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SCHW vs. IYW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHW and IYW is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

SCHW vs. IYW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Charles Schwab Corporation (SCHW) and iShares U.S. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
291.37%
502.69%
SCHW
IYW

Key characteristics

Sharpe Ratio

SCHW:

0.25

IYW:

0.37

Sortino Ratio

SCHW:

0.57

IYW:

0.71

Omega Ratio

SCHW:

1.08

IYW:

1.10

Calmar Ratio

SCHW:

0.24

IYW:

0.42

Martin Ratio

SCHW:

0.70

IYW:

1.38

Ulcer Index

SCHW:

11.04%

IYW:

7.95%

Daily Std Dev

SCHW:

30.53%

IYW:

29.96%

Max Drawdown

SCHW:

-86.79%

IYW:

-81.89%

Current Drawdown

SCHW:

-12.39%

IYW:

-14.62%

Returns By Period

In the year-to-date period, SCHW achieves a 8.37% return, which is significantly higher than IYW's -10.73% return. Over the past 10 years, SCHW has underperformed IYW with an annualized return of 11.50%, while IYW has yielded a comparatively higher 18.78% annualized return.


SCHW

YTD

8.37%

1M

-0.25%

6M

12.06%

1Y

8.25%

5Y*

19.42%

10Y*

11.50%

IYW

YTD

-10.73%

1M

-2.71%

6M

-8.32%

1Y

11.26%

5Y*

20.70%

10Y*

18.78%

*Annualized

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Risk-Adjusted Performance

SCHW vs. IYW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHW
The Risk-Adjusted Performance Rank of SCHW is 5959
Overall Rank
The Sharpe Ratio Rank of SCHW is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHW is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SCHW is 5454
Omega Ratio Rank
The Calmar Ratio Rank of SCHW is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SCHW is 6161
Martin Ratio Rank

IYW
The Risk-Adjusted Performance Rank of IYW is 4949
Overall Rank
The Sharpe Ratio Rank of IYW is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 4848
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.

SCHW vs. IYW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) and iShares U.S. Technology ETF (IYW). 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 SCHW, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.00
SCHW: 0.25
IYW: 0.37
The chart of Sortino ratio for SCHW, currently valued at 0.57, compared to the broader market-6.00-4.00-2.000.002.004.00
SCHW: 0.57
IYW: 0.71
The chart of Omega ratio for SCHW, currently valued at 1.08, compared to the broader market0.501.001.502.00
SCHW: 1.08
IYW: 1.10
The chart of Calmar ratio for SCHW, currently valued at 0.24, compared to the broader market0.001.002.003.004.005.00
SCHW: 0.24
IYW: 0.42
The chart of Martin ratio for SCHW, currently valued at 0.70, compared to the broader market-5.000.005.0010.0015.0020.00
SCHW: 0.70
IYW: 1.38

The current SCHW Sharpe Ratio is 0.25, which is lower than the IYW Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of SCHW and IYW, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.25
0.37
SCHW
IYW

Dividends

SCHW vs. IYW - Dividend Comparison

SCHW's dividend yield for the trailing twelve months is around 1.28%, more than IYW's 0.23% yield.


TTM20242023202220212020201920182017201620152014
SCHW
The Charles Schwab Corporation
1.28%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
IYW
iShares U.S. Technology ETF
0.23%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%

Drawdowns

SCHW vs. IYW - Drawdown Comparison

The maximum SCHW drawdown since its inception was -86.79%, which is greater than IYW's maximum drawdown of -81.89%. Use the drawdown chart below to compare losses from any high point for SCHW and IYW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.39%
-14.62%
SCHW
IYW

Volatility

SCHW vs. IYW - Volatility Comparison

The current volatility for The Charles Schwab Corporation (SCHW) is 14.18%, while iShares U.S. Technology ETF (IYW) has a volatility of 19.19%. This indicates that SCHW experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
14.18%
19.19%
SCHW
IYW