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SMBS vs. SCHP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMBS vs. SCHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Mortgage-Backed Securities ETF (SMBS) and Schwab U.S. TIPS ETF (SCHP). The values are adjusted to include any dividend payments, if applicable.

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SMBS vs. SCHP - Yearly Performance Comparison


2026 (YTD)20252024
SMBS
Schwab Mortgage-Backed Securities ETF
0.47%8.15%-0.07%
SCHP
Schwab U.S. TIPS ETF
0.37%6.76%-0.77%

Returns By Period

In the year-to-date period, SMBS achieves a 0.47% return, which is significantly higher than SCHP's 0.37% return.


SMBS

1D
0.11%
1M
-1.15%
YTD
0.47%
6M
1.88%
1Y
5.07%
3Y*
5Y*
10Y*

SCHP

1D
-0.09%
1M
-1.16%
YTD
0.37%
6M
0.14%
1Y
2.84%
3Y*
3.12%
5Y*
1.37%
10Y*
2.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMBS vs. SCHP - Expense Ratio Comparison

SMBS has a 0.03% expense ratio, which is lower than SCHP'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%.


Return for Risk

SMBS vs. SCHP — Risk / Return Rank

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

SMBS
SMBS Risk / Return Rank: 5757
Overall Rank
SMBS Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SMBS Sortino Ratio Rank: 5757
Sortino Ratio Rank
SMBS Omega Ratio Rank: 4747
Omega Ratio Rank
SMBS Calmar Ratio Rank: 7070
Calmar Ratio Rank
SMBS Martin Ratio Rank: 5454
Martin Ratio Rank

SCHP
SCHP Risk / Return Rank: 3434
Overall Rank
SCHP Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SCHP Sortino Ratio Rank: 3232
Sortino Ratio Rank
SCHP Omega Ratio Rank: 2929
Omega Ratio Rank
SCHP Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHP Martin Ratio Rank: 3333
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.

SMBS vs. SCHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Mortgage-Backed Securities ETF (SMBS) 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.


SMBSSCHPDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.71

+0.37

Sortino ratio

Return per unit of downside risk

1.54

0.98

+0.55

Omega ratio

Gain probability vs. loss probability

1.19

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.93

1.03

+0.89

Martin ratio

Return relative to average drawdown

5.53

3.07

+2.46

SMBS vs. SCHP - Sharpe Ratio Comparison

The current SMBS Sharpe Ratio is 1.07, which is higher than the SCHP Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of SMBS and SCHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMBSSCHPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.71

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

1.28

0.50

+0.79

Correlation

The correlation between SMBS and SCHP is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SMBS vs. SCHP - Dividend Comparison

SMBS's dividend yield for the trailing twelve months is around 4.82%, more than SCHP's 3.72% yield.


TTM20252024202320222021202020192018201720162015
SMBS
Schwab Mortgage-Backed Securities ETF
4.82%4.83%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHP
Schwab U.S. TIPS ETF
3.72%4.06%2.99%3.02%7.19%4.39%1.11%2.02%2.26%1.90%1.38%0.28%

Drawdowns

SMBS vs. SCHP - Drawdown Comparison

The maximum SMBS drawdown since its inception was -3.20%, smaller than the maximum SCHP drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for SMBS and SCHP.


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Drawdown Indicators


SMBSSCHPDifference

Max Drawdown

Largest peak-to-trough decline

-3.20%

-14.26%

+11.06%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-2.78%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-14.26%

Current Drawdown

Current decline from peak

-1.56%

-1.35%

-0.21%

Average Drawdown

Average peak-to-trough decline

-0.77%

-3.97%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.94%

+0.05%

Volatility

SMBS vs. SCHP - Volatility Comparison

Schwab Mortgage-Backed Securities ETF (SMBS) has a higher volatility of 1.83% compared to Schwab U.S. TIPS ETF (SCHP) at 1.36%. This indicates that SMBS's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMBSSCHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.83%

1.36%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

2.22%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

4.77%

4.04%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.91%

6.13%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.91%

5.60%

-0.69%