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SCHQ vs. GOVZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHQ vs. GOVZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Long-Term U.S. Treasury ETF (SCHQ) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHQ achieves a 1.69% return, which is significantly lower than GOVZ's 3.43% return.


SCHQ

1D
-0.06%
1M
2.69%
YTD
1.69%
6M
1.02%
1Y
4.58%
3Y*
-0.40%
5Y*
-5.16%
10Y*

GOVZ

1D
-0.13%
1M
5.88%
YTD
3.43%
6M
1.35%
1Y
4.02%
3Y*
-6.88%
5Y*
-11.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHQ vs. GOVZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SCHQ
Schwab Long-Term U.S. Treasury ETF
1.69%5.50%-6.44%3.43%-29.44%-4.86%-3.67%
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
3.43%-1.81%-16.24%0.90%-41.03%-4.86%-5.61%

Correlation

The correlation between SCHQ and GOVZ is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.97

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2020

0.98

The correlation between SCHQ and GOVZ has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

SCHQ vs. GOVZ — Risk / Return Rank

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

SCHQ
SCHQ Risk / Return Rank: 1717
Overall Rank
SCHQ Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1616
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1515
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1717
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1717
Martin Ratio Rank

GOVZ
GOVZ Risk / Return Rank: 1212
Overall Rank
GOVZ Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GOVZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
GOVZ Omega Ratio Rank: 1111
Omega Ratio Rank
GOVZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
GOVZ Martin Ratio Rank: 1212
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.

SCHQ vs. GOVZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) and iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ). 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.


SCHQGOVZDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.09

1.05

+0.04

Calmar ratioReturn relative to maximum drawdown

0.66

0.28

+0.37

Martin ratioReturn relative to average drawdown

1.61

0.62

+0.99

SCHQ vs. GOVZ - Sharpe Ratio Comparison

The current SCHQ Sharpe Ratio is 0.53, which is higher than the GOVZ Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of SCHQ and GOVZ, 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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Drawdowns

SCHQ vs. GOVZ - Drawdown Comparison

The maximum SCHQ drawdown since its inception was -46.13%, smaller than the maximum GOVZ drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for SCHQ and GOVZ.


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Drawdown Indicators


SCHQGOVZDifference

Max Drawdown

Largest peak-to-trough decline

-46.13%

-59.65%

+13.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-14.16%

+7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-28.72%

+11.07%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

-57.63%

+16.70%

Current Drawdown

Current decline from peak

-35.47%

-54.55%

+19.08%

Average Drawdown

Average peak-to-trough decline

-26.44%

-40.05%

+13.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

6.52%

-3.67%

Volatility

SCHQ vs. GOVZ - Volatility Comparison

The current volatility for Schwab Long-Term U.S. Treasury ETF (SCHQ) is 2.29%, while iShares 25+ Year Treasury STRIPS Bond ETF (GOVZ) has a volatility of 4.06%. This indicates that SCHQ experiences smaller price fluctuations and is considered to be less risky than GOVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHQGOVZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

4.06%

-1.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

10.90%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

8.70%

15.85%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.49%

23.87%

-9.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.28%

23.28%

-8.00%

SCHQ vs. GOVZ - Expense Ratio Comparison

SCHQ has a 0.03% expense ratio, which is lower than GOVZ'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

SCHQ vs. GOVZ - Dividend Comparison

SCHQ's dividend yield for the trailing twelve months is around 4.69%, less than GOVZ's 4.96% yield.


PositionTTM2025202420232022202120202019
GOVZ
iShares 25+ Year Treasury STRIPS Bond ETF
4.96%5.00%4.68%3.84%3.69%1.76%0.39%0.00%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.69%4.54%4.58%3.79%2.88%1.69%1.51%0.44%

Frequently Asked Questions


With a correlation of 0.97, SCHQ and GOVZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GOVZ has higher volatility (4.06%) compared to SCHQ (2.29%). In terms of maximum drawdown, SCHQ dropped -46.13% vs GOVZ's -59.65%.

On 5-year performance, SCHQ leads with -5.16% vs -11.20% for GOVZ. On fees, SCHQ is cheaper at 0.03% per year. On volatility, SCHQ has been the lower-risk option at 2.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHQ has performed better with a -5.16% return vs -11.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHQ is cheaper with a 0.03% expense ratio, compared with 0.15% for GOVZ.

GOVZ has the higher dividend yield at 4.96%, compared with 4.69% for SCHQ.

SCHQ tracks Bloomberg U.S. Long Treasury Index, while GOVZ tracks ICE BofA Long US Treasury Principal STRIPS Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.03% for SCHQ and 0.15% for GOVZ.

SCHQ currently has the higher Sharpe Ratio (0.53 vs 0.25), 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 SCHQ and GOVZ

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