PortfoliosLab logoPortfoliosLab logo
SCHP vs. IEI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHP vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SCHP achieves a 1.42% return, which is significantly higher than IEI's -0.30% return. Over the past 10 years, SCHP has outperformed IEI with an annualized return of 2.60%, while IEI has yielded a comparatively lower 1.24% annualized return.


SCHP

1D
0.04%
1M
-0.10%
YTD
1.42%
6M
1.48%
1Y
4.83%
3Y*
4.14%
5Y*
1.06%
10Y*
2.60%

IEI

1D
-0.12%
1M
0.10%
YTD
-0.30%
6M
-0.00%
1Y
3.16%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHP vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHP
Schwab U.S. TIPS ETF
1.42%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Correlation

The correlation between SCHP and IEI is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.86

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

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Aug 5, 2010

0.77

The correlation between SCHP and IEI has been stable across timeframes, ranging from 0.76 to 0.86 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

SCHP vs. IEI — Risk / Return Rank

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

SCHP
SCHP Risk / Return Rank: 5050
Overall Rank
SCHP Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 5151
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4545
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5656
Calmar Ratio Rank
SCHP Martin Ratio Rank: 5050
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
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.

SCHP vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


SCHPIEIDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.25

1.17

+0.08

Calmar ratioReturn relative to maximum drawdown

2.45

1.19

+1.26

Martin ratioReturn relative to average drawdown

7.41

3.35

+4.05

SCHP vs. IEI - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 1.44, which is higher than the IEI Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of SCHP and IEI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SCHP vs. IEI - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, roughly equal to the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for SCHP and IEI.


Loading charts...

Drawdown Indicators


SCHPIEIDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-14.60%

+0.34%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-2.50%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-3.66%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-13.88%

-0.38%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

-14.60%

+0.34%

Current Drawdown

Current decline from peak

-0.44%

-1.74%

+1.30%

Average Drawdown

Average peak-to-trough decline

-3.93%

-2.67%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

0.89%

-0.25%

Volatility

SCHP vs. IEI - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) and iShares 3-7 Year Treasury Bond ETF (IEI) have volatilities of 1.02% and 0.98%, 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.


Loading charts...

Volatility by Period


SCHPIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

0.98%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.24%

2.18%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

3.00%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

4.78%

+1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

3.93%

+1.66%

SCHP vs. IEI - Expense Ratio Comparison

SCHP has a 0.03% expense ratio, which is lower than IEI's 0.15% 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%.


Dividends

SCHP vs. IEI - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 3.99%, more than IEI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
SCHP
Schwab U.S. TIPS ETF
3.99%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Frequently Asked Questions


SCHP and IEI have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHP has higher volatility (1.02%) compared to IEI (0.98%). In terms of maximum drawdown, SCHP dropped -14.26% vs IEI's -14.60%.

On 10-year performance, SCHP leads with 2.60% vs 1.24% for IEI. On fees, SCHP is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHP has performed better with a 2.60% return vs 1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP is cheaper with a 0.03% expense ratio, compared with 0.15% for IEI.

SCHP has the higher dividend yield at 3.99%, compared with 3.64% for IEI.

SCHP is categorized as Inflation-Protected Bonds, while IEI is Government Bonds. SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L), while IEI tracks ICE U.S. Treasury 3-7 Year Bond Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.03% for SCHP and 0.15% for IEI.

SCHP currently has the higher Sharpe Ratio (1.44 vs 1.00), 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 SCHP and IEI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer