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SCHY vs. SCHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHY vs. SCHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab International Dividend Equity ETF (SCHY) and Schwab 5-10 Year Corporate Bond ETF (SCHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHY achieves a 9.87% return, which is significantly higher than SCHI's 0.46% return.


SCHY

1D
-0.52%
1M
1.78%
YTD
9.87%
6M
10.53%
1Y
23.12%
3Y*
14.83%
5Y*
8.24%
10Y*

SCHI

1D
0.09%
1M
0.99%
YTD
0.46%
6M
0.82%
1Y
6.04%
3Y*
6.21%
5Y*
1.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHY vs. SCHI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCHY
Schwab International Dividend Equity ETF
9.87%33.98%-1.79%14.27%-9.43%3.42%
SCHI
Schwab 5-10 Year Corporate Bond ETF
0.46%9.47%3.32%8.97%-14.06%1.17%

Correlation

The correlation between SCHY and SCHI is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2021

0.37

The correlation between SCHY and SCHI shifts across timeframes, from 0.37 (5 years) to 0.51 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHY vs. SCHI — Risk / Return Rank

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

SCHY
SCHY Risk / Return Rank: 6161
Overall Rank
SCHY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
SCHY Omega Ratio Rank: 6464
Omega Ratio Rank
SCHY Calmar Ratio Rank: 5757
Calmar Ratio Rank
SCHY Martin Ratio Rank: 5151
Martin Ratio Rank

SCHI
SCHI Risk / Return Rank: 4646
Overall Rank
SCHI Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHI Sortino Ratio Rank: 4848
Sortino Ratio Rank
SCHI Omega Ratio Rank: 4444
Omega Ratio Rank
SCHI Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHI Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SCHY vs. SCHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab International Dividend Equity ETF (SCHY) and Schwab 5-10 Year Corporate Bond ETF (SCHI). 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.


SCHYSCHIDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.34

1.26

+0.08

Calmar ratioReturn relative to maximum drawdown

2.55

2.01

+0.54

Martin ratioReturn relative to average drawdown

7.89

6.58

+1.32

SCHY vs. SCHI - Sharpe Ratio Comparison

The current SCHY Sharpe Ratio is 1.94, which is higher than the SCHI Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of SCHY and SCHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHY vs. SCHI - Drawdown Comparison

The maximum SCHY drawdown since its inception was -24.04%, which is greater than SCHI's maximum drawdown of -20.67%. Use the drawdown chart below to compare losses from any high point for SCHY and SCHI.


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Drawdown Indicators


SCHYSCHIDifference

Max Drawdown

Largest peak-to-trough decline

-24.04%

-20.67%

-3.37%

Max Drawdown (1Y)

Largest decline over 1 year

-9.11%

-3.01%

-6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.16%

-6.14%

-6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.04%

-20.67%

-3.37%

Current Drawdown

Current decline from peak

-3.44%

-1.10%

-2.34%

Average Drawdown

Average peak-to-trough decline

-4.97%

-5.69%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

0.92%

+2.02%

Volatility

SCHY vs. SCHI - Volatility Comparison

Schwab International Dividend Equity ETF (SCHY) has a higher volatility of 3.42% compared to Schwab 5-10 Year Corporate Bond ETF (SCHI) at 1.48%. This indicates that SCHY's price experiences larger fluctuations and is considered to be riskier than SCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHYSCHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

1.48%

+1.94%

Volatility (6M)

Calculated over the trailing 6-month period

9.97%

3.20%

+6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

4.12%

+7.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

6.67%

+6.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.23%

7.39%

+5.84%

SCHY vs. SCHI - Expense Ratio Comparison

SCHY has a 0.08% expense ratio, which is higher than SCHI's 0.05% 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%.


Dividends

SCHY vs. SCHI - Dividend Comparison

SCHY's dividend yield for the trailing twelve months is around 3.38%, less than SCHI's 5.03% yield.


PositionTTM2025202420232022202120202019
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.03%4.99%5.11%4.27%3.10%1.93%2.31%0.53%
SCHY
Schwab International Dividend Equity ETF
3.38%3.55%4.64%3.97%3.67%1.73%0.00%0.00%

Frequently Asked Questions


SCHY and SCHI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHY has higher volatility (3.42%) compared to SCHI (1.48%). In terms of maximum drawdown, SCHY dropped -24.04% vs SCHI's -20.67%.

On 5-year performance, SCHY leads with 8.24% vs 1.29% for SCHI. On fees, SCHI is cheaper at 0.05% per year. On volatility, SCHI has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHY has performed better with a 8.24% return vs 1.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHI is cheaper with a 0.05% expense ratio, compared with 0.08% for SCHY.

SCHI has the higher dividend yield at 5.03%, compared with 3.38% for SCHY.

SCHY is categorized as Dividend, while SCHI is Corporate Bonds. SCHY tracks Dow Jones International Dividend 100 Index, while SCHI tracks Bloomberg US Aggregate Credit - Corporate (5-10 Y). Their fees differ too: 0.08% for SCHY and 0.05% for SCHI.

SCHY currently has the higher Sharpe Ratio (1.94 vs 1.47), 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.

Portfolio Optimizer

Find the right allocation for SCHY and SCHI

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