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SCHI vs. SCHH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHI vs. SCHH - Performance Comparison

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

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SCHI vs. SCHH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
-0.01%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%
SCHH
Schwab US REIT ETF
5.45%2.20%4.99%11.18%-24.99%41.07%-14.81%-1.04%

Returns By Period

In the year-to-date period, SCHI achieves a -0.01% return, which is significantly lower than SCHH's 5.45% return.


SCHI

1D
0.35%
1M
-1.20%
YTD
-0.01%
6M
0.65%
1Y
6.21%
3Y*
5.53%
5Y*
1.54%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHI vs. SCHH - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is lower than SCHH's 0.07% 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. SCHH — Risk / Return Rank

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

SCHI
SCHI Risk / Return Rank: 6666
Overall Rank
SCHI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 6767
Sortino Ratio Rank
SCHI Omega Ratio Rank: 6060
Omega Ratio Rank
SCHI Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHI Martin Ratio Rank: 6363
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 1818
Overall Rank
SCHH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 1818
Sortino Ratio Rank
SCHH Omega Ratio Rank: 1717
Omega Ratio Rank
SCHH Calmar Ratio Rank: 1818
Calmar Ratio Rank
SCHH Martin Ratio Rank: 2020
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. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Schwab US REIT ETF (SCHH). 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.


SCHISCHHDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.28

+1.00

Sortino ratio

Return per unit of downside risk

1.79

0.49

+1.30

Omega ratio

Gain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratio

Return relative to maximum drawdown

2.09

0.40

+1.70

Martin ratio

Return relative to average drawdown

7.33

1.55

+5.78

SCHI vs. SCHH - Sharpe Ratio Comparison

The current SCHI Sharpe Ratio is 1.28, which is higher than the SCHH Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of SCHI and SCHH, 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


SCHISCHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.28

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.21

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.32

-0.03

Correlation

The correlation between SCHI and SCHH is 0.36, 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

SCHI vs. SCHH - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.04%, more than SCHH's 2.97% yield.


TTM20252024202320222021202020192018201720162015
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.04%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%
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%

Drawdowns

SCHI vs. SCHH - Drawdown Comparison

The maximum SCHI drawdown since its inception was -20.67%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for SCHI and SCHH.


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Drawdown Indicators


SCHISCHHDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-44.22%

+23.55%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-9.59%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-33.28%

+12.61%

Max Drawdown (10Y)

Largest decline over 10 years

-44.22%

Current Drawdown

Current decline from peak

-1.57%

-5.65%

+4.08%

Average Drawdown

Average peak-to-trough decline

-5.82%

-9.54%

+3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.18%

-2.32%

Volatility

SCHI vs. SCHH - Volatility Comparison

The current volatility for Schwab 5-10 Year Corporate Bond ETF (SCHI) is 2.18%, while Schwab US REIT ETF (SCHH) has a volatility of 4.96%. This indicates that SCHI experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHISCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

4.96%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.91%

9.41%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

16.27%

-11.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.64%

18.70%

-12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.46%

20.97%

-13.51%