SCHR vs. SCHQ
Compare and contrast key facts about Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Schwab Long-Term U.S. Treasury ETF (SCHQ).
SCHR and SCHQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHR is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Treasury (3-10 Y). It was launched on Aug 5, 2010. SCHQ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate Government - Treasury - Long. It was launched on Oct 10, 2019. Both SCHR and SCHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHR or SCHQ.
Performance
SCHR vs. SCHQ - Performance Comparison
Returns By Period
In the year-to-date period, SCHR achieves a 2.91% return, which is significantly higher than SCHQ's -4.29% return.
SCHR
2.91%
-0.95%
3.89%
6.61%
0.94%
2.17%
SCHQ
-4.29%
-1.74%
1.55%
4.38%
-5.32%
N/A
Key characteristics
| SCHR | SCHQ | |
|---|---|---|
| Sharpe Ratio | 1.31 | 0.35 |
| Sortino Ratio | 1.95 | 0.59 |
| Omega Ratio | 1.24 | 1.07 |
| Calmar Ratio | 0.65 | 0.11 |
| Martin Ratio | 4.28 | 0.86 |
| Ulcer Index | 1.54% | 5.54% |
| Daily Std Dev | 5.04% | 13.42% |
| Max Drawdown | -14.87% | -46.13% |
| Current Drawdown | -3.91% | -38.46% |
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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%.
Correlation
The correlation between SCHR and SCHQ is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
Dividends
SCHR vs. SCHQ - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 5.00%, more than SCHQ's 4.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 5.00% | 4.93% | 2.94% | 1.57% | 2.79% | 3.29% | 2.77% | 2.36% | 2.54% | 2.21% | 1.98% | 1.75% |
SCHQ Schwab Long-Term U.S. Treasury ETF | 4.46% | 3.79% | 2.88% | 1.69% | 1.52% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHR vs. SCHQ - Drawdown Comparison
The maximum SCHR drawdown since its inception was -14.87%, 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.
Volatility
SCHR vs. SCHQ - Volatility Comparison
The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.22%, while Schwab Long-Term U.S. Treasury ETF (SCHQ) has a volatility of 4.14%. 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.