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SCHR vs. IDEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHR vs. IDEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and iShares Core MSCI International Developed Markets ETF (IDEV). 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 -0.27% return, which is significantly lower than IDEV's 9.59% 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%

IDEV

1D
0.42%
1M
2.88%
YTD
9.59%
6M
11.02%
1Y
23.58%
3Y*
17.03%
5Y*
8.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHR vs. IDEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%1.00%
IDEV
iShares Core MSCI International Developed Markets ETF
9.59%32.56%4.54%17.36%-14.99%13.00%8.32%23.12%-14.10%17.43%

Correlation

The correlation between SCHR and IDEV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.29

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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2017

0.01

Over the past year, SCHR and IDEV have become more correlated (0.35) than their long-term average of 0.01, meaning their price movements have been converging.

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Return for Risk

SCHR vs. IDEV — 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

IDEV
IDEV Risk / Return Rank: 4848
Overall Rank
IDEV Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 4848
Sortino Ratio Rank
IDEV Omega Ratio Rank: 4747
Omega Ratio Rank
IDEV Calmar Ratio Rank: 4545
Calmar Ratio Rank
IDEV Martin Ratio Rank: 5252
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. IDEV - 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 MSCI International Developed Markets ETF (IDEV). 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.


SCHRIDEVDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.17

1.99

-0.82

Martin ratioReturn relative to average drawdown

3.29

7.76

-4.47

SCHR vs. IDEV - Sharpe Ratio Comparison

The current SCHR Sharpe Ratio is 0.97, which is lower than the IDEV Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of SCHR and IDEV, 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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Drawdowns

SCHR vs. IDEV - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for SCHR and IDEV.


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Drawdown Indicators


SCHRIDEVDifference

Max Drawdown

Largest peak-to-trough decline

-16.11%

-34.77%

+18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-11.20%

+8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-4.35%

-13.41%

+9.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.07%

-29.15%

+14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-16.11%

Current Drawdown

Current decline from peak

-2.21%

-0.37%

-1.84%

Average Drawdown

Average peak-to-trough decline

-3.64%

-6.55%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

2.87%

-1.88%

Volatility

SCHR vs. IDEV - Volatility Comparison

The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.11%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 5.30%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHRIDEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.11%

5.30%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

12.73%

-10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.38%

15.07%

-11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

16.35%

-10.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.47%

17.29%

-12.82%

SCHR vs. IDEV - Expense Ratio Comparison

Both SCHR and IDEV 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. IDEV - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.91%, more than IDEV's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IDEV
iShares Core MSCI International Developed Markets ETF
3.11%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%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 IDEV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IDEV has higher volatility (5.30%) compared to SCHR (1.11%). In terms of maximum drawdown, SCHR dropped -16.11% vs IDEV's -34.77%.

On 5-year performance, IDEV leads with 8.52% 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, IDEV has performed better with a 8.52% return vs 0.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHR and IDEV have the same expense ratio: 0.05% per year.

SCHR has the higher dividend yield at 3.91%, compared with 3.11% for IDEV.

SCHR is categorized as Government Bonds, while IDEV is Foreign Large Cap Equities. SCHR tracks Bloomberg US Treasury 3-10 Year Index, while IDEV tracks MSCI World ex USA Investable Market Index. They also come from different issuers: Charles Schwab and iShares.

IDEV currently has the higher Sharpe Ratio (1.48 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.

Portfolio Optimizer

Find the right allocation for SCHR and IDEV

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