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SCHM vs. IWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHM and IWR is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

SCHM vs. IWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab US Mid-Cap ETF (SCHM) and iShares Russell Midcap ETF (IWR). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
349.64%
301.23%
SCHM
IWR

Key characteristics

Sharpe Ratio

SCHM:

0.13

IWR:

0.33

Sortino Ratio

SCHM:

0.33

IWR:

0.60

Omega Ratio

SCHM:

1.05

IWR:

1.08

Calmar Ratio

SCHM:

0.12

IWR:

0.31

Martin Ratio

SCHM:

0.42

IWR:

1.14

Ulcer Index

SCHM:

6.56%

IWR:

5.66%

Daily Std Dev

SCHM:

21.25%

IWR:

19.44%

Max Drawdown

SCHM:

-42.43%

IWR:

-58.79%

Current Drawdown

SCHM:

-14.87%

IWR:

-12.13%

Returns By Period

In the year-to-date period, SCHM achieves a -7.96% return, which is significantly lower than IWR's -5.38% return. Over the past 10 years, SCHM has outperformed IWR with an annualized return of 8.95%, while IWR has yielded a comparatively lower 8.39% annualized return.


SCHM

YTD

-7.96%

1M

-5.93%

6M

-7.72%

1Y

1.47%

5Y*

13.98%

10Y*

8.95%

IWR

YTD

-5.38%

1M

-4.40%

6M

-5.32%

1Y

5.10%

5Y*

13.55%

10Y*

8.39%

*Annualized

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SCHM vs. IWR - Expense Ratio Comparison

SCHM has a 0.04% expense ratio, which is lower than IWR's 0.19% 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%.


Expense ratio chart for IWR: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWR: 0.19%
Expense ratio chart for SCHM: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHM: 0.04%

Risk-Adjusted Performance

SCHM vs. IWR — Risk-Adjusted Performance Rank

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

SCHM
The Risk-Adjusted Performance Rank of SCHM is 3333
Overall Rank
The Sharpe Ratio Rank of SCHM is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 3232
Martin Ratio Rank

IWR
The Risk-Adjusted Performance Rank of IWR is 4848
Overall Rank
The Sharpe Ratio Rank of IWR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of IWR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of IWR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of IWR is 4949
Calmar Ratio Rank
The Martin Ratio Rank of IWR is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHM vs. IWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab US Mid-Cap ETF (SCHM) and iShares Russell Midcap ETF (IWR). 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.


The chart of Sharpe ratio for SCHM, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.00
SCHM: 0.13
IWR: 0.33
The chart of Sortino ratio for SCHM, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.00
SCHM: 0.33
IWR: 0.60
The chart of Omega ratio for SCHM, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
SCHM: 1.05
IWR: 1.08
The chart of Calmar ratio for SCHM, currently valued at 0.12, compared to the broader market0.002.004.006.008.0010.0012.00
SCHM: 0.12
IWR: 0.31
The chart of Martin ratio for SCHM, currently valued at 0.42, compared to the broader market0.0020.0040.0060.00
SCHM: 0.42
IWR: 1.14

The current SCHM Sharpe Ratio is 0.13, which is lower than the IWR Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SCHM and IWR, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.13
0.33
SCHM
IWR

Dividends

SCHM vs. IWR - Dividend Comparison

SCHM's dividend yield for the trailing twelve months is around 1.53%, more than IWR's 1.40% yield.


TTM20242023202220212020201920182017201620152014
SCHM
Schwab US Mid-Cap ETF
1.53%1.43%1.50%1.67%1.13%1.31%1.48%1.56%1.27%1.51%1.54%1.48%
IWR
iShares Russell Midcap ETF
1.40%1.27%1.43%1.59%1.05%1.28%1.43%1.98%1.52%1.72%1.59%1.45%

Drawdowns

SCHM vs. IWR - Drawdown Comparison

The maximum SCHM drawdown since its inception was -42.43%, smaller than the maximum IWR drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for SCHM and IWR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.87%
-12.13%
SCHM
IWR

Volatility

SCHM vs. IWR - Volatility Comparison

Schwab US Mid-Cap ETF (SCHM) has a higher volatility of 14.84% compared to iShares Russell Midcap ETF (IWR) at 13.92%. This indicates that SCHM's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.84%
13.92%
SCHM
IWR