PortfoliosLab logo
SCHR vs. BSCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHR and BSCN is -0.00. 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.


-0.50.00.51.0
Correlation: -0.0

Performance

SCHR vs. BSCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
17.63%
43.24%
SCHR
BSCN

Key characteristics

Returns By Period


SCHR

YTD

3.48%

1M

0.63%

6M

2.74%

1Y

7.90%

5Y*

-0.93%

10Y*

1.27%

BSCN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


SCHR vs. BSCN - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is lower than BSCN's 0.10% 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%.


Expense ratio chart for BSCN: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BSCN: 0.10%
Expense ratio chart for SCHR: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHR: 0.05%

Risk-Adjusted Performance

SCHR vs. BSCN — Risk-Adjusted Performance Rank

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

SCHR
The Risk-Adjusted Performance Rank of SCHR is 8585
Overall Rank
The Sharpe Ratio Rank of SCHR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SCHR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCHR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHR is 8080
Martin Ratio Rank

BSCN
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.

SCHR vs. BSCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Invesco BulletShares 2023 Corporate Bond ETF (BSCN). 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.


The chart of Sharpe ratio for SCHR, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.00
SCHR: 1.64
The chart of Sortino ratio for SCHR, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.00
SCHR: 2.53
The chart of Omega ratio for SCHR, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
SCHR: 1.30
The chart of Calmar ratio for SCHR, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SCHR: 0.61
BSCN: 0.00
The chart of Martin ratio for SCHR, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
SCHR: 3.95


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.64
-1.00
SCHR
BSCN

Dividends

SCHR vs. BSCN - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.75%, while BSCN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.75%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%1.44%
BSCN
Invesco BulletShares 2023 Corporate Bond ETF
0.00%0.00%3.69%1.51%1.56%2.36%2.92%2.88%2.67%2.88%2.88%0.72%

Drawdowns

SCHR vs. BSCN - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.46%
-0.38%
SCHR
BSCN

Volatility

SCHR vs. BSCN - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a higher volatility of 1.81% compared to Invesco BulletShares 2023 Corporate Bond ETF (BSCN) at 0.00%. This indicates that SCHR's price experiences larger fluctuations and is considered to be riskier than BSCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.81%
0
SCHR
BSCN