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SCHI vs. SPIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHI vs. SPIB - Performance Comparison

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

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Returns By Period

In the year-to-date period, SCHI achieves a -0.21% return, which is significantly lower than SPIB's 0.13% return.


SCHI

1D
-0.58%
1M
-0.74%
YTD
-0.21%
6M
-0.03%
1Y
5.52%
3Y*
5.93%
5Y*
1.18%
10Y*

SPIB

1D
-0.45%
1M
-0.49%
YTD
0.13%
6M
0.44%
1Y
4.80%
3Y*
5.68%
5Y*
1.73%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHI vs. SPIB - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
-0.21%9.47%3.32%8.97%-14.06%-1.85%9.74%1.00%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
0.13%7.91%4.28%7.27%-9.65%-1.24%7.69%0.85%

Correlation

The correlation between SCHI and SPIB is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2019

0.95

The correlation between SCHI and SPIB has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

SCHI vs. SPIB — Risk / Return Rank

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

SCHI
SCHI Risk / Return Rank: 3939
Overall Rank
SCHI Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHI Omega Ratio Rank: 3737
Omega Ratio Rank
SCHI Calmar Ratio Rank: 3939
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4040
Martin Ratio Rank

SPIB
SPIB Risk / Return Rank: 5252
Overall Rank
SPIB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SPIB Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPIB Omega Ratio Rank: 5252
Omega Ratio Rank
SPIB Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPIB Martin Ratio Rank: 5151
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. SPIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB). 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.


SCHISPIBDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.84

2.38

-0.54

Martin ratioReturn relative to average drawdown

6.18

8.26

-2.07

SCHI vs. SPIB - Sharpe Ratio Comparison

The current SCHI Sharpe Ratio is 1.33, which is comparable to the SPIB Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of SCHI and SPIB, 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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Sharpe Ratios by Period


SCHISPIBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.69

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.39

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.87

-0.58

Drawdowns

SCHI vs. SPIB - Drawdown Comparison

The maximum SCHI drawdown since its inception was -20.67%, which is greater than SPIB's maximum drawdown of -14.94%. Use the drawdown chart below to compare losses from any high point for SCHI and SPIB.


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Drawdown Indicators


SCHISPIBDifference

Max Drawdown

Largest peak-to-trough decline

-20.67%

-14.94%

-5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-2.02%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-6.14%

-3.18%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-20.67%

-14.80%

-5.87%

Max Drawdown (10Y)

Largest decline over 10 years

-14.94%

Current Drawdown

Current decline from peak

-1.76%

-1.10%

-0.66%

Average Drawdown

Average peak-to-trough decline

-5.71%

-1.89%

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.58%

+0.32%

Volatility

SCHI vs. SPIB - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) has a higher volatility of 1.36% compared to SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) at 0.97%. This indicates that SCHI's price experiences larger fluctuations and is considered to be riskier than SPIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHISPIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

0.97%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

3.14%

2.13%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

2.85%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

4.47%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.40%

4.60%

+2.80%

SCHI vs. SPIB - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is lower than SPIB'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%.


Dividends

SCHI vs. SPIB - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.07%, more than SPIB's 4.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.07%4.99%5.11%4.27%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%
SPIB
SPDR Portfolio Intermediate Term Corporate Bond ETF
4.47%4.42%4.41%3.84%2.65%1.58%2.18%3.03%3.04%2.79%2.68%2.69%

Frequently Asked Questions


With a correlation of 0.97, SCHI and SPIB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHI has higher volatility (1.36%) compared to SPIB (0.97%). In terms of maximum drawdown, SCHI dropped -20.67% vs SPIB's -14.94%.

On 5-year performance, SPIB leads with 1.73% vs 1.18% for SCHI. On fees, SCHI is cheaper at 0.05% per year. On volatility, SPIB has been the lower-risk option at 0.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPIB has performed better with a 1.73% return vs 1.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.07% for SPIB.

SCHI has the higher dividend yield at 5.07%, compared with 4.47% for SPIB.

SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y), while SPIB tracks Bloomberg US Aggregate Credit - Corporate - Investment Grade - Intermediate. They also come from different issuers: Charles Schwab and State Street. Their fees differ too: 0.05% for SCHI and 0.07% for SPIB.

SPIB currently has the higher Sharpe Ratio (1.69 vs 1.33), 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

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