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SCHP vs. STIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHP and STIP is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SCHP vs. STIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
40.70%
33.37%
SCHP
STIP

Key characteristics

Sharpe Ratio

SCHP:

0.33

STIP:

2.46

Sortino Ratio

SCHP:

0.49

STIP:

3.71

Omega Ratio

SCHP:

1.06

STIP:

1.49

Calmar Ratio

SCHP:

0.14

STIP:

5.99

Martin Ratio

SCHP:

1.17

STIP:

16.02

Ulcer Index

SCHP:

1.32%

STIP:

0.28%

Daily Std Dev

SCHP:

4.61%

STIP:

1.84%

Max Drawdown

SCHP:

-14.26%

STIP:

-5.50%

Current Drawdown

SCHP:

-7.45%

STIP:

-0.50%

Returns By Period

In the year-to-date period, SCHP achieves a 1.79% return, which is significantly lower than STIP's 4.53% return. Over the past 10 years, SCHP has underperformed STIP with an annualized return of 2.21%, while STIP has yielded a comparatively higher 2.56% annualized return.


SCHP

YTD

1.79%

1M

-0.85%

6M

0.76%

1Y

1.69%

5Y*

1.79%

10Y*

2.21%

STIP

YTD

4.53%

1M

-0.02%

6M

2.36%

1Y

4.55%

5Y*

3.40%

10Y*

2.56%

Compare stocks, funds, or ETFs

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


SCHP vs. STIP - Expense Ratio Comparison

SCHP has a 0.05% expense ratio, which is lower than STIP's 0.06% 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%.


STIP
iShares 0-5 Year TIPS Bond ETF
Expense ratio chart for STIP: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHP: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

SCHP vs. STIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and iShares 0-5 Year TIPS Bond ETF (STIP). 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.


Sharpe ratio
The chart of Sharpe ratio for SCHP, currently valued at 0.33, compared to the broader market0.002.004.000.332.46
The chart of Sortino ratio for SCHP, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.493.71
The chart of Omega ratio for SCHP, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.49
The chart of Calmar ratio for SCHP, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.145.99
The chart of Martin ratio for SCHP, currently valued at 1.17, compared to the broader market0.0020.0040.0060.0080.00100.001.1716.02
SCHP
STIP

The current SCHP Sharpe Ratio is 0.33, which is lower than the STIP Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of SCHP and STIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.33
2.46
SCHP
STIP

Dividends

SCHP vs. STIP - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 2.99%, more than STIP's 2.62% yield.


TTM20232022202120202019201820172016201520142013
SCHP
Schwab U.S. TIPS ETF
2.99%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%0.67%
STIP
iShares 0-5 Year TIPS Bond ETF
2.62%2.84%6.04%4.15%1.40%2.06%2.43%1.59%0.89%0.00%0.75%0.31%

Drawdowns

SCHP vs. STIP - Drawdown Comparison

The maximum SCHP drawdown since its inception was -14.26%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for SCHP and STIP. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.45%
-0.50%
SCHP
STIP

Volatility

SCHP vs. STIP - Volatility Comparison

Schwab U.S. TIPS ETF (SCHP) has a higher volatility of 1.30% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.46%. This indicates that SCHP's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.40%0.60%0.80%1.00%1.20%1.40%1.60%JulyAugustSeptemberOctoberNovemberDecember
1.30%
0.46%
SCHP
STIP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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