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SCHR vs. BSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHR vs. BSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHR achieves a -0.43% return, which is significantly lower than BSV's 0.29% return. Over the past 10 years, SCHR has underperformed BSV with an annualized return of 1.23%, while BSV has yielded a comparatively higher 1.95% annualized return.


SCHR

1D
-0.16%
1M
-0.15%
YTD
-0.43%
6M
-0.59%
1Y
3.55%
3Y*
3.41%
5Y*
0.05%
10Y*
1.23%

BSV

1D
-0.08%
1M
0.06%
YTD
0.29%
6M
0.52%
1Y
3.68%
3Y*
4.41%
5Y*
1.62%
10Y*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHR vs. BSV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.43%7.33%1.42%4.27%-10.58%-2.62%7.72%6.18%1.46%1.59%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
0.29%6.00%3.78%4.90%-5.49%-1.09%4.70%4.98%1.34%1.20%

Correlation

The correlation between SCHR and BSV is 0.95 - 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

0.95

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

0.95

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

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 6, 2010

0.85

The correlation between SCHR and BSV shifts across timeframes, from 0.85 (all time) to 0.95 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHR vs. BSV — Risk / Return Rank

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

SCHR
SCHR Risk / Return Rank: 2727
Overall Rank
SCHR Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 2828
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2626
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2626
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2727
Martin Ratio Rank

BSV
BSV Risk / Return Rank: 6161
Overall Rank
BSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BSV Sortino Ratio Rank: 7171
Sortino Ratio Rank
BSV Omega Ratio Rank: 6363
Omega Ratio Rank
BSV Calmar Ratio Rank: 5757
Calmar Ratio Rank
BSV Martin Ratio Rank: 5757
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.

SCHR vs. BSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Vanguard Short-Term Bond Index Fund ETF Shares (BSV). 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.


SCHRBSVDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.18

1.39

-0.21

Calmar ratioReturn relative to maximum drawdown

1.27

2.87

-1.60

Martin ratioReturn relative to average drawdown

3.82

10.07

-6.25

SCHR vs. BSV - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 1.04, which is lower than the BSV Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of SCHR and BSV, 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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Sharpe Ratios by Period


SCHRBSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

2.05

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.60

-0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.83

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.85

-0.41

Drawdowns

SCHR vs. BSV - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, which is greater than BSV's maximum drawdown of -8.54%. Use the drawdown chart below to compare losses from any high point for SCHR and BSV.


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Drawdown Indicators


SCHRBSVDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-8.54%

-7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-1.29%

-1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

-1.53%

-2.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-8.54%

-6.53%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

-8.54%

-7.57%

Current Drawdown

Current decline from peak

-2.37%

-0.63%

-1.74%

Average Drawdown

Average peak-to-trough decline

-3.64%

-0.97%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.37%

+0.56%

Volatility

SCHR vs. BSV - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a higher volatility of 1.08% compared to Vanguard Short-Term Bond Index Fund ETF Shares (BSV) at 0.52%. This indicates that SCHR's price experiences larger fluctuations and is considered to be riskier than BSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHRBSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

0.52%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

1.26%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.43%

1.81%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

2.72%

+2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

2.37%

+2.10%

SCHR vs. BSV - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is higher than BSV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHR vs. BSV - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.92%, less than BSV's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.92%3.85%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%

Frequently Asked Questions


With a correlation of 0.95, SCHR and BSV 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.

SCHR has higher volatility (1.08%) compared to BSV (0.52%). In terms of maximum drawdown, SCHR dropped -16.11% vs BSV's -8.54%.

On 10-year performance, BSV leads with 1.95% vs 1.23% for SCHR. On fees, BSV is cheaper at 0.03% per year. On volatility, BSV has been the lower-risk option at 0.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BSV has performed better with a 1.95% return vs 1.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BSV is cheaper with a 0.03% expense ratio, compared with 0.05% for SCHR.

BSV has the higher dividend yield at 4.00%, compared with 3.92% for SCHR.

SCHR is categorized as Government Bonds, while BSV is Short-Term Bond. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while BSV tracks Bloomberg U.S. 1–5 Year Government/Credit Float Adjusted Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.05% for SCHR and 0.03% for BSV.

BSV currently has the higher Sharpe Ratio (2.05 vs 1.04), 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 SCHR and BSV

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