SCHR vs. EDIV
SCHR (Schwab Intermediate-Term U.S. Treasury ETF) and EDIV (SPDR S&P Emerging Markets Dividend ETF) are both exchange-traded funds - SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index, while EDIV is a Emerging Markets Equities fund tracking the S&P Emerging Markets Dividend Opportunities Index. Both are passively managed. Over the past 10 years, SCHR returned 1.15%/yr vs 8.40%/yr for EDIV. At a correlation of -0.12, they often move in opposite directions. SCHR charges 0.05%/yr vs 0.49%/yr for EDIV.
Performance
SCHR vs. EDIV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCHR achieves a -0.40% return, which is significantly lower than EDIV's 9.11% return. Over the past 10 years, SCHR has underperformed EDIV with an annualized return of 1.15%, while EDIV has yielded a comparatively higher 8.40% annualized return.
SCHR
- 1D
- -0.20%
- 1M
- -0.13%
- 6M
- -0.16%
- YTD
- -0.40%
- 1Y
- 2.72%
- 3Y*
- 3.60%
- 5Y*
- -0.11%
- 10Y*
- 1.15%
- ALL TIME*
- 1.91%
EDIV
- 1D
- -0.52%
- 1M
- 1.79%
- 6M
- 6.50%
- YTD
- 9.11%
- 1Y
- 13.09%
- 3Y*
- 16.35%
- 5Y*
- 12.20%
- 10Y*
- 8.40%
- ALL TIME*
- 3.21%
SCHR vs. EDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.40% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | 1.59% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 9.11% | 16.45% | 12.75% | 41.91% | -15.31% | 11.21% | -9.95% | 11.80% | -6.16% | 28.20% |
Correlation
The correlation between SCHR and EDIV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2011 | -0.12 |
The correlation between SCHR and EDIV shifts across timeframes, from -0.12 (all time) to 0.32 (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. EDIV — Risk / Return Rank
SCHR
EDIV
SCHR vs. EDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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 | EDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.19 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.27 | -0.29 |
| Martin ratioReturn relative to average drawdown | 2.42 | 3.70 | -1.28 |
Loading charts...
Drawdowns
SCHR vs. EDIV - Drawdown Comparison
The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for SCHR and EDIV.
Loading charts...
Drawdown Indicators
| SCHR | EDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -53.36% | +37.25% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -10.36% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -13.84% | +9.49% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -28.32% | +13.25% |
Max Drawdown (10Y)Largest decline over 10 years | -16.11% | -40.76% | +24.65% |
Current DrawdownCurrent decline from peak | -2.33% | -1.64% | -0.69% |
Average DrawdownAverage peak-to-trough decline | -3.63% | -19.23% | +15.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 3.54% | -2.41% |
Volatility
SCHR vs. EDIV - Volatility Comparison
The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.01%, while SPDR S&P Emerging Markets Dividend ETF (EDIV) has a volatility of 3.83%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCHR | EDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 3.83% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 11.05% | -8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 12.80% | -9.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.39% | 13.94% | -8.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 17.30% | -12.83% |
SCHR vs. EDIV - Expense Ratio Comparison
SCHR has a 0.05% expense ratio, which is lower than EDIV's 0.49% expense ratio.
Dividends
SCHR vs. EDIV - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 3.94%, less than EDIV's 4.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.16% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.94% | 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 EDIV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDIV has higher volatility (3.83%) compared to SCHR (1.01%). In terms of maximum drawdown, SCHR dropped -16.11% vs EDIV's -53.36%.
On 10-year performance, EDIV leads with 8.40% vs 1.15% for SCHR. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EDIV has performed better with a 8.40% return vs 1.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR is cheaper with a 0.05% expense ratio, compared with 0.49% for EDIV.
EDIV has the higher dividend yield at 4.16%, compared with 3.94% for SCHR.
SCHR is categorized as Government Bonds, while EDIV is Emerging Markets Equities. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while EDIV tracks S&P Emerging Markets Dividend Opportunities Index. They also come from different issuers: Charles Schwab and State Street. Their fees differ too: 0.05% for SCHR and 0.49% for EDIV.
EDIV currently has the higher Sharpe Ratio (1.03 vs 0.80), 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 EDIV
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