SCHO vs. URA
SCHO (Schwab Short-Term U.S. Treasury ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - SCHO is a Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. Both are passively managed. Over the past 10 years, SCHO returned 1.71%/yr vs 16.50%/yr for URA. At a correlation of -0.06, they often move in opposite directions. SCHO charges 0.03%/yr vs 0.69%/yr for URA.
Performance
SCHO vs. URA - Performance Comparison
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Returns By Period
In the year-to-date period, SCHO achieves a 0.58% return, which is significantly lower than URA's 12.47% return. Over the past 10 years, SCHO has underperformed URA with an annualized return of 1.71%, while URA has yielded a comparatively higher 16.50% annualized return.
SCHO
- 1D
- 0.04%
- 1M
- 0.31%
- YTD
- 0.58%
- 6M
- 0.82%
- 1Y
- 3.47%
- 3Y*
- 4.27%
- 5Y*
- 1.86%
- 10Y*
- 1.71%
URA
- 1D
- 5.58%
- 1M
- -3.75%
- YTD
- 12.47%
- 6M
- 12.83%
- 1Y
- 39.37%
- 3Y*
- 34.52%
- 5Y*
- 21.19%
- 10Y*
- 16.50%
SCHO vs. URA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 0.58% | 5.49% | 3.65% | 4.31% | -3.87% | -0.64% | 3.11% | 3.47% | 1.37% | 0.33% |
URA Global X Uranium ETF | 12.47% | 67.18% | -0.58% | 46.25% | -11.32% | 57.57% | 41.33% | -3.54% | -22.11% | 19.36% |
Correlation
The correlation between SCHO and URA is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2010 | -0.06 |
The correlation between SCHO and URA shifts across timeframes, from -0.06 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCHO vs. URA — Risk / Return Rank
SCHO
URA
SCHO vs. URA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and Global X Uranium ETF (URA). 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.
| SCHO | URA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.83 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.16 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 4.06 | 1.26 | +2.81 |
| Martin ratioReturn relative to average drawdown | 17.10 | 2.78 | +14.32 |
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Drawdowns
SCHO vs. URA - Drawdown Comparison
The maximum SCHO drawdown since its inception was -5.69%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for SCHO and URA.
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Drawdown Indicators
| SCHO | URA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.69% | -93.54% | +87.85% |
Max Drawdown (1Y)Largest decline over 1 year | -0.86% | -31.48% | +30.62% |
Max Drawdown (3Y)Largest decline over 3 years | -0.98% | -37.81% | +36.83% |
Max Drawdown (5Y)Largest decline over 5 years | -5.69% | -37.90% | +32.21% |
Max Drawdown (10Y)Largest decline over 10 years | -5.69% | -61.45% | +55.76% |
Current DrawdownCurrent decline from peak | -0.10% | -45.46% | +45.36% |
Average DrawdownAverage peak-to-trough decline | -0.61% | -74.93% | +74.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 14.19% | -13.99% |
Volatility
SCHO vs. URA - Volatility Comparison
The current volatility for Schwab Short-Term U.S. Treasury ETF (SCHO) is 0.43%, while Global X Uranium ETF (URA) has a volatility of 18.71%. This indicates that SCHO experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHO | URA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 18.71% | -18.28% |
Volatility (6M)Calculated over the trailing 6-month period | 0.93% | 40.22% | -39.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.36% | 51.62% | -50.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.98% | 43.93% | -41.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.56% | 37.95% | -36.39% |
SCHO vs. URA - Expense Ratio Comparison
SCHO has a 0.03% expense ratio, which is lower than URA's 0.69% expense ratio.
Dividends
SCHO vs. URA - Dividend Comparison
SCHO's dividend yield for the trailing twelve months is around 3.90%, less than URA's 4.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 3.90% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
URA Global X Uranium ETF | 4.34% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
Frequently Asked Questions
SCHO and URA have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
URA has higher volatility (18.71%) compared to SCHO (0.43%). In terms of maximum drawdown, SCHO dropped -5.69% vs URA's -93.54%.
On 10-year performance, URA leads with 16.50% vs 1.71% for SCHO. On fees, SCHO is cheaper at 0.03% per year. On volatility, SCHO has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, URA has performed better with a 16.50% return vs 1.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHO is cheaper with a 0.03% expense ratio, compared with 0.69% for URA.
URA has the higher dividend yield at 4.34%, compared with 3.90% for SCHO.
SCHO is categorized as Government Bonds, while URA is Uranium. SCHO tracks Bloomberg U.S. Treasury 1-3 Year Index, while URA tracks Solactive Global Uranium & Nuclear Components Total Return Index. They also come from different issuers: Charles Schwab and Global X. Their fees differ too: 0.03% for SCHO and 0.69% for URA.
SCHO currently has the higher Sharpe Ratio (2.56 vs 0.77), 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.
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