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SCHI vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHI and TLT is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

SCHI vs. TLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and iShares 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
-29.08%
SCHI
TLT

Key characteristics

Sharpe Ratio

SCHI:

0.97

TLT:

-0.54

Sortino Ratio

SCHI:

1.43

TLT:

-0.66

Omega Ratio

SCHI:

1.17

TLT:

0.93

Calmar Ratio

SCHI:

0.06

TLT:

-0.17

Martin Ratio

SCHI:

3.83

TLT:

-1.13

Ulcer Index

SCHI:

1.45%

TLT:

6.75%

Daily Std Dev

SCHI:

5.69%

TLT:

14.28%

Max Drawdown

SCHI:

-99.31%

TLT:

-48.35%

Current Drawdown

SCHI:

-99.10%

TLT:

-42.06%

Returns By Period

In the year-to-date period, SCHI achieves a 5.14% return, which is significantly higher than TLT's -7.02% return.


SCHI

YTD

5.14%

1M

-0.23%

6M

2.95%

1Y

5.45%

5Y*

2.69%

10Y*

N/A

TLT

YTD

-7.02%

1M

-1.53%

6M

-3.76%

1Y

-6.64%

5Y*

-5.98%

10Y*

-0.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SCHI vs. TLT - Expense Ratio Comparison

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


TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for SCHI: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SCHI vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHI, currently valued at 0.97, compared to the broader market0.002.004.000.97-0.54
The chart of Sortino ratio for SCHI, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.43-0.66
The chart of Omega ratio for SCHI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.170.93
The chart of Calmar ratio for SCHI, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.06-0.17
The chart of Martin ratio for SCHI, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00100.003.83-1.13
SCHI
TLT

The current SCHI Sharpe Ratio is 0.97, which is higher than the TLT Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of SCHI and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.97
-0.54
SCHI
TLT

Dividends

SCHI vs. TLT - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 6.80%, more than TLT's 4.25% yield.


TTM20232022202120202019201820172016201520142013
SCHI
Schwab 5-10 Year Corporate Bond ETF
6.80%7.31%5.48%2.52%3.28%0.83%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.25%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Drawdowns

SCHI vs. TLT - Drawdown Comparison

The maximum SCHI drawdown since its inception was -99.31%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for SCHI and TLT. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
-42.06%
SCHI
TLT

Volatility

SCHI vs. TLT - Volatility Comparison

The current volatility for Schwab 5-10 Year Corporate Bond ETF (SCHI) is 1.77%, while iShares 20+ Year Treasury Bond ETF (TLT) has a volatility of 4.47%. This indicates that SCHI experiences smaller price fluctuations and is considered to be less risky than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
4.47%
SCHI
TLT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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