SCHR vs. SWERX
Compare and contrast key facts about Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Schwab Target 2040 Fund (SWERX).
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. SWERX is managed by Charles Schwab. It was launched on Jun 30, 2005.
Performance
SCHR vs. SWERX - Performance Comparison
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SCHR vs. SWERX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.04% | 7.33% | 1.42% | 4.27% | -10.58% | -2.62% | 7.72% | 6.18% | 1.46% | 1.59% |
SWERX Schwab Target 2040 Fund | -3.60% | 17.71% | 12.74% | 19.06% | -18.57% | 15.65% | 14.44% | 23.01% | -9.11% | 20.48% |
Returns By Period
In the year-to-date period, SCHR achieves a -0.04% return, which is significantly higher than SWERX's -3.60% return. Over the past 10 years, SCHR has underperformed SWERX with an annualized return of 1.32%, while SWERX has yielded a comparatively higher 9.01% annualized return.
SCHR
- 1D
- 0.20%
- 1M
- -1.64%
- YTD
- -0.04%
- 6M
- 1.03%
- 1Y
- 4.13%
- 3Y*
- 3.30%
- 5Y*
- 0.32%
- 10Y*
- 1.32%
SWERX
- 1D
- -0.21%
- 1M
- -7.72%
- YTD
- -3.60%
- 6M
- -1.12%
- 1Y
- 13.92%
- 3Y*
- 12.66%
- 5Y*
- 6.63%
- 10Y*
- 9.01%
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SCHR vs. SWERX - Expense Ratio Comparison
SCHR has a 0.05% expense ratio, which is higher than SWERX's 0.00% 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%.
Return for Risk
SCHR vs. SWERX — Risk / Return Rank
SCHR
SWERX
SCHR vs. SWERX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and Schwab Target 2040 Fund (SWERX). 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.
| SCHR | SWERX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.07 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.64 | 1.56 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.23 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 1.34 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.65 | 6.09 | -0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHR | SWERX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.07 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.45 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.61 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.50 | -0.04 |
Correlation
The correlation between SCHR and SWERX is -0.16. 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.
Dividends
SCHR vs. SWERX - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 3.86%, less than SWERX's 7.45% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.86% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
SWERX Schwab Target 2040 Fund | 7.45% | 7.19% | 5.00% | 3.83% | 8.31% | 6.96% | 3.33% | 7.69% | 8.57% | 4.13% | 6.76% | 10.85% |
Drawdowns
SCHR vs. SWERX - Drawdown Comparison
The maximum SCHR drawdown since its inception was -16.11%, smaller than the maximum SWERX drawdown of -48.24%. Use the drawdown chart below to compare losses from any high point for SCHR and SWERX.
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Drawdown Indicators
| SCHR | SWERX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -48.24% | +32.13% |
Max Drawdown (1Y)Largest decline over 1 year | -2.39% | -9.38% | +6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | -30.40% | +15.33% |
Max Drawdown (10Y)Largest decline over 10 years | -16.11% | -30.40% | +14.29% |
Current DrawdownCurrent decline from peak | -1.98% | -8.08% | +6.10% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -7.20% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.77% | 2.07% | -1.30% |
Volatility
SCHR vs. SWERX - Volatility Comparison
The current volatility for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) is 1.35%, while Schwab Target 2040 Fund (SWERX) has a volatility of 4.18%. This indicates that SCHR experiences smaller price fluctuations and is considered to be less risky than SWERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHR | SWERX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 4.18% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 2.32% | 7.52% | -5.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 13.11% | -9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.36% | 14.93% | -9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 14.81% | -10.34% |