SCHO vs. XHLF
Compare and contrast key facts about Schwab Short-Term U.S. Treasury ETF (SCHO) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF).
SCHO and XHLF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHO is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg U.S. Treasury 1-3 Year Index. It was launched on Aug 5, 2010. XHLF is a passively managed fund by BondBloxx that tracks the performance of the Bloomberg US Treasury 6 Month Duration Index. It was launched on Sep 13, 2022. Both SCHO and XHLF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SCHO vs. XHLF - Performance Comparison
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SCHO vs. XHLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 0.30% | 5.49% | 3.65% | 4.31% | 0.18% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 0.84% | 4.21% | 5.04% | 4.90% | 0.96% |
Returns By Period
In the year-to-date period, SCHO achieves a 0.30% return, which is significantly lower than XHLF's 0.84% return.
SCHO
- 1D
- 0.04%
- 1M
- -0.23%
- YTD
- 0.30%
- 6M
- 1.35%
- 1Y
- 3.86%
- 3Y*
- 3.97%
- 5Y*
- 1.80%
- 10Y*
- 1.71%
XHLF
- 1D
- 0.06%
- 1M
- 0.29%
- YTD
- 0.84%
- 6M
- 1.82%
- 1Y
- 4.01%
- 3Y*
- 4.63%
- 5Y*
- —
- 10Y*
- —
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SCHO vs. XHLF - Expense Ratio Comparison
Both SCHO and XHLF 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%.
Return for Risk
SCHO vs. XHLF — Risk / Return Rank
SCHO
XHLF
SCHO vs. XHLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF). 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.
| SCHO | XHLF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 12.18 | -9.62 |
Sortino ratioReturn per unit of downside risk | 4.13 | 40.37 | -36.24 |
Omega ratioGain probability vs. loss probability | 1.53 | 9.81 | -8.28 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | 100.70 | -96.36 |
Martin ratioReturn relative to average drawdown | 16.94 | 612.04 | -595.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHO | XHLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.56 | 12.18 | -9.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 10.76 | -9.76 |
Correlation
The correlation between SCHO and XHLF is 0.38, 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. XHLF - Dividend Comparison
SCHO's dividend yield for the trailing twelve months is around 3.97%, more than XHLF's 3.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 3.97% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF | 3.88% | 3.98% | 4.96% | 4.50% | 0.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHO vs. XHLF - Drawdown Comparison
The maximum SCHO drawdown since its inception was -5.69%, which is greater than XHLF's maximum drawdown of -0.11%. Use the drawdown chart below to compare losses from any high point for SCHO and XHLF.
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Drawdown Indicators
| SCHO | XHLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.69% | -0.11% | -5.58% |
Max Drawdown (1Y)Largest decline over 1 year | -0.86% | -0.04% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -5.69% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -5.69% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -0.61% | 0.00% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.22% | 0.01% | +0.21% |
Volatility
SCHO vs. XHLF - Volatility Comparison
Schwab Short-Term U.S. Treasury ETF (SCHO) has a higher volatility of 0.52% compared to BondBloxx Bloomberg Six Month Target Duration US Treasury ETF (XHLF) at 0.10%. This indicates that SCHO's price experiences larger fluctuations and is considered to be riskier than XHLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHO | XHLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.52% | 0.10% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 0.86% | 0.22% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.52% | 0.33% | +1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.97% | 0.42% | +1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.55% | 0.42% | +1.13% |