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

SCHP vs. WPC

Last updated May 12, 2025

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.

Correlation

The correlation between SCHP and WPC is -1.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

SCHP vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. TIPS ETF (SCHP) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

SCHP:

3.89%

WPC:

19.96%

Max Drawdown

SCHP:

-0.34%

WPC:

-1.32%

Current Drawdown

SCHP:

-0.23%

WPC:

0.00%

Returns By Period

SCHP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

WPC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SCHP vs. WPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHP
The Risk-Adjusted Performance Rank of SCHP is 8383
Overall Rank
The Sharpe Ratio Rank of SCHP is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 8989
Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 8181
Martin Ratio Rank
WPC
The Risk-Adjusted Performance Rank of WPC is 7070
Overall Rank
The Sharpe Ratio Rank of WPC is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of WPC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WPC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WPC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of WPC is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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Dividends

SCHP vs. WPC - Dividend Comparison

SCHP's dividend yield for the trailing twelve months is around 3.28%, less than WPC's 5.69% yield.

TTM20242023202220212020201920182017201620152014
SCHP
Schwab U.S. TIPS ETF		3.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WPC
W. P. Carey Inc.		5.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHP vs. WPC - Drawdown Comparison

The maximum SCHP drawdown since its inception was -0.34%, smaller than the maximum WPC drawdown of -1.32%. Use the drawdown chart below to compare losses from any high point for SCHP and WPC. For additional features, visit the drawdowns tool.

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Volatility

SCHP vs. WPC - Volatility Comparison

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