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STCE vs. SGOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

STCE vs. SGOV - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.15%
2.59%
STCE
SGOV

Returns By Period

In the year-to-date period, STCE achieves a 62.36% return, which is significantly higher than SGOV's 4.73% return.


STCE

YTD

62.36%

1M

28.24%

6M

37.83%

1Y

131.32%

5Y (annualized)

N/A

10Y (annualized)

N/A

SGOV

YTD

4.73%

1M

0.39%

6M

2.59%

1Y

5.36%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


STCESGOV
Sharpe Ratio2.4321.87
Sortino Ratio3.08525.73
Omega Ratio1.34526.73
Calmar Ratio4.55539.65
Martin Ratio9.688,566.61
Ulcer Index14.30%0.00%
Daily Std Dev56.87%0.25%
Max Drawdown-47.19%-0.03%
Current Drawdown-3.32%0.00%

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STCE vs. SGOV - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is higher than SGOV's 0.03% expense ratio.


STCE
Schwab Crypto Thematic ETF
Expense ratio chart for STCE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for SGOV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.0-0.1

The correlation between STCE and SGOV is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Risk-Adjusted Performance

STCE vs. SGOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


Sharpe ratio
The chart of Sharpe ratio for STCE, currently valued at 2.43, compared to the broader market0.002.004.006.002.4321.87
The chart of Sortino ratio for STCE, currently valued at 3.08, compared to the broader market-2.000.002.004.006.008.0010.0012.003.08525.73
The chart of Omega ratio for STCE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34526.73
The chart of Calmar ratio for STCE, currently valued at 4.55, compared to the broader market0.005.0010.0015.004.55539.65
The chart of Martin ratio for STCE, currently valued at 9.68, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.688,566.61
STCE
SGOV

The current STCE Sharpe Ratio is 2.43, which is lower than the SGOV Sharpe Ratio of 21.87. The chart below compares the historical Sharpe Ratios of STCE and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00JuneJulyAugustSeptemberOctoberNovember
2.43
21.87
STCE
SGOV

Dividends

STCE vs. SGOV - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 0.22%, less than SGOV's 5.24% yield.


TTM2023202220212020
STCE
Schwab Crypto Thematic ETF
0.22%0.31%1.46%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
5.24%4.87%1.45%0.03%0.04%

Drawdowns

STCE vs. SGOV - Drawdown Comparison

The maximum STCE drawdown since its inception was -47.19%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for STCE and SGOV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.32%
0
STCE
SGOV

Volatility

STCE vs. SGOV - Volatility Comparison

Schwab Crypto Thematic ETF (STCE) has a higher volatility of 25.16% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.08%. This indicates that STCE's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.16%
0.08%
STCE
SGOV