SCHR vs. DIVB
SCHR (Schwab Intermediate-Term U.S. Treasury ETF) and DIVB (iShares Core Dividend ETF) are both exchange-traded funds - SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index, while DIVB is a Dividend fund tracking the Morningstar US Dividend and Buyback Index. Both are passively managed. Over the past 5 years, SCHR returned 0.02%/yr vs 12.24%/yr for DIVB. At a correlation of -0.08, they often move in opposite directions. Both charge a 0.05% expense ratio.
Performance
SCHR vs. DIVB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCHR achieves a -0.27% return, which is significantly lower than DIVB's 17.67% return.
SCHR
- 1D
- -0.12%
- 1M
- 0.66%
- YTD
- -0.27%
- 6M
- 0.04%
- 1Y
- 3.42%
- 3Y*
- 3.71%
- 5Y*
- 0.02%
- 10Y*
- 1.19%
DIVB
- 1D
- 1.11%
- 1M
- 6.33%
- YTD
- 17.67%
- 6M
- 16.46%
- 1Y
- 29.56%
- 3Y*
- 21.12%
- 5Y*
- 12.24%
- 10Y*
- —
SCHR vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.27% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | -0.56% |
DIVB iShares Core Dividend ETF | 17.67% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 32.72% | -8.16% | 5.95% |
Correlation
The correlation between SCHR and DIVB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017 | -0.08 |
The correlation between SCHR and DIVB shifts across timeframes, from -0.08 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHR vs. DIVB — Risk / Return Rank
SCHR
DIVB
SCHR vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and iShares Core Dividend ETF (DIVB). 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.
| SCHR | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 4.16 | -2.99 |
| Martin ratioReturn relative to average drawdown | 3.29 | 14.00 | -10.71 |
Loading charts...
Drawdowns
SCHR vs. DIVB - Drawdown Comparison
The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for SCHR and DIVB.
Loading charts...
Drawdown Indicators
| SCHR | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -36.93% | +20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -6.82% | +4.03% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -15.45% | +11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -21.08% | +6.01% |
Max Drawdown (10Y)Largest decline over 10 years | -16.11% | — | — |
Current DrawdownCurrent decline from peak | -2.21% | -0.66% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -4.98% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.99% | 2.03% | -1.04% |
Volatility
SCHR vs. DIVB - Volatility Comparison
The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.11%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.48%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCHR | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 4.48% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 2.40% | 8.81% | -6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.38% | 11.69% | -8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 15.29% | -9.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 18.38% | -13.91% |
SCHR vs. DIVB - Expense Ratio Comparison
Both SCHR and DIVB have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SCHR vs. DIVB - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 3.91%, more than DIVB's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIVB iShares Core Dividend ETF | 2.18% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.91% | 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
SCHR and DIVB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIVB has higher volatility (4.48%) compared to SCHR (1.11%). In terms of maximum drawdown, SCHR dropped -16.11% vs DIVB's -36.93%.
On 5-year performance, DIVB leads with 12.24% vs 0.02% for SCHR. Both ETFs have the same 0.05% expense ratio. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 12.24% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR and DIVB have the same expense ratio: 0.05% per year.
SCHR has the higher dividend yield at 3.91%, compared with 2.18% for DIVB.
SCHR is categorized as Government Bonds, while DIVB is Dividend. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: Charles Schwab and iShares.
DIVB currently has the higher Sharpe Ratio (2.43 vs 0.97), 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.
Find the right allocation for SCHR and DIVB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer