SCHP vs. WPC
Compare and contrast key facts about Schwab U.S. TIPS ETF (SCHP) and W. P. Carey Inc. (WPC).
SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHP or WPC.
Performance
SCHP vs. WPC - Performance Comparison
Returns By Period
In the year-to-date period, SCHP achieves a 2.67% return, which is significantly higher than WPC's -8.62% return. Over the past 10 years, SCHP has underperformed WPC with an annualized return of 2.18%, while WPC has yielded a comparatively higher 4.68% annualized return.
SCHP
2.67%
-0.57%
2.65%
5.89%
2.03%
2.18%
WPC
-8.62%
-3.91%
-1.47%
3.70%
-1.36%
4.68%
Key characteristics
| SCHP | WPC | |
|---|---|---|
| Sharpe Ratio | 1.15 | 0.24 |
| Sortino Ratio | 1.70 | 0.49 |
| Omega Ratio | 1.20 | 1.06 |
| Calmar Ratio | 0.47 | 0.16 |
| Martin Ratio | 4.91 | 0.44 |
| Ulcer Index | 1.15% | 11.78% |
| Daily Std Dev | 4.92% | 21.54% |
| Max Drawdown | -14.26% | -52.45% |
| Current Drawdown | -6.66% | -25.81% |
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Correlation
The correlation between SCHP and WPC is 0.10, 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.
Risk-Adjusted Performance
SCHP vs. WPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. TIPS ETF (SCHP) and W. P. Carey Inc. (WPC). 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.
Dividends
SCHP vs. WPC - Dividend Comparison
SCHP's dividend yield for the trailing twelve months is around 2.83%, less than WPC's 6.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHP Schwab U.S. TIPS ETF | 2.83% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
WPC W. P. Carey Inc. | 6.13% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% | 5.71% |
Drawdowns
SCHP vs. WPC - Drawdown Comparison
The maximum SCHP drawdown since its inception was -14.26%, smaller than the maximum WPC drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for SCHP and WPC. For additional features, visit the drawdowns tool.
Volatility
SCHP vs. WPC - Volatility Comparison
The current volatility for Schwab U.S. TIPS ETF (SCHP) is 1.08%, while W. P. Carey Inc. (WPC) has a volatility of 4.91%. This indicates that SCHP experiences smaller price fluctuations and is considered to be less risky than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.