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SCHI vs. HYLB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHI vs. HYLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). The values are adjusted to include any dividend payments, if applicable.

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SCHI vs. HYLB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
-0.37%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
0.02%8.74%8.14%12.03%-10.80%3.94%5.04%2.90%

Returns By Period

In the year-to-date period, SCHI achieves a -0.37% return, which is significantly lower than HYLB's 0.02% return.


SCHI

1D
0.06%
1M
-1.55%
YTD
-0.37%
6M
0.42%
1Y
5.93%
3Y*
5.63%
5Y*
1.47%
10Y*

HYLB

1D
0.84%
1M
-0.65%
YTD
0.02%
6M
1.21%
1Y
7.21%
3Y*
8.18%
5Y*
3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHI vs. HYLB - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is lower than HYLB's 0.15% 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%.


Return for Risk

SCHI vs. HYLB — Risk / Return Rank

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

SCHI
SCHI Risk / Return Rank: 6767
Overall Rank
SCHI Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 6666
Sortino Ratio Rank
SCHI Omega Ratio Rank: 5858
Omega Ratio Rank
SCHI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SCHI Martin Ratio Rank: 6969
Martin Ratio Rank

HYLB
HYLB Risk / Return Rank: 7676
Overall Rank
HYLB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HYLB Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYLB Omega Ratio Rank: 7979
Omega Ratio Rank
HYLB Calmar Ratio Rank: 7171
Calmar Ratio Rank
HYLB Martin Ratio Rank: 8484
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.

SCHI vs. HYLB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB). 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.


SCHIHYLBDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.32

-0.09

Sortino ratio

Return per unit of downside risk

1.71

1.97

-0.26

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.09

Calmar ratio

Return relative to maximum drawdown

2.06

1.92

+0.14

Martin ratio

Return relative to average drawdown

7.27

10.01

-2.74

SCHI vs. HYLB - Sharpe Ratio Comparison

The current SCHI Sharpe Ratio is 1.23, which is comparable to the HYLB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SCHI and HYLB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHIHYLBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.32

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.53

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.57

-0.28

Correlation

The correlation between SCHI and HYLB is 0.55, 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.


Dividends

SCHI vs. HYLB - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.06%, less than HYLB's 6.51% yield.


TTM2025202420232022202120202019201820172016
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.06%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%
HYLB
Xtrackers USD High Yield Corporate Bond ETF
6.51%6.29%6.31%5.84%5.53%4.45%5.22%5.71%5.95%5.85%0.27%

Drawdowns

SCHI vs. HYLB - Drawdown Comparison

The maximum SCHI drawdown since its inception was -20.67%, smaller than the maximum HYLB drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for SCHI and HYLB.


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Drawdown Indicators


SCHIHYLBDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-22.91%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-3.88%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-15.54%

-5.13%

Current Drawdown

Current decline from peak

-1.92%

-1.02%

-0.90%

Average Drawdown

Average peak-to-trough decline

-5.83%

-2.47%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.75%

+0.10%

Volatility

SCHI vs. HYLB - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) and Xtrackers USD High Yield Corporate Bond ETF (HYLB) have volatilities of 2.13% and 2.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHIHYLBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

2.22%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

2.83%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.86%

5.49%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

7.45%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

8.24%

-0.78%