SCHH vs. MPW
Compare and contrast key facts about Schwab US REIT ETF (SCHH) and Medical Properties Trust, Inc. (MPW).
SCHH is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Jan 13, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHH or MPW.
Performance
SCHH vs. MPW - Performance Comparison
Returns By Period
In the year-to-date period, SCHH achieves a 9.61% return, which is significantly higher than MPW's -7.29% return. Over the past 10 years, SCHH has outperformed MPW with an annualized return of 4.45%, while MPW has yielded a comparatively lower -4.24% annualized return.
SCHH
9.61%
-4.18%
12.78%
23.39%
1.78%
4.45%
MPW
-7.29%
-15.39%
-11.87%
1.72%
-21.17%
-4.24%
Key characteristics
| SCHH | MPW | |
|---|---|---|
| Sharpe Ratio | 1.45 | 0.03 |
| Sortino Ratio | 2.05 | 0.59 |
| Omega Ratio | 1.26 | 1.08 |
| Calmar Ratio | 0.89 | 0.03 |
| Martin Ratio | 5.37 | 0.10 |
| Ulcer Index | 4.31% | 21.64% |
| Daily Std Dev | 15.97% | 73.00% |
| Max Drawdown | -44.22% | -84.50% |
| Current Drawdown | -8.59% | -77.02% |
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Correlation
The correlation between SCHH and MPW is 0.70, 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.
Risk-Adjusted Performance
SCHH vs. MPW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and Medical Properties Trust, Inc. (MPW). 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.
Dividends
SCHH vs. MPW - Dividend Comparison
SCHH's dividend yield for the trailing twelve months is around 2.98%, less than MPW's 12.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 2.98% | 3.24% | 2.55% | 1.50% | 2.86% | 2.87% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
MPW Medical Properties Trust, Inc. | 12.55% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
Drawdowns
SCHH vs. MPW - Drawdown Comparison
The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum MPW drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for SCHH and MPW. For additional features, visit the drawdowns tool.
Volatility
SCHH vs. MPW - Volatility Comparison
The current volatility for Schwab US REIT ETF (SCHH) is 4.98%, while Medical Properties Trust, Inc. (MPW) has a volatility of 16.38%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than MPW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.