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SGOV vs. SCHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SGOV vs. SCHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-3 Month Treasury Bond ETF (SGOV) and Schwab International Dividend Equity ETF (SCHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SGOV achieves a 1.63% return, which is significantly lower than SCHY's 9.87% return.


SGOV

1D
0.02%
1M
0.28%
YTD
1.63%
6M
1.80%
1Y
3.93%
3Y*
4.69%
5Y*
3.56%
10Y*

SCHY

1D
-0.52%
1M
1.78%
YTD
9.87%
6M
10.53%
1Y
23.12%
3Y*
14.83%
5Y*
8.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SGOV vs. SCHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SGOV
iShares 0-3 Month Treasury Bond ETF
1.63%4.24%5.27%5.12%1.58%0.03%
SCHY
Schwab International Dividend Equity ETF
9.87%33.98%-1.79%14.27%-9.43%3.42%

Correlation

The correlation between SGOV and SCHY is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.14

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

-0.03

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

-0.01

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

-0.01

The correlation between SGOV and SCHY shifts across timeframes, from -0.14 (1 year) to -0.01 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SGOV vs. SCHY — Risk / Return Rank

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

SGOV
SGOV Risk / Return Rank: 100100
Overall Rank
SGOV Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SGOV Sortino Ratio Rank: 100100
Sortino Ratio Rank
SGOV Omega Ratio Rank: 100100
Omega Ratio Rank
SGOV Calmar Ratio Rank: 100100
Calmar Ratio Rank
SGOV Martin Ratio Rank: 100100
Martin Ratio Rank

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
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.

SGOV vs. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) and Schwab International Dividend Equity ETF (SCHY). 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.


SGOVSCHYDifference
Sharpe ratioReturn per unit of total volatility

+18.39

Sortino ratioReturn per unit of downside risk

+271.60

Omega ratioGain probability vs. loss probability

194.55

1.34

+193.21

Calmar ratioReturn relative to maximum drawdown

396.11

2.55

+393.56

Martin ratioReturn relative to average drawdown

4,438.60

7.89

+4,430.70

SGOV vs. SCHY - Sharpe Ratio Comparison

The current SGOV Sharpe Ratio is 20.33, which is higher than the SCHY Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SGOV and SCHY, 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

SGOV vs. SCHY - Drawdown Comparison

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum SCHY drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for SGOV and SCHY.


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Drawdown Indicators


SGOVSCHYDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-24.04%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-0.01%

-9.11%

+9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-0.01%

-12.16%

+12.15%

Max Drawdown (5Y)

Largest decline over 5 years

-0.03%

-24.04%

+24.01%

Current Drawdown

Current decline from peak

0.00%

-3.44%

+3.44%

Average Drawdown

Average peak-to-trough decline

-0.00%

-4.97%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

2.94%

-2.94%

Volatility

SGOV vs. SCHY - Volatility Comparison

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.05%, while Schwab International Dividend Equity ETF (SCHY) has a volatility of 3.42%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SGOVSCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

3.42%

-3.37%

Volatility (6M)

Calculated over the trailing 6-month period

0.13%

9.97%

-9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

0.19%

12.01%

-11.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.24%

13.28%

-13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.24%

13.23%

-12.99%

SGOV vs. SCHY - Expense Ratio Comparison

SGOV has a 0.09% expense ratio, which is higher than SCHY's 0.08% 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

SGOV vs. SCHY - Dividend Comparison

SGOV's dividend yield for the trailing twelve months is around 3.85%, more than SCHY's 3.38% yield.


PositionTTM202520242023202220212020
SCHY
Schwab International Dividend Equity ETF
3.38%3.55%4.64%3.97%3.67%1.73%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%

Frequently Asked Questions


SGOV and SCHY have a correlation of -0.14, 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 SGOV (0.05%). In terms of maximum drawdown, SGOV dropped -0.03% vs SCHY's -24.04%.

On 5-year performance, SCHY leads with 8.24% vs 3.56% for SGOV. On fees, SCHY is cheaper at 0.08% per year. On volatility, SGOV has been the lower-risk option at 0.05%. 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 3.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHY is cheaper with a 0.08% expense ratio, compared with 0.09% for SGOV.

SGOV has the higher dividend yield at 3.85%, compared with 3.38% for SCHY.

SGOV is categorized as Ultrashort Bond, while SCHY is Dividend. SGOV tracks ICE 0-3 Month US Treasury Securities Index, while SCHY tracks Dow Jones International Dividend 100 Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.09% for SGOV and 0.08% for SCHY.

SGOV currently has the higher Sharpe Ratio (20.33 vs 1.94), 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 SGOV and SCHY

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