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SCHR vs. SCHQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHR and SCHQ is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.0

Performance

SCHR vs. SCHQ - Performance Comparison

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

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%NovemberDecember2025FebruaryMarchApril
1.84%
-24.23%
SCHR
SCHQ

Key characteristics

Sharpe Ratio

SCHR:

1.64

SCHQ:

0.40

Sortino Ratio

SCHR:

2.53

SCHQ:

0.63

Omega Ratio

SCHR:

1.30

SCHQ:

1.07

Calmar Ratio

SCHR:

0.61

SCHQ:

0.12

Martin Ratio

SCHR:

3.95

SCHQ:

0.78

Ulcer Index

SCHR:

1.92%

SCHQ:

6.68%

Daily Std Dev

SCHR:

4.63%

SCHQ:

13.05%

Max Drawdown

SCHR:

-16.11%

SCHQ:

-46.13%

Current Drawdown

SCHR:

-5.46%

SCHQ:

-37.91%

Returns By Period

In the year-to-date period, SCHR achieves a 3.48% return, which is significantly higher than SCHQ's 3.21% return.


SCHR

YTD

3.48%

1M

0.63%

6M

2.74%

1Y

7.90%

5Y*

-0.93%

10Y*

1.27%

SCHQ

YTD

3.21%

1M

-0.95%

6M

-0.62%

1Y

6.05%

5Y*

-8.81%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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SCHR vs. SCHQ - Expense Ratio Comparison

Both SCHR and SCHQ 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%.


Expense ratio chart for SCHR: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHR: 0.05%
Expense ratio chart for SCHQ: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHQ: 0.05%

Risk-Adjusted Performance

SCHR vs. SCHQ — Risk-Adjusted Performance Rank

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

SCHR
The Risk-Adjusted Performance Rank of SCHR is 8585
Overall Rank
The Sharpe Ratio Rank of SCHR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHR is 9393
Sortino Ratio Rank
The Omega Ratio Rank of SCHR is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCHR is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHR is 8080
Martin Ratio Rank

SCHQ
The Risk-Adjusted Performance Rank of SCHQ is 4343
Overall Rank
The Sharpe Ratio Rank of SCHQ is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHQ is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SCHQ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of SCHQ is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHQ is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHR vs. SCHQ - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for SCHR, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.00
SCHR: 1.64
SCHQ: 0.40
The chart of Sortino ratio for SCHR, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.00
SCHR: 2.53
SCHQ: 0.63
The chart of Omega ratio for SCHR, currently valued at 1.30, compared to the broader market0.501.001.502.002.50
SCHR: 1.30
SCHQ: 1.07
The chart of Calmar ratio for SCHR, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
SCHR: 0.61
SCHQ: 0.12
The chart of Martin ratio for SCHR, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
SCHR: 3.95
SCHQ: 0.78

The current SCHR Sharpe Ratio is 1.64, which is higher than the SCHQ Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SCHR and SCHQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.64
0.40
SCHR
SCHQ

Dividends

SCHR vs. SCHQ - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.75%, less than SCHQ's 4.41% yield.


TTM20242023202220212020201920182017201620152014
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
3.75%3.77%3.16%2.02%1.00%1.62%2.31%2.11%1.65%1.45%1.56%1.44%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.41%4.58%3.79%2.88%1.69%1.52%0.44%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHR vs. SCHQ - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for SCHR and SCHQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.46%
-37.91%
SCHR
SCHQ

Volatility

SCHR vs. SCHQ - Volatility Comparison

The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.81%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 5.34%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than SCHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
1.81%
5.34%
SCHR
SCHQ