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

Correlation

The correlation between SCHR and SCYB is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

SCHR vs. SCYB - 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 High Yield Bond ETF (SCYB). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
8.60%
21.99%
SCHR
SCYB

Key characteristics

Sharpe Ratio

SCHR:

1.64

SCYB:

1.83

Sortino Ratio

SCHR:

2.53

SCYB:

2.68

Omega Ratio

SCHR:

1.30

SCYB:

1.40

Calmar Ratio

SCHR:

0.61

SCYB:

2.16

Martin Ratio

SCHR:

3.95

SCYB:

11.69

Ulcer Index

SCHR:

1.92%

SCYB:

0.91%

Daily Std Dev

SCHR:

4.63%

SCYB:

5.81%

Max Drawdown

SCHR:

-16.11%

SCYB:

-4.92%

Current Drawdown

SCHR:

-5.46%

SCYB:

-0.96%

Returns By Period

In the year-to-date period, SCHR achieves a 3.48% return, which is significantly higher than SCYB's 1.14% return.


SCHR

YTD

3.48%

1M

1.21%

6M

2.74%

1Y

7.90%

5Y*

-0.88%

10Y*

1.27%

SCYB

YTD

1.14%

1M

0.13%

6M

2.03%

1Y

10.81%

5Y*

N/A

10Y*

N/A

*Annualized

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SCHR vs. SCYB - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is higher than SCYB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually 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 SCYB: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCYB: 0.03%

Risk-Adjusted Performance

SCHR vs. SCYB — 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

SCYB
The Risk-Adjusted Performance Rank of SCYB is 9494
Overall Rank
The Sharpe Ratio Rank of SCYB is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of SCYB is 9494
Sortino Ratio Rank
The Omega Ratio Rank of SCYB is 9494
Omega Ratio Rank
The Calmar Ratio Rank of SCYB is 9494
Calmar Ratio Rank
The Martin Ratio Rank of SCYB is 9494
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. SCYB - 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 High Yield Bond ETF (SCYB). 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
SCYB: 1.83
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
SCYB: 2.68
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
SCYB: 1.40
The chart of Calmar ratio for SCHR, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.0012.00
SCHR: 1.75
SCYB: 2.16
The chart of Martin ratio for SCHR, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
SCHR: 3.95
SCYB: 11.69

The current SCHR Sharpe Ratio is 1.64, which is comparable to the SCYB Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of SCHR and SCYB, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.64
1.83
SCHR
SCYB

Dividends

SCHR vs. SCYB - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.75%, less than SCYB's 7.18% 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%
SCYB
Schwab High Yield Bond ETF
7.18%7.07%3.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCHR vs. SCYB - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, which is greater than SCYB's maximum drawdown of -4.92%. Use the drawdown chart below to compare losses from any high point for SCHR and SCYB. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.72%
-0.96%
SCHR
SCYB

Volatility

SCHR vs. SCYB - Volatility Comparison

The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.81%, while Schwab High Yield Bond ETF (SCYB) has a volatility of 4.33%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than SCYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
1.81%
4.33%
SCHR
SCYB