PortfoliosLab logoPortfoliosLab logo
SCHR vs. FETH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHR vs. FETH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SCHR achieves a -0.27% return, which is significantly higher than FETH's -44.01% return.


SCHR

1D
-0.12%
1M
0.05%
YTD
-0.27%
6M
0.04%
1Y
3.25%
3Y*
3.71%
5Y*
0.02%
10Y*
1.19%

FETH

1D
-1.01%
1M
-26.28%
YTD
-44.01%
6M
-46.08%
1Y
-38.43%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHR vs. FETH - Yearly Performance Comparison


2026 (YTD)20252024
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
-0.27%7.33%0.73%
FETH
Fidelity Ethereum Fund
-44.01%-11.37%-4.68%

Correlation

The correlation between SCHR and FETH is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2024

0.06

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. FETH — Risk / Return Rank

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

SCHR
SCHR Risk / Return Rank: 2929
Overall Rank
SCHR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SCHR Sortino Ratio Rank: 3131
Sortino Ratio Rank
SCHR Omega Ratio Rank: 2727
Omega Ratio Rank
SCHR Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHR Martin Ratio Rank: 2727
Martin Ratio Rank

FETH
FETH Risk / Return Rank: 55
Overall Rank
FETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FETH Sortino Ratio Rank: 55
Sortino Ratio Rank
FETH Omega Ratio Rank: 66
Omega Ratio Rank
FETH Calmar Ratio Rank: 55
Calmar Ratio Rank
FETH Martin Ratio Rank: 55
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. FETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Fidelity Ethereum Fund (FETH). 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.


SCHRFETHDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.00

Omega ratioGain probability vs. loss probability

1.17

0.94

+0.23

Calmar ratioReturn relative to maximum drawdown

1.17

-0.57

+1.74

Martin ratioReturn relative to average drawdown

3.29

-0.98

+4.27

SCHR vs. FETH - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 0.97, which is higher than the FETH Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SCHR and FETH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SCHR vs. FETH - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum FETH drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for SCHR and FETH.


Loading charts...

Drawdown Indicators


SCHRFETHDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-67.57%

+51.46%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-67.57%

+64.78%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-2.21%

-65.74%

+63.53%

Average Drawdown

Average peak-to-trough decline

-3.64%

-33.30%

+29.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

39.31%

-38.32%

Volatility

SCHR vs. FETH - Volatility Comparison

The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.11%, while Fidelity Ethereum Fund (FETH) has a volatility of 17.03%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than FETH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SCHRFETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

17.03%

-15.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

46.32%

-43.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

69.12%

-65.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

72.38%

-67.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

72.38%

-67.91%

SCHR vs. FETH - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is lower than FETH's 0.25% 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

SCHR vs. FETH - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.91%, while FETH has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
FETH
Fidelity Ethereum Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 FETH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FETH has higher volatility (17.03%) compared to SCHR (1.11%). In terms of maximum drawdown, SCHR dropped -16.11% vs FETH's -67.57%.

On 1-year performance, SCHR leads with 3.25% vs -38.43% for FETH. On fees, SCHR is cheaper at 0.05% per year. 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 1-year period, SCHR has performed better with a 3.25% return vs -38.43%. 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 0.25% for FETH.

SCHR has the higher dividend yield at 3.91%, compared with 0.00% for FETH.

SCHR is categorized as Government Bonds, while FETH is Cryptocurrency. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while FETH tracks Fidelity Ethereum Reference Rate Index. They also come from different issuers: Charles Schwab and Fidelity. Their fees differ too: 0.05% for SCHR and 0.25% for FETH.

SCHR currently has the higher Sharpe Ratio (0.97 vs -0.56), 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 FETH

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