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

Correlation

The correlation between SCHR and STIP is 0.06, 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. STIP - 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 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
29.78%
38.36%
SCHR
STIP

Key characteristics

Sharpe Ratio

SCHR:

1.64

STIP:

3.98

Sortino Ratio

SCHR:

2.53

STIP:

6.54

Omega Ratio

SCHR:

1.30

STIP:

1.91

Calmar Ratio

SCHR:

0.61

STIP:

7.96

Martin Ratio

SCHR:

3.95

STIP:

26.57

Ulcer Index

SCHR:

1.92%

STIP:

0.28%

Daily Std Dev

SCHR:

4.63%

STIP:

1.90%

Max Drawdown

SCHR:

-16.11%

STIP:

-5.50%

Current Drawdown

SCHR:

-5.46%

STIP:

-0.05%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHR having a 3.48% return and STIP slightly higher at 3.50%. Over the past 10 years, SCHR has underperformed STIP with an annualized return of 1.27%, while STIP has yielded a comparatively higher 2.83% annualized return.


SCHR

YTD

3.48%

1M

1.21%

6M

2.74%

1Y

7.90%

5Y*

-0.88%

10Y*

1.27%

STIP

YTD

3.50%

1M

0.84%

6M

3.87%

1Y

7.68%

5Y*

4.00%

10Y*

2.83%

*Annualized

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SCHR vs. STIP - Expense Ratio Comparison

SCHR has a 0.05% expense ratio, which is lower than STIP's 0.06% 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%.


Expense ratio chart for STIP: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STIP: 0.06%
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%

Risk-Adjusted Performance

SCHR vs. STIP — 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

STIP
The Risk-Adjusted Performance Rank of STIP is 9898
Overall Rank
The Sharpe Ratio Rank of STIP is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of STIP is 9999
Sortino Ratio Rank
The Omega Ratio Rank of STIP is 9898
Omega Ratio Rank
The Calmar Ratio Rank of STIP is 9999
Calmar Ratio Rank
The Martin Ratio Rank of STIP is 9898
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. STIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and iShares 0-5 Year TIPS Bond ETF (STIP). 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
STIP: 3.98
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
STIP: 6.54
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
STIP: 1.91
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
STIP: 7.96
The chart of Martin ratio for SCHR, currently valued at 3.95, compared to the broader market0.0020.0040.0060.00
SCHR: 3.95
STIP: 26.57

The current SCHR Sharpe Ratio is 1.64, which is lower than the STIP Sharpe Ratio of 3.98. The chart below compares the historical Sharpe Ratios of SCHR and STIP, 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
3.98
SCHR
STIP

Dividends

SCHR vs. STIP - Dividend Comparison

SCHR's dividend yield for the trailing twelve months is around 3.75%, more than STIP's 3.33% 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%
STIP
iShares 0-5 Year TIPS Bond ETF
3.33%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%

Drawdowns

SCHR vs. STIP - Drawdown Comparison

The maximum SCHR drawdown since its inception was -16.11%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for SCHR and STIP. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.46%
-0.05%
SCHR
STIP

Volatility

SCHR vs. STIP - Volatility Comparison

Schwab Intermediate-Term U.S. Treasury ETF (SCHR) has a higher volatility of 1.81% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 1.01%. This indicates that SCHR's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%NovemberDecember2025FebruaryMarchApril
1.81%
1.01%
SCHR
STIP