SCHW vs. STIP
SCHW (The Charles Schwab Corporation) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, SCHW returned 12.91%/yr vs 3.18%/yr for STIP. At a correlation of -0.11, they often move in opposite directions.
Performance
SCHW vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, SCHW achieves a -12.73% return, which is significantly lower than STIP's 2.04% return. Over the past 10 years, SCHW has outperformed STIP with an annualized return of 12.91%, while STIP has yielded a comparatively lower 3.18% annualized return.
SCHW
- 1D
- -1.16%
- 1M
- -5.01%
- YTD
- -12.73%
- 6M
- -7.23%
- 1Y
- -0.35%
- 3Y*
- 18.44%
- 5Y*
- 4.09%
- 10Y*
- 12.91%
STIP
- 1D
- 0.00%
- 1M
- 0.03%
- YTD
- 2.04%
- 6M
- 2.03%
- 1Y
- 4.68%
- 3Y*
- 5.23%
- 5Y*
- 3.37%
- 10Y*
- 3.18%
SCHW vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -12.73% | 36.65% | 9.17% | -15.97% | 0.11% | 60.23% | 13.57% | 16.38% | -18.43% | 31.15% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.04% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between SCHW and STIP is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2010 | -0.11 |
The correlation between SCHW and STIP shifts across timeframes, from -0.11 (all time) to 0.03 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
SCHW vs. STIP — Risk / Return Rank
SCHW
STIP
SCHW vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Charles Schwab Corporation (SCHW) 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.
| SCHW | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.24 | ||
| Sortino ratioReturn per unit of downside risk | -5.45 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.69 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 6.76 | -6.78 |
| Martin ratioReturn relative to average drawdown | -0.04 | 26.37 | -26.41 |
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
| SCHW | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | 3.23 | -3.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 1.23 | -1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 1.30 | -0.91 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.07 | -0.65 |
Drawdowns
SCHW vs. STIP - Drawdown Comparison
The maximum SCHW drawdown since its inception was -86.79%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for SCHW and STIP.
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Drawdown Indicators
| SCHW | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -5.50% | -81.29% |
Max Drawdown (1Y)Largest decline over 1 year | -19.83% | -0.69% | -19.14% |
Max Drawdown (3Y)Largest decline over 3 years | -27.11% | -0.95% | -26.16% |
Max Drawdown (5Y)Largest decline over 5 years | -49.70% | -5.50% | -44.20% |
Max Drawdown (10Y)Largest decline over 10 years | -51.08% | -5.50% | -45.58% |
Current DrawdownCurrent decline from peak | -18.67% | -0.03% | -18.64% |
Average DrawdownAverage peak-to-trough decline | -35.55% | -0.99% | -34.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.05% | 0.18% | +7.87% |
Volatility
SCHW vs. STIP - Volatility Comparison
The Charles Schwab Corporation (SCHW) has a higher volatility of 8.01% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.40%. This indicates that SCHW'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.
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Volatility by Period
| SCHW | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 0.40% | +7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 19.73% | 0.99% | +18.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.94% | 1.46% | +22.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.24% | 2.75% | +29.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.42% | 2.45% | +30.97% |
Dividends
SCHW vs. STIP - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.36%, less than STIP's 4.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.36% | 1.08% | 1.35% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.30% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
SCHW and STIP have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHW has higher volatility (8.01%) compared to STIP (0.40%). In terms of maximum drawdown, SCHW dropped -86.79% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (3.23 vs -0.01), 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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