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SCMB vs. WT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCMB vs. WT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Municipal Bond ETF (SCMB) and WisdomTree Inc. (WT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SCMB achieves a 1.39% return, which is significantly lower than WT's 50.89% return.


SCMB

1D
-0.16%
1M
1.47%
YTD
1.39%
6M
1.58%
1Y
6.25%
3Y*
3.13%
5Y*
10Y*

WT

1D
-1.77%
1M
-3.93%
YTD
50.89%
6M
45.75%
1Y
77.53%
3Y*
40.76%
5Y*
25.92%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCMB vs. WT - Yearly Performance Comparison


2026 (YTD)2025202420232022
SCMB
Schwab Municipal Bond ETF
1.39%3.78%0.91%5.86%2.88%
WT
WisdomTree Inc.
50.89%17.38%53.55%29.56%17.12%

Correlation

The correlation between SCMB and WT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.10

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Return for Risk

SCMB vs. WT — Risk / Return Rank

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

SCMB
SCMB Risk / Return Rank: 6363
Overall Rank
SCMB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SCMB Sortino Ratio Rank: 7676
Sortino Ratio Rank
SCMB Omega Ratio Rank: 8181
Omega Ratio Rank
SCMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
SCMB Martin Ratio Rank: 4545
Martin Ratio Rank

WT
WT Risk / Return Rank: 8585
Overall Rank
WT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WT Sortino Ratio Rank: 8787
Sortino Ratio Rank
WT Omega Ratio Rank: 8383
Omega Ratio Rank
WT Calmar Ratio Rank: 8383
Calmar Ratio Rank
WT Martin Ratio Rank: 8282
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.

SCMB vs. WT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Municipal Bond ETF (SCMB) and WisdomTree Inc. (WT). 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.


SCMBWTDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.46

1.32

+0.14

Calmar ratioReturn relative to maximum drawdown

2.15

2.92

-0.77

Martin ratioReturn relative to average drawdown

7.06

6.91

+0.15

SCMB vs. WT - Sharpe Ratio Comparison

The current SCMB Sharpe Ratio is 2.17, which is comparable to the WT Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of SCMB and WT, 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

SCMB vs. WT - Drawdown Comparison

The maximum SCMB drawdown since its inception was -6.13%, smaller than the maximum WT drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for SCMB and WT.


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Drawdown Indicators


SCMBWTDifference

Max Drawdown

Largest peak-to-trough decline

-6.13%

-99.92%

+93.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-26.67%

+23.75%

Max Drawdown (3Y)

Largest decline over 3 years

-5.57%

-36.94%

+31.37%

Max Drawdown (5Y)

Largest decline over 5 years

-36.94%

Max Drawdown (10Y)

Largest decline over 10 years

-83.95%

Current Drawdown

Current decline from peak

-0.56%

-10.74%

+10.18%

Average Drawdown

Average peak-to-trough decline

-1.31%

-60.13%

+58.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

11.26%

-10.37%

Volatility

SCMB vs. WT - Volatility Comparison

The current volatility for Schwab Municipal Bond ETF (SCMB) is 0.76%, while WisdomTree Inc. (WT) has a volatility of 10.79%. This indicates that SCMB experiences smaller price fluctuations and is considered to be less risky than WT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCMBWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

10.79%

-10.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.17%

31.18%

-29.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.89%

37.31%

-34.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.14%

32.24%

-28.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.14%

42.84%

-38.70%

Dividends

SCMB vs. WT - Dividend Comparison

SCMB's dividend yield for the trailing twelve months is around 3.52%, more than WT's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
SCMB
Schwab Municipal Bond ETF
3.52%3.36%3.34%3.10%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WT
WisdomTree Inc.
0.65%0.98%1.14%1.73%2.20%1.96%2.24%2.48%1.80%2.55%2.87%3.64%

Frequently Asked Questions


SCMB and WT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WT has higher volatility (10.79%) compared to SCMB (0.76%). In terms of maximum drawdown, SCMB dropped -6.13% vs WT's -99.92%.

SCMB currently has the higher Sharpe Ratio (2.17 vs 2.09), 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 SCMB and WT

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