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SCHK vs. SPTM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SCHK vs. SPTM

Last updated Jun 25, 2026

SCHK (Schwab 1000 Index ETF) and SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) are both Large Cap Blend Equities funds - SCHK tracks the Schwab 1000 Index while SPTM tracks the S&P Composite 1500 Index. Both are passively managed. Over the past 5 years, SCHK returned 12.15%/yr vs 12.61%/yr for SPTM. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.03% expense ratio.

Performance

SCHK vs. SPTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 1000 Index ETF (SCHK) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHK achieves a 8.17% return, which is significantly lower than SPTM's 8.68% return.

SCHK

1D
-0.34%
1M
-1.28%
YTD
8.17%
6M
6.80%
1Y
21.87%
3Y*
20.60%
5Y*
12.15%
10Y*
—

SPTM

1D
-0.03%
1M
-1.06%
YTD
8.68%
6M
7.29%
1Y
22.61%
3Y*
20.37%
5Y*
12.61%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHK vs. SPTM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHK
Schwab 1000 Index ETF		8.17%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		8.68%16.93%23.87%25.55%-17.75%28.58%17.94%31.34%-5.30%5.32%

Correlation

The correlation between SCHK and SPTM is 1.00 - 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

1.00

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

1.00

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

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

0.99

The correlation between SCHK and SPTM has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

SCHK vs. SPTM - Sectors Allocation Comparison

Sectors
SCHK
SPTM

Technology

38.0%
37.4%

Financial Services

11.2%
11.4%

Communication Services

10.1%
10.0%

Consumer Cyclical

9.8%
10.1%

Industrials

8.9%
8.9%

Healthcare

8.4%
8.4%

Consumer Defensive

4.3%
4.4%

Energy

3.2%
3.3%

Utilities

2.1%
2.1%

Real Estate

2.0%
2.2%

Basic Materials

1.9%
1.9%

Technology

SCHK
38.0%
SPTM
37.4%

Financial Services

SCHK
11.2%
SPTM
11.4%

Communication Services

SCHK
10.1%
SPTM
10.0%

Consumer Cyclical

SCHK
9.8%
SPTM
10.1%

Industrials

SCHK
8.9%
SPTM
8.9%

Healthcare

SCHK
8.4%
SPTM
8.4%

Consumer Defensive

SCHK
4.3%
SPTM
4.4%

Energy

SCHK
3.2%
SPTM
3.3%

Utilities

SCHK
2.1%
SPTM
2.1%

Real Estate

SCHK
2.0%
SPTM
2.2%

Basic Materials

SCHK
1.9%
SPTM
1.9%

Compare stocks, funds, or ETFs

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

Schwab 1000 Index ETF

SPDR Portfolio S&P 1500 Composite Stock Market ETF

Often compared with SCHK:
SCHK vs. SCHBSCHK vs. VOOSCHK vs. SCHXSCHK vs. SCHGSCHK vs. VTISCHK vs. VONGSCHK vs. SCHD
Often compared with SPTM:
SPTM vs. VTISPTM vs. SPYSPTM vs. VOOSPTM vs. ITOTSPTM vs. SCHGSPTM vs. BKLCSPTM vs. SCHD

Return for Risk

SCHK vs. SPTM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHK
SCHK Risk / Return Rank: 5858
Overall Rank
SCHK Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5454
Sortino Ratio Rank
SCHK Omega Ratio Rank: 5555
Omega Ratio Rank
SCHK Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6666
Martin Ratio Rank
SPTM
SPTM Risk / Return Rank: 6262
Overall Rank
SPTM Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPTM Sortino Ratio Rank: 5959
Sortino Ratio Rank
SPTM Omega Ratio Rank: 6060
Omega Ratio Rank
SPTM Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPTM Martin Ratio Rank: 7171
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.

SCHK vs. SPTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 1000 Index ETF (SCHK) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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.

SCHKSPTMDifference
Sharpe ratioReturn per unit of total volatility
1.72
1.83

-0.11

Sortino ratioReturn per unit of downside risk
2.36
2.50

-0.14

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.45

2.62

-0.17

Martin ratioReturn relative to average drawdown

10.86

11.73

-0.87

SCHK vs. SPTM - Sharpe Ratio Comparison

The current SCHK Sharpe Ratio is 1.72, which is comparable to the SPTM Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SCHK and SPTM, 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

SCHK vs. SPTM - Drawdown Comparison

The maximum SCHK drawdown since its inception was -34.80%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for SCHK and SPTM.

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Drawdown Indicators

SCHKSPTMDifference

Max Drawdown

Largest peak-to-trough decline

-34.80%

-54.80%

+20.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.97%

-8.68%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.21%

-18.87%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-24.14%

-1.30%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.66%

—

Current Drawdown

Current decline from peak

-3.31%

-2.83%

-0.48%

Average Drawdown

Average peak-to-trough decline

-5.16%

-9.03%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

1.93%

+0.09%

Volatility

SCHK vs. SPTM - Volatility Comparison

Schwab 1000 Index ETF (SCHK) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 4.95% and 4.77%, 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

SCHKSPTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.77%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

9.79%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

12.48%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

16.96%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.12%

18.04%

+1.08%

SCHK vs. SPTM - Expense Ratio Comparison

Both SCHK and SPTM have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

SCHK vs. SPTM - Dividend Comparison

SCHK's dividend yield for the trailing twelve months is around 1.03%, less than SPTM's 1.08% yield.

PositionTTM20252024202320222021202020192018201720162015
SCHK
Schwab 1000 Index ETF		1.03%1.09%1.20%1.38%1.57%1.17%1.58%1.82%1.80%0.31%0.00%0.00%
SPTM
SPDR Portfolio S&P 1500 Composite Stock Market ETF		1.08%1.13%1.28%1.44%1.69%1.25%1.56%1.72%1.90%1.66%1.91%1.92%

Frequently Asked Questions

With a correlation of 1.00, SCHK and SPTM 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.

SCHK has higher volatility (4.95%) compared to SPTM (4.77%). In terms of maximum drawdown, SCHK dropped -34.80% vs SPTM's -54.80%.

On 5-year performance, SPTM leads with 12.61% vs 12.15% for SCHK. Both ETFs have the same 0.03% expense ratio. On volatility, SPTM has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPTM has performed better with a 12.61% return vs 12.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHK and SPTM have the same expense ratio: 0.03% per year.

SPTM has the higher dividend yield at 1.08%, compared with 1.03% for SCHK.

SCHK tracks Schwab 1000 Index, while SPTM tracks S&P Composite 1500 Index. They also come from different issuers: Charles Schwab and State Street.

SPTM currently has the higher Sharpe Ratio (1.83 vs 1.72), 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 SCHK and SPTM

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