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SCHQ vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHQ vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Long-Term U.S. Treasury ETF (SCHQ) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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 0.60% return, which is significantly higher than SCHI's 0.55% return.


SCHQ

1D
0.55%
1M
3.19%
YTD
0.60%
6M
0.40%
1Y
5.72%
3Y*
-0.50%
5Y*
-5.48%
10Y*

SCHI

1D
0.09%
1M
1.08%
YTD
0.55%
6M
0.73%
1Y
6.27%
3Y*
6.24%
5Y*
1.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHQ vs. SCHI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SCHQ
Schwab Long-Term U.S. Treasury ETF
0.60%5.50%-6.44%3.43%-29.44%-4.86%17.73%-4.20%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.55%9.47%3.32%8.97%-14.06%-1.85%9.74%0.83%

Correlation

The correlation between SCHQ and SCHI is 0.86, 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

0.86

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

0.89

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

0.85

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2019

0.77

The correlation between SCHQ and SCHI shifts across timeframes, from 0.77 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHQ vs. SCHI — Risk / Return Rank

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

SCHQ
SCHQ Risk / Return Rank: 1818
Overall Rank
SCHQ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1818
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1717
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1919
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1818
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 4444
Overall Rank
SCHI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4747
Sortino Ratio Rank
SCHI Omega Ratio Rank: 4343
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4343
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4444
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. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


SCHQSCHIDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.26

Omega ratioGain probability vs. loss probability

1.12

1.27

-0.16

Calmar ratioReturn relative to maximum drawdown

0.82

2.09

-1.27

Martin ratioReturn relative to average drawdown

2.04

6.82

-4.77

SCHQ vs. SCHI - Sharpe Ratio Comparison

The current SCHQ Sharpe Ratio is 0.66, which is lower than the SCHI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SCHQ and SCHI, 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. SCHI - Drawdown Comparison

The maximum SCHQ drawdown since its inception was -46.13%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for SCHQ and SCHI.


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Drawdown Indicators


SCHQSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-46.13%

-20.67%

-25.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-3.01%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.65%

-6.14%

-11.51%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

-20.67%

-20.26%

Current Drawdown

Current decline from peak

-36.16%

-1.01%

-35.15%

Average Drawdown

Average peak-to-trough decline

-26.41%

-5.69%

-20.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

0.92%

+1.89%

Volatility

SCHQ vs. SCHI - Volatility Comparison

Schwab Long-Term U.S. Treasury ETF (SCHQ) has a higher volatility of 2.21% compared to Schwab 5-10 Year Corporate Bond ETF (SCHI) at 1.36%. This indicates that SCHQ's price experiences larger fluctuations and is considered to be riskier than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHQSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

1.36%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.05%

3.18%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

8.72%

4.12%

+4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.53%

6.66%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.30%

7.39%

+7.91%

SCHQ vs. SCHI - Expense Ratio Comparison

SCHQ has a 0.03% expense ratio, which is lower than SCHI's 0.05% 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. SCHI - Dividend Comparison

SCHQ's dividend yield for the trailing twelve months is around 4.74%, less than SCHI's 5.03% yield.


PositionTTM2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.03%4.99%5.11%4.27%3.10%1.93%2.31%0.53%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.74%4.54%4.58%3.79%2.88%1.69%1.51%0.44%

Frequently Asked Questions


SCHQ and SCHI have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHQ has higher volatility (2.21%) compared to SCHI (1.36%). In terms of maximum drawdown, SCHQ dropped -46.13% vs SCHI's -20.67%.

On 5-year performance, SCHI leads with 1.26% vs -5.48% for SCHQ. On fees, SCHQ is cheaper at 0.03% per year. On volatility, SCHI has been the lower-risk option at 1.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHI has performed better with a 1.26% return vs -5.48%. 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 0.05% for SCHI.

SCHI has the higher dividend yield at 5.03%, compared with 4.74% for SCHQ.

SCHQ is categorized as Government Bonds, while SCHI is Corporate Bonds. SCHQ tracks Bloomberg U.S. Long Treasury Index, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). Their fees differ too: 0.03% for SCHQ and 0.05% for SCHI.

SCHI currently has the higher Sharpe Ratio (1.53 vs 0.66), 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 SCHI

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