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 Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, SCHW returned 15.01%/yr vs 3.07%/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 -6.10% return, which is significantly lower than STIP's 1.34% return. Over the past 10 years, SCHW has outperformed STIP with an annualized return of 15.01%, while STIP has yielded a comparatively lower 3.07% annualized return.
SCHW
- 1D
- 1.24%
- 1M
- 3.35%
- YTD
- -6.10%
- 6M
- -7.27%
- 1Y
- 6.76%
- 3Y*
- 22.27%
- 5Y*
- 6.29%
- 10Y*
- 15.01%
STIP
- 1D
- 0.01%
- 1M
- -0.29%
- YTD
- 1.34%
- 6M
- 1.51%
- 1Y
- 3.58%
- 3Y*
- 4.99%
- 5Y*
- 3.28%
- 10Y*
- 3.07%
SCHW vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | -6.10% | 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 | 1.34% | 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 -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.08 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2010 | -0.11 |
The correlation between SCHW and STIP shifts across timeframes, from -0.11 (all time) to 0.02 (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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SCHW | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -3.18 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.48 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | 4.96 | -4.61 |
| Martin ratioReturn relative to average drawdown | 0.78 | 18.20 | -17.42 |
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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% | -0.73% | -19.10% |
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 | -12.49% | -0.72% | -11.77% |
Average DrawdownAverage peak-to-trough decline | -35.52% | -0.99% | -34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.73% | 0.20% | +8.53% |
Volatility
SCHW vs. STIP - Volatility Comparison
The Charles Schwab Corporation (SCHW) has a higher volatility of 8.14% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.64%. 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 | 8.14% | 0.64% | +7.50% |
Volatility (6M)Calculated over the trailing 6-month period | 20.17% | 1.14% | +19.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.45% | 1.53% | +22.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.17% | 2.74% | +29.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.20% | 2.46% | +30.74% |
Dividends
SCHW vs. STIP - Dividend Comparison
SCHW's dividend yield for the trailing twelve months is around 1.27%, less than STIP's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHW The Charles Schwab Corporation | 1.27% | 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 | 4.33% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHW has higher volatility (8.14%) compared to STIP (0.64%). In terms of maximum drawdown, SCHW dropped -86.79% vs STIP's -5.50%.
STIP currently has the higher Sharpe Ratio (2.34 vs 0.28), 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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