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SCHH vs. SPIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHH vs. SPIP - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHH achieves a 16.33% return, which is significantly higher than SPIP's 1.26% return. Over the past 10 years, SCHH has outperformed SPIP with an annualized return of 4.51%, while SPIP has yielded a comparatively lower 2.57% annualized return.


SCHH

1D
1.00%
1M
3.20%
YTD
16.33%
6M
16.33%
1Y
15.97%
3Y*
11.02%
5Y*
3.40%
10Y*
4.51%

SPIP

1D
-0.08%
1M
-0.22%
YTD
1.26%
6M
1.35%
1Y
4.52%
3Y*
3.94%
5Y*
0.79%
10Y*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHH vs. SPIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHH
Schwab US REIT ETF
16.33%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%
SPIP
SPDR Portfolio TIPS ETF
1.26%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%3.16%

Correlation

The correlation between SCHH and SPIP is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2011

0.12

The correlation between SCHH and SPIP shifts across timeframes, from 0.12 (all time) to 0.36 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHH vs. SPIP — Risk / Return Rank

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

SCHH
SCHH Risk / Return Rank: 3939
Overall Rank
SCHH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 3636
Sortino Ratio Rank
SCHH Omega Ratio Rank: 3636
Omega Ratio Rank
SCHH Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHH Martin Ratio Rank: 4343
Martin Ratio Rank

SPIP
SPIP Risk / Return Rank: 4343
Overall Rank
SPIP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3939
Omega Ratio Rank
SPIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4545
Martin Ratio Rank
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. SPIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US REIT ETF (SCHH) and SPDR Portfolio TIPS ETF (SPIP). 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.


SCHHSPIPDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratioReturn relative to maximum drawdown

1.94

2.22

-0.29

Martin ratioReturn relative to average drawdown

6.10

6.47

-0.38

SCHH vs. SPIP - Sharpe Ratio Comparison

The current SCHH Sharpe Ratio is 1.18, which is comparable to the SPIP Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of SCHH and SPIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHH vs. SPIP - Drawdown Comparison

The maximum SCHH drawdown since its inception was -44.22%, which is greater than SPIP's maximum drawdown of -15.39%. Use the drawdown chart below to compare losses from any high point for SCHH and SPIP.


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Drawdown Indicators


SCHHSPIPDifference

Max Drawdown

Largest peak-to-trough decline

-44.22%

-15.39%

-28.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-2.04%

-6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

-4.76%

-13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-33.28%

-15.39%

-17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

-15.39%

-28.83%

Current Drawdown

Current decline from peak

0.00%

-1.25%

+1.25%

Average Drawdown

Average peak-to-trough decline

-9.43%

-4.10%

-5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.70%

+1.93%

Volatility

SCHH vs. SPIP - Volatility Comparison

Schwab US REIT ETF (SCHH) has a higher volatility of 4.83% compared to SPDR Portfolio TIPS ETF (SPIP) at 1.02%. This indicates that SCHH's price experiences larger fluctuations and is considered to be riskier than SPIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHHSPIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

1.02%

+3.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

2.58%

+7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

3.57%

+9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.74%

6.57%

+12.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.99%

6.01%

+14.98%

SCHH vs. SPIP - Expense Ratio Comparison

SCHH has a 0.07% expense ratio, which is lower than SPIP's 0.12% 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

SCHH vs. SPIP - Dividend Comparison

SCHH's dividend yield for the trailing twelve months is around 2.69%, less than SPIP's 4.76% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHH
Schwab US REIT ETF
2.69%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%
SPIP
SPDR Portfolio TIPS ETF
4.76%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


SCHH and SPIP have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHH has higher volatility (4.83%) compared to SPIP (1.02%). In terms of maximum drawdown, SCHH dropped -44.22% vs SPIP's -15.39%.

On 10-year performance, SCHH leads with 4.51% vs 2.57% for SPIP. On fees, SCHH is cheaper at 0.07% per year. On volatility, SPIP has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHH has performed better with a 4.51% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 0.12% for SPIP.

SPIP has the higher dividend yield at 4.76%, compared with 2.69% for SCHH.

SCHH is categorized as REIT, while SPIP is Inflation-Protected Bonds. SCHH tracks Dow Jones Equity All REIT Capped Index, while SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index. They also come from different issuers: Charles Schwab and State Street. Their fees differ too: 0.07% for SCHH and 0.12% for SPIP.

SPIP currently has the higher Sharpe Ratio (1.27 vs 1.18), 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.

Portfolio Optimizer

Find the right allocation for SCHH and SPIP

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