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SCHH vs. KBWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHH and KBWY is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SCHH vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US REIT ETF (SCHH) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%NovemberDecember2025FebruaryMarchApril
139.65%
59.88%
SCHH
KBWY

Key characteristics

Sharpe Ratio

SCHH:

0.69

KBWY:

-0.20

Sortino Ratio

SCHH:

1.04

KBWY:

-0.15

Omega Ratio

SCHH:

1.14

KBWY:

0.98

Calmar Ratio

SCHH:

0.51

KBWY:

-0.12

Martin Ratio

SCHH:

2.20

KBWY:

-0.36

Ulcer Index

SCHH:

5.60%

KBWY:

11.42%

Daily Std Dev

SCHH:

17.89%

KBWY:

20.17%

Max Drawdown

SCHH:

-44.22%

KBWY:

-57.68%

Current Drawdown

SCHH:

-13.80%

KBWY:

-28.81%

Returns By Period

In the year-to-date period, SCHH achieves a -1.54% return, which is significantly higher than KBWY's -11.53% return. Over the past 10 years, SCHH has outperformed KBWY with an annualized return of 3.23%, while KBWY has yielded a comparatively lower -0.66% annualized return.


SCHH

YTD

-1.54%

1M

-3.19%

6M

-7.89%

1Y

12.84%

5Y*

7.42%

10Y*

3.23%

KBWY

YTD

-11.53%

1M

-7.42%

6M

-20.97%

1Y

-2.99%

5Y*

7.15%

10Y*

-0.66%

*Annualized

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SCHH vs. KBWY - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than KBWY's 0.35% expense ratio.


Expense ratio chart for KBWY: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWY: 0.35%
Expense ratio chart for SCHH: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHH: 0.07%

Risk-Adjusted Performance

SCHH vs. KBWY — Risk-Adjusted Performance Rank

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

SCHH
The Risk-Adjusted Performance Rank of SCHH is 6464
Overall Rank
The Sharpe Ratio Rank of SCHH is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHH is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SCHH is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHH is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SCHH is 6262
Martin Ratio Rank

KBWY
The Risk-Adjusted Performance Rank of KBWY is 1111
Overall Rank
The Sharpe Ratio Rank of KBWY is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWY is 1010
Sortino Ratio Rank
The Omega Ratio Rank of KBWY is 1010
Omega Ratio Rank
The Calmar Ratio Rank of KBWY is 1212
Calmar Ratio Rank
The Martin Ratio Rank of KBWY is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHH vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


The chart of Sharpe ratio for SCHH, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.00
SCHH: 0.69
KBWY: -0.20
The chart of Sortino ratio for SCHH, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.00
SCHH: 1.04
KBWY: -0.15
The chart of Omega ratio for SCHH, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
SCHH: 1.14
KBWY: 0.98
The chart of Calmar ratio for SCHH, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.00
SCHH: 0.51
KBWY: -0.12
The chart of Martin ratio for SCHH, currently valued at 2.20, compared to the broader market0.0020.0040.0060.00
SCHH: 2.20
KBWY: -0.36

The current SCHH Sharpe Ratio is 0.69, which is higher than the KBWY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SCHH and KBWY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.69
-0.20
SCHH
KBWY

Dividends

SCHH vs. KBWY - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 3.25%, less than KBWY's 10.04% yield.


TTM20242023202220212020201920182017201620152014
SCHH
Schwab US REIT ETF
3.25%3.22%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
10.04%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%4.57%

Drawdowns

SCHH vs. KBWY - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for SCHH and KBWY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.80%
-28.81%
SCHH
KBWY

Volatility

SCHH vs. KBWY - Volatility Comparison

The current volatility for Schwab US REIT ETF (SCHH) is 10.26%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 11.05%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.26%
11.05%
SCHH
KBWY