SCHR vs. XFIV
SCHR (Schwab Intermediate-Term U.S. Treasury ETF) and XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) are both Government Bonds funds - SCHR tracks the Bloomberg US Treasury 3-10 Year Index while XFIV tracks the Bloomberg US Treasury 5 Year Target Duration Index. Both are passively managed. Over the past 3 years, SCHR returned 3.41%/yr vs 3.51%/yr for XFIV. With a 0.99 correlation, they move nearly in lockstep. Both charge a 0.05% expense ratio.
Performance
SCHR vs. XFIV - Performance Comparison
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Returns By Period
In the year-to-date period, SCHR achieves a -0.43% return, which is significantly higher than XFIV's -0.47% return.
SCHR
- 1D
- -0.16%
- 1M
- -0.15%
- YTD
- -0.43%
- 6M
- -0.59%
- 1Y
- 3.55%
- 3Y*
- 3.41%
- 5Y*
- 0.05%
- 10Y*
- 1.23%
XFIV
- 1D
- -0.18%
- 1M
- -0.16%
- YTD
- -0.47%
- 6M
- -0.68%
- 1Y
- 3.51%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
SCHR vs. XFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.43% | 7.33% | 1.42% | 4.27% | -0.75% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | -0.47% | 7.43% | 1.52% | 4.40% | -0.56% |
Correlation
The correlation between SCHR and XFIV is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022 | 0.99 |
The correlation between SCHR and XFIV has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.
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Return for Risk
SCHR vs. XFIV — Risk / Return Rank
SCHR
XFIV
SCHR vs. XFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV). 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 | XFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.18 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.21 | +0.06 |
| Martin ratioReturn relative to average drawdown | 3.82 | 3.61 | +0.21 |
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 | XFIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 1.01 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.61 | -0.16 |
Drawdowns
SCHR vs. XFIV - Drawdown Comparison
The maximum SCHR drawdown since its inception was -16.11%, which is greater than XFIV's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for SCHR and XFIV.
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Drawdown Indicators
| SCHR | XFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.11% | -6.38% | -9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -2.91% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -4.35% | -4.47% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -15.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -16.11% | — | — |
Current DrawdownCurrent decline from peak | -2.37% | -2.15% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -3.64% | -1.66% | -1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.97% | -0.04% |
Volatility
SCHR vs. XFIV - Volatility Comparison
Schwab Intermediate-Term U.S. Treasury ETF (SCHR) and BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) have volatilities of 1.08% and 1.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHR | XFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 1.09% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 2.41% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.43% | 3.48% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.38% | 5.42% | -0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 5.42% | -0.95% |
SCHR vs. XFIV - Expense Ratio Comparison
Both SCHR and XFIV 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%.
Dividends
SCHR vs. XFIV - Dividend Comparison
SCHR's dividend yield for the trailing twelve months is around 3.92%, more than XFIV's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.92% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | 3.82% | 4.05% | 3.92% | 3.63% | 1.06% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, SCHR and XFIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
XFIV has higher volatility (1.09%) compared to SCHR (1.08%). In terms of maximum drawdown, SCHR dropped -16.11% vs XFIV's -6.38%.
On 3-year performance, XFIV leads with 3.51% vs 3.41% for SCHR. Both ETFs have the same 0.05% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XFIV has performed better with a 3.51% return vs 3.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR and XFIV have the same expense ratio: 0.05% per year.
SCHR has the higher dividend yield at 3.92%, compared with 3.82% for XFIV.
SCHR tracks Bloomberg US Treasury 3-10 Year Index, while XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index. They also come from different issuers: Charles Schwab and BondBloxx.
SCHR currently has the higher Sharpe Ratio (1.04 vs 1.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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