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SCHP vs. SPAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHP vs. SPAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and SPDR Portfolio Aggregate Bond ETF (SPAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHP achieves a 1.61% return, which is significantly higher than SPAB's 0.29% return. Over the past 10 years, SCHP has outperformed SPAB with an annualized return of 2.66%, while SPAB has yielded a comparatively lower 1.54% annualized return.


SCHP

1D
-0.15%
1M
-0.03%
YTD
1.61%
6M
1.14%
1Y
5.19%
3Y*
4.05%
5Y*
1.13%
10Y*
2.66%

SPAB

1D
-0.12%
1M
0.31%
YTD
0.29%
6M
0.14%
1Y
5.24%
3Y*
3.93%
5Y*
0.07%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHP vs. SPAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHP
Schwab U.S. TIPS ETF
1.61%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%
SPAB
SPDR Portfolio Aggregate Bond ETF
0.29%7.25%1.25%5.56%-13.04%-1.77%7.39%8.67%-0.18%3.71%

Correlation

The correlation between SCHP and SPAB is 0.84, 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

0.84

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

0.88

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

0.80

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

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2010

0.74

The correlation between SCHP and SPAB shifts across timeframes, from 0.74 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHP vs. SPAB — Risk / Return Rank

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

SCHP
SCHP Risk / Return Rank: 4747
Overall Rank
SCHP Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 4747
Sortino Ratio Rank
SCHP Omega Ratio Rank: 4343
Omega Ratio Rank
SCHP Calmar Ratio Rank: 5353
Calmar Ratio Rank
SCHP Martin Ratio Rank: 4949
Martin Ratio Rank

SPAB
SPAB Risk / Return Rank: 3838
Overall Rank
SPAB Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SPAB Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPAB Omega Ratio Rank: 3737
Omega Ratio Rank
SPAB Calmar Ratio Rank: 3838
Calmar Ratio Rank
SPAB Martin Ratio Rank: 3636
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. SPAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and SPDR Portfolio Aggregate Bond ETF (SPAB). 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.


SCHPSPABDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.70

1.92

+0.78

Martin ratioReturn relative to average drawdown

8.22

5.72

+2.49

SCHP vs. SPAB - Sharpe Ratio Comparison

The current SCHP Sharpe Ratio is 1.58, which is comparable to the SPAB Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SCHP and SPAB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SCHPSPABDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

1.40

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.01

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.28

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.50

0.00

Drawdowns

SCHP vs. SPAB - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum SPAB drawdown of -18.56%. Use the drawdown chart below to compare losses from any high point for SCHP and SPAB.


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Drawdown Indicators


SCHPSPABDifference

Max Drawdown

Largest peak-to-trough decline

-14.26%

-18.56%

+4.30%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-2.74%

+0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-4.48%

-6.08%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

-17.96%

+3.70%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

-18.56%

+4.30%

Current Drawdown

Current decline from peak

-0.25%

-2.27%

+2.02%

Average Drawdown

Average peak-to-trough decline

-3.94%

-3.08%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.92%

-0.29%

Volatility

SCHP vs. SPAB - Volatility Comparison

The current volatility for Schwab U.S. TIPS ETF (SCHP) is 0.89%, while SPDR Portfolio Aggregate Bond ETF (SPAB) has a volatility of 1.15%. This indicates that SCHP experiences smaller price fluctuations and is considered to be less risky than SPAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHPSPABDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

1.15%

-0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

2.57%

-0.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

3.77%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.12%

5.92%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

5.54%

+0.05%

SCHP vs. SPAB - Expense Ratio Comparison

Both SCHP and SPAB 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%.


Dividends

SCHP vs. SPAB - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 3.99%, less than SPAB's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPAB
SPDR Portfolio Aggregate Bond ETF
4.05%3.97%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%

Frequently Asked Questions


SCHP and SPAB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPAB has higher volatility (1.15%) compared to SCHP (0.89%). In terms of maximum drawdown, SCHP dropped -14.26% vs SPAB's -18.56%.

On 10-year performance, SCHP leads with 2.66% vs 1.54% for SPAB. Both ETFs have the same 0.03% expense ratio. On volatility, SCHP has been the lower-risk option at 0.89%. 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 2.66% return vs 1.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHP and SPAB have the same expense ratio: 0.03% per year.

SPAB has the higher dividend yield at 4.05%, compared with 3.99% for SCHP.

SCHP is categorized as Inflation-Protected Bonds, while SPAB is Total Bond Market. SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L), while SPAB tracks Bloomberg U.S. Aggregate Bond Index. They also come from different issuers: Charles Schwab and State Street.

SCHP currently has the higher Sharpe Ratio (1.58 vs 1.40), 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

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