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SCHZ vs. BNDW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHZ vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond ETF (SCHZ) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCHZ achieves a 0.30% return, which is significantly lower than BNDW's 0.42% return.


SCHZ

1D
-0.17%
1M
0.26%
YTD
0.30%
6M
0.15%
1Y
5.16%
3Y*
3.94%
5Y*
0.07%
10Y*
1.52%

BNDW

1D
-0.26%
1M
0.44%
YTD
0.42%
6M
0.18%
1Y
3.51%
3Y*
3.99%
5Y*
0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHZ vs. BNDW - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SCHZ
Schwab U.S. Aggregate Bond ETF
0.30%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%0.90%
BNDW
Vanguard Total World Bond ETF
0.42%5.02%2.42%7.18%-12.88%-2.10%6.22%8.37%1.21%

Correlation

The correlation between SCHZ and BNDW is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.92

The correlation between SCHZ and BNDW has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

SCHZ vs. BNDW — Risk / Return Rank

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

SCHZ
SCHZ Risk / Return Rank: 3737
Overall Rank
SCHZ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3535
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3737
Martin Ratio Rank

BNDW
BNDW Risk / Return Rank: 2727
Overall Rank
BNDW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BNDW Sortino Ratio Rank: 2727
Sortino Ratio Rank
BNDW Omega Ratio Rank: 2626
Omega Ratio Rank
BNDW Calmar Ratio Rank: 2727
Calmar Ratio Rank
BNDW Martin Ratio Rank: 2626
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.

SCHZ vs. BNDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Vanguard Total World Bond ETF (BNDW). 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.


SCHZBNDWDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratioReturn relative to maximum drawdown

1.92

1.31

+0.61

Martin ratioReturn relative to average drawdown

5.87

3.70

+2.18

SCHZ vs. BNDW - Sharpe Ratio Comparison

The current SCHZ Sharpe Ratio is 1.37, which is higher than the BNDW Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SCHZ and BNDW, 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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Sharpe Ratios by Period


SCHZBNDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

1.05

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.04

-0.03

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

0.37

+0.07

Drawdowns

SCHZ vs. BNDW - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SCHZ and BNDW.


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Drawdown Indicators


SCHZBNDWDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-17.22%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.70%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

-4.27%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-16.93%

-1.08%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-2.47%

-1.53%

-0.94%

Average Drawdown

Average peak-to-trough decline

-3.68%

-4.98%

+1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

0.95%

-0.07%

Volatility

SCHZ vs. BNDW - Volatility Comparison

The current volatility for Schwab U.S. Aggregate Bond ETF (SCHZ) is 1.24%, while Vanguard Total World Bond ETF (BNDW) has a volatility of 1.31%. This indicates that SCHZ experiences smaller price fluctuations and is considered to be less risky than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHZBNDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.31%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.62%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

3.36%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

5.21%

+0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

4.90%

+0.51%

SCHZ vs. BNDW - Expense Ratio Comparison

SCHZ has a 0.03% expense ratio, which is lower than BNDW's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SCHZ vs. BNDW - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 4.12%, less than BNDW's 4.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BNDW
Vanguard Total World Bond ETF
4.21%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


With a correlation of 0.94, SCHZ and BNDW 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.

BNDW has higher volatility (1.31%) compared to SCHZ (1.24%). In terms of maximum drawdown, SCHZ dropped -18.74% vs BNDW's -17.22%.

On 5-year performance, BNDW leads with 0.22% vs 0.07% for SCHZ. On fees, SCHZ is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BNDW has performed better with a 0.22% return vs 0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.05% for BNDW.

BNDW has the higher dividend yield at 4.21%, compared with 4.12% for SCHZ.

SCHZ is categorized as Total Bond Market, while BNDW is Global Bonds. SCHZ tracks Bloomberg US Aggregate Bond Index, while BNDW tracks Bloomberg Global Aggregate Float Adjusted Composite Index. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.03% for SCHZ and 0.05% for BNDW.

SCHZ currently has the higher Sharpe Ratio (1.37 vs 1.05), 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

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