SCHH vs. OXLC
Compare and contrast key facts about Schwab US REIT ETF (SCHH) and Oxford Lane Capital Corp. (OXLC).
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.
Performance
SCHH vs. OXLC - Performance Comparison
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SCHH vs. OXLC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 5.45% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 3.68% |
OXLC Oxford Lane Capital Corp. | -24.57% | -24.38% | 24.58% | 16.52% | -24.15% | 59.91% | -15.79% | -0.98% | 12.86% | 13.47% |
Returns By Period
In the year-to-date period, SCHH achieves a 5.45% return, which is significantly higher than OXLC's -24.57% return. Over the past 10 years, SCHH has underperformed OXLC with an annualized return of 3.46%, while OXLC has yielded a comparatively higher 4.37% annualized return.
SCHH
- 1D
- 1.53%
- 1M
- -4.18%
- YTD
- 5.45%
- 6M
- 3.75%
- 1Y
- 4.49%
- 3Y*
- 7.65%
- 5Y*
- 3.84%
- 10Y*
- 3.46%
OXLC
- 1D
- -1.30%
- 1M
- 21.56%
- YTD
- -24.57%
- 6M
- -30.45%
- 1Y
- -44.55%
- 3Y*
- -8.19%
- 5Y*
- -3.50%
- 10Y*
- 4.37%
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Return for Risk
SCHH vs. OXLC — Risk / Return Rank
SCHH
OXLC
SCHH vs. OXLC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and Oxford Lane Capital Corp. (OXLC). 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.
| SCHH | OXLC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | -1.21 | +1.49 |
Sortino ratioReturn per unit of downside risk | 0.49 | -1.72 | +2.21 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.77 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.40 | -0.75 | +1.15 |
Martin ratioReturn relative to average drawdown | 1.55 | -1.45 | +3.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHH | OXLC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | -1.21 | +1.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.13 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.10 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.07 | +0.25 |
Correlation
The correlation between SCHH and OXLC is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SCHH vs. OXLC - Dividend Comparison
SCHH's dividend yield for the trailing twelve months is around 2.97%, less than OXLC's 51.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 2.97% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
OXLC Oxford Lane Capital Corp. | 51.72% | 35.86% | 20.12% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% |
Drawdowns
SCHH vs. OXLC - Drawdown Comparison
The maximum SCHH drawdown since its inception was -44.22%, smaller than the maximum OXLC drawdown of -74.58%. Use the drawdown chart below to compare losses from any high point for SCHH and OXLC.
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Drawdown Indicators
| SCHH | OXLC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.22% | -74.58% | +30.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -57.17% | +47.58% |
Max Drawdown (5Y)Largest decline over 5 years | -33.28% | -57.17% | +23.89% |
Max Drawdown (10Y)Largest decline over 10 years | -44.22% | -74.58% | +30.36% |
Current DrawdownCurrent decline from peak | -5.65% | -45.97% | +40.32% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -13.63% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 29.60% | -26.42% |
Volatility
SCHH vs. OXLC - Volatility Comparison
The current volatility for Schwab US REIT ETF (SCHH) is 4.96%, while Oxford Lane Capital Corp. (OXLC) has a volatility of 11.57%. This indicates that SCHH experiences smaller price fluctuations and is considered to be less risky than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHH | OXLC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.96% | 11.57% | -6.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.41% | 29.28% | -19.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 37.00% | -20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.70% | 26.34% | -7.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.97% | 42.62% | -21.65% |