visionary ETF (EGGQ). 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.

	SCHH	EGGQ	Difference
Sharpe ratio: Return per unit of total volatility	0.97	1.60	-0.63
Sortino ratio: Return per unit of downside risk	1.39	2.06	-0.67
Omega ratio: Gain probability vs. loss probability	1.18	1.28	-0.11
Calmar ratio: Return relative to maximum drawdown	1.62	2.75	-1.12
Martin ratio: Return relative to average drawdown	5.12	7.30	-2.18

SCHH vs. EGGQ - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 0.97, which is lower than the EGGQ Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SCHH and EGGQ, 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

SCHH vs. EGGQ - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, which is greater than EGGQ's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for SCHH and EGGQ.

Drawdown Indicators

	SCHH	EGGQ	Difference
Max Drawdown Largest peak-to-trough decline	-44.22%	-22.70%	-21.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.28%	-19.76%	+11.48%
Max Drawdown (3Y) Largest decline over 3 years	-17.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-33.28%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.22%	—	—
Current Drawdown Current decline from peak	-1.41%	-7.00%	+5.59%
Average Drawdown Average peak-to-trough decline	-9.42%	-5.64%	-3.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	7.42%	-4.77%

Volatility

SCHH vs. EGGQ - Volatility Comparison

The current volatility for Schwab US REIT ETF (SCHH) is 5.41%, while NestYield Visionary ETF (EGGQ) has a volatility of 15.90%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than EGGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCHH	EGGQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	15.90%	-10.49%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	28.25%	-17.82%
Volatility (1Y) Calculated over the trailing 1-year period	13.84%	34.07%	-20.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.77%	34.11%	-15.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.01%	34.11%	-13.10%

SCHH vs. EGGQ - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than EGGQ's 0.89% expense ratio.

Dividends

SCHH vs. EGGQ - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.73%, less than EGGQ's 5.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGQ NestYield Visionary ETF	5.51%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHH Schwab US REIT ETF	2.73%	3.04%	3.22%	3.24%	2.55%	1.50%	2.86%	2.86%	3.64%	2.22%	2.81%	2.48%

Frequently Asked Questions

Can I hold both SCHH and EGGQ in my portfolio?

SCHH and EGGQ have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCHH or EGGQ?

EGGQ has higher volatility (15.90%) compared to SCHH (5.41%). In terms of maximum drawdown, SCHH dropped -44.22% vs EGGQ's -22.70%.

Which ETF is better, SCHH or EGGQ?

On 1-year performance, EGGQ leads with 54.01% vs 13.39% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, SCHH has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCHH or EGGQ?

Over the 1-year period, EGGQ has performed better with a 54.01% return vs 13.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCHH or EGGQ?

SCHH is cheaper with a 0.07% expense ratio, compared with 0.89% for EGGQ.

Which ETF pays a higher dividend yield, SCHH or EGGQ?

EGGQ has the higher dividend yield at 5.51%, compared with 2.73% for SCHH.

What is the main difference between SCHH and EGGQ?

SCHH is categorized as REIT, while EGGQ is Derivative Income. They also come from different issuers: Charles Schwab and NestYield. Their fees differ too: 0.07% for SCHH and 0.89% for EGGQ.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (1.60 vs 0.97), 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.