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SCHO vs. BNDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHO vs. BNDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Short-Term U.S. Treasury ETF (SCHO) and Quadratic Deflation ETF (BNDD). The values are adjusted to include any dividend payments, if applicable.

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SCHO vs. BNDD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCHO
Schwab Short-Term U.S. Treasury ETF
0.26%5.49%3.65%4.31%-3.87%-0.68%
BNDD
Quadratic Deflation ETF
3.43%-8.17%-6.65%4.02%-17.48%5.54%

Returns By Period

In the year-to-date period, SCHO achieves a 0.26% return, which is significantly lower than BNDD's 3.43% return.


SCHO

1D
0.02%
1M
-0.31%
YTD
0.26%
6M
1.27%
1Y
3.69%
3Y*
4.00%
5Y*
1.79%
10Y*
1.72%

BNDD

1D
0.21%
1M
-0.46%
YTD
3.43%
6M
0.20%
1Y
-5.98%
3Y*
-4.56%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCHO vs. BNDD - Expense Ratio Comparison

SCHO has a 0.03% expense ratio, which is lower than BNDD's 1.04% expense ratio.


Return for Risk

SCHO vs. BNDD — Risk / Return Rank

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

SCHO
SCHO Risk / Return Rank: 9696
Overall Rank
SCHO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SCHO Sortino Ratio Rank: 9797
Sortino Ratio Rank
SCHO Omega Ratio Rank: 9696
Omega Ratio Rank
SCHO Calmar Ratio Rank: 9696
Calmar Ratio Rank
SCHO Martin Ratio Rank: 9696
Martin Ratio Rank

BNDD
BNDD Risk / Return Rank: 55
Overall Rank
BNDD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BNDD Sortino Ratio Rank: 44
Sortino Ratio Rank
BNDD Omega Ratio Rank: 44
Omega Ratio Rank
BNDD Calmar Ratio Rank: 55
Calmar Ratio Rank
BNDD Martin Ratio Rank: 77
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.

SCHO vs. BNDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and Quadratic Deflation ETF (BNDD). 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.


SCHOBNDDDifference

Sharpe ratio

Return per unit of total volatility

2.44

-0.49

+2.92

Sortino ratio

Return per unit of downside risk

3.92

-0.58

+4.50

Omega ratio

Gain probability vs. loss probability

1.50

0.93

+0.57

Calmar ratio

Return relative to maximum drawdown

4.42

-0.45

+4.87

Martin ratio

Return relative to average drawdown

17.32

-0.68

+17.99

SCHO vs. BNDD - Sharpe Ratio Comparison

The current SCHO Sharpe Ratio is 2.44, which is higher than the BNDD Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of SCHO and BNDD, 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


SCHOBNDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

-0.49

+2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

-0.35

+1.35

Correlation

The correlation between SCHO and BNDD is 0.14, 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

SCHO vs. BNDD - Dividend Comparison

SCHO's dividend yield for the trailing twelve months is around 3.98%, more than BNDD's 3.63% yield.


TTM20252024202320222021202020192018201720162015
SCHO
Schwab Short-Term U.S. Treasury ETF
3.98%4.06%4.29%3.76%1.34%0.41%1.27%2.27%1.60%1.12%0.82%0.68%
BNDD
Quadratic Deflation ETF
3.63%3.82%3.85%4.30%43.17%1.04%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHO vs. BNDD - Drawdown Comparison

The maximum SCHO drawdown since its inception was -5.69%, smaller than the maximum BNDD drawdown of -30.87%. Use the drawdown chart below to compare losses from any high point for SCHO and BNDD.


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Drawdown Indicators


SCHOBNDDDifference

Max Drawdown

Largest peak-to-trough decline

-5.69%

-30.87%

+25.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-10.93%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-5.69%

Current Drawdown

Current decline from peak

-0.43%

-27.13%

+26.70%

Average Drawdown

Average peak-to-trough decline

-0.61%

-19.04%

+18.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.22%

7.27%

-7.05%

Volatility

SCHO vs. BNDD - Volatility Comparison

The current volatility for Schwab Short-Term U.S. Treasury ETF (SCHO) is 0.52%, while Quadratic Deflation ETF (BNDD) has a volatility of 3.47%. This indicates that SCHO experiences smaller price fluctuations and is considered to be less risky than BNDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHOBNDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.52%

3.47%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

0.87%

8.07%

-7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

12.39%

-10.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.97%

13.55%

-11.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.55%

13.55%

-12.00%