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SCHZ vs. SCHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHZ vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. TIPS ETF (SCHP). 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 0.38% return, which is significantly lower than SCHP's 0.81% return. Over the past 10 years, SCHZ has underperformed SCHP with an annualized return of 1.48%, while SCHP has yielded a comparatively higher 2.52% annualized return.


SCHZ

1D
-0.26%
1M
0.61%
YTD
0.38%
6M
0.47%
1Y
4.52%
3Y*
3.90%
5Y*
0.02%
10Y*
1.48%

SCHP

1D
-0.42%
1M
-0.18%
YTD
0.81%
6M
0.92%
1Y
3.57%
3Y*
3.67%
5Y*
0.94%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHZ vs. SCHP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHZ
Schwab U.S. Aggregate Bond ETF
0.38%7.24%1.26%5.60%-13.17%-1.72%7.46%8.65%-0.26%3.50%
SCHP
Schwab U.S. TIPS ETF
0.81%6.76%1.95%3.91%-12.02%5.87%10.86%8.52%-1.78%3.02%

Correlation

The correlation between SCHZ and SCHP is 0.84, 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

0.84

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

0.89

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2011

0.76

The correlation between SCHZ and SCHP shifts across timeframes, from 0.76 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SCHZ vs. SCHP — Risk / Return Rank

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

SCHZ
SCHZ Risk / Return Rank: 3434
Overall Rank
SCHZ Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3232
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3434
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3434
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 3333
Overall Rank
SCHP Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3030
Sortino Ratio Rank
SCHP Omega Ratio Rank: 2828
Omega Ratio Rank
SCHP Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHP Martin Ratio Rank: 3737
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. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. TIPS ETF (SCHP). 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.


SCHZSCHPDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.21

1.19

+0.02

Calmar ratioReturn relative to maximum drawdown

1.68

1.86

-0.18

Martin ratioReturn relative to average drawdown

4.86

5.54

-0.69

SCHZ vs. SCHP - Sharpe Ratio Comparison

The current SCHZ Sharpe Ratio is 1.21, which is comparable to the SCHP Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of SCHZ and SCHP, 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

SCHZ vs. SCHP - Drawdown Comparison

The maximum SCHZ drawdown since its inception was -18.74%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for SCHZ and SCHP.


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Drawdown Indicators


SCHZSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-14.26%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-1.93%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

-4.48%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

-14.26%

-3.75%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

-14.26%

-4.48%

Current Drawdown

Current decline from peak

-2.38%

-1.04%

-1.34%

Average Drawdown

Average peak-to-trough decline

-3.68%

-3.93%

+0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.65%

+0.28%

Volatility

SCHZ vs. SCHP - Volatility Comparison

Schwab U.S. Aggregate Bond ETF (SCHZ) and Schwab U.S. TIPS ETF (SCHP) have volatilities of 1.15% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHZSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.20%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

2.39%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.76%

3.35%

+0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.09%

6.11%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.60%

-0.18%

SCHZ vs. SCHP - Expense Ratio Comparison

Both SCHZ and SCHP have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SCHZ vs. SCHP - Dividend Comparison

SCHZ's dividend yield for the trailing twelve months is around 4.12%, more than SCHP's 4.02% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHP
Schwab U.S. TIPS ETF
4.02%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%
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


SCHZ and SCHP have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHP has higher volatility (1.20%) compared to SCHZ (1.15%). In terms of maximum drawdown, SCHZ dropped -18.74% vs SCHP's -14.26%.

On 10-year performance, SCHP leads with 2.52% vs 1.48% for SCHZ. Both ETFs have the same 0.03% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHP has performed better with a 2.52% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ and SCHP have the same expense ratio: 0.03% per year.

SCHZ has the higher dividend yield at 4.12%, compared with 4.02% for SCHP.

SCHZ is categorized as Total Bond Market, while SCHP is Inflation-Protected Bonds. SCHZ tracks Bloomberg US Aggregate Bond Index, while SCHP tracks Bloomberg US Treasury Inflation-Linked Bond Index (Series-L).

SCHZ currently has the higher Sharpe Ratio (1.21 vs 1.07), 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 SCHZ and SCHP

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