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SPIP vs. SCHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIP vs. SCHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio TIPS ETF (SPIP) and Schwab US REIT ETF (SCHH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIP achieves a 1.26% return, which is significantly lower than SCHH's 16.33% return. Over the past 10 years, SPIP has underperformed SCHH with an annualized return of 2.57%, while SCHH has yielded a comparatively higher 4.51% annualized return.


SPIP

1D
-0.08%
1M
-0.22%
YTD
1.26%
6M
1.35%
1Y
4.52%
3Y*
3.94%
5Y*
0.79%
10Y*
2.57%

SCHH

1D
1.00%
1M
3.20%
YTD
16.33%
6M
16.33%
1Y
15.97%
3Y*
11.02%
5Y*
3.40%
10Y*
4.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPIP vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPIP
SPDR Portfolio TIPS ETF
1.26%6.78%2.35%2.98%-12.84%5.80%11.41%9.14%-1.53%3.16%
SCHH
Schwab US REIT ETF
16.33%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%

Correlation

The correlation between SPIP and SCHH is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.36

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

0.30

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2011

0.12

The correlation between SPIP and SCHH shifts across timeframes, from 0.12 (all time) to 0.36 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPIP vs. SCHH — Risk / Return Rank

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

SPIP
SPIP Risk / Return Rank: 4343
Overall Rank
SPIP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPIP Sortino Ratio Rank: 4141
Sortino Ratio Rank
SPIP Omega Ratio Rank: 3939
Omega Ratio Rank
SPIP Calmar Ratio Rank: 5050
Calmar Ratio Rank
SPIP Martin Ratio Rank: 4545
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 3939
Overall Rank
SCHH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 3636
Sortino Ratio Rank
SCHH Omega Ratio Rank: 3636
Omega Ratio Rank
SCHH Calmar Ratio Rank: 4444
Calmar Ratio Rank
SCHH Martin Ratio Rank: 4343
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.

SPIP vs. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio TIPS ETF (SPIP) and Schwab US REIT ETF (SCHH). 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.


SPIPSCHHDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

2.22

1.94

+0.29

Martin ratioReturn relative to average drawdown

6.47

6.10

+0.38

SPIP vs. SCHH - Sharpe Ratio Comparison

The current SPIP Sharpe Ratio is 1.27, which is comparable to the SCHH Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SPIP and SCHH, 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

SPIP vs. SCHH - Drawdown Comparison

The maximum SPIP drawdown since its inception was -15.39%, smaller than the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for SPIP and SCHH.


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Drawdown Indicators


SPIPSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-15.39%

-44.22%

+28.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-8.28%

+6.24%

Max Drawdown (3Y)

Largest decline over 3 years

-4.76%

-17.76%

+13.00%

Max Drawdown (5Y)

Largest decline over 5 years

-15.39%

-33.28%

+17.89%

Max Drawdown (10Y)

Largest decline over 10 years

-15.39%

-44.22%

+28.83%

Current Drawdown

Current decline from peak

-1.25%

0.00%

-1.25%

Average Drawdown

Average peak-to-trough decline

-4.10%

-9.43%

+5.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.70%

2.63%

-1.93%

Volatility

SPIP vs. SCHH - Volatility Comparison

The current volatility for SPDR Portfolio TIPS ETF (SPIP) is 1.02%, while Schwab US REIT ETF (SCHH) has a volatility of 4.83%. This indicates that SPIP experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPIPSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

4.83%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.58%

9.98%

-7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

3.57%

13.56%

-9.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.57%

18.74%

-12.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.01%

20.99%

-14.98%

SPIP vs. SCHH - Expense Ratio Comparison

SPIP has a 0.12% expense ratio, which is higher than SCHH's 0.07% 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

SPIP vs. SCHH - Dividend Comparison

SPIP's dividend yield for the trailing twelve months is around 4.76%, more than SCHH's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHH
Schwab US REIT ETF
2.69%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%
SPIP
SPDR Portfolio TIPS ETF
4.76%4.09%3.36%3.70%7.05%4.53%1.97%2.91%2.80%3.02%1.88%0.14%

Frequently Asked Questions


SPIP and SCHH have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHH has higher volatility (4.83%) compared to SPIP (1.02%). In terms of maximum drawdown, SPIP dropped -15.39% vs SCHH's -44.22%.

On 10-year performance, SCHH leads with 4.51% vs 2.57% for SPIP. On fees, SCHH is cheaper at 0.07% per year. On volatility, SPIP has been the lower-risk option at 1.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHH has performed better with a 4.51% return vs 2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 0.12% for SPIP.

SPIP has the higher dividend yield at 4.76%, compared with 2.69% for SCHH.

SPIP is categorized as Inflation-Protected Bonds, while SCHH is REIT. SPIP tracks Bloomberg Barclays US Government Inflation-linked Bond Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.12% for SPIP and 0.07% for SCHH.

SPIP currently has the higher Sharpe Ratio (1.27 vs 1.18), 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 SPIP and SCHH

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