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UTWY vs. SCHQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UTWY vs. SCHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 20 Year Bond ETF (UTWY) and Schwab Long-Term U.S. Treasury ETF (SCHQ). The values are adjusted to include any dividend payments, if applicable.

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UTWY vs. SCHQ - Yearly Performance Comparison


2026 (YTD)202520242023
UTWY
F/m US Treasury 20 Year Bond ETF
-0.15%4.82%-4.92%-1.81%
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.06%5.50%-6.44%-1.86%

Returns By Period

In the year-to-date period, UTWY achieves a -0.15% return, which is significantly lower than SCHQ's -0.06% return.


UTWY

1D
0.26%
1M
-3.75%
YTD
-0.15%
6M
-0.31%
1Y
0.62%
3Y*
-1.22%
5Y*
10Y*

SCHQ

1D
-0.03%
1M
-3.98%
YTD
-0.06%
6M
-0.50%
1Y
0.41%
3Y*
-1.56%
5Y*
-4.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UTWY vs. SCHQ - Expense Ratio Comparison

UTWY has a 0.15% expense ratio, which is higher than SCHQ's 0.03% 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%.


Return for Risk

UTWY vs. SCHQ — Risk / Return Rank

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

UTWY
UTWY Risk / Return Rank: 1313
Overall Rank
UTWY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
UTWY Sortino Ratio Rank: 1212
Sortino Ratio Rank
UTWY Omega Ratio Rank: 1212
Omega Ratio Rank
UTWY Calmar Ratio Rank: 1515
Calmar Ratio Rank
UTWY Martin Ratio Rank: 1414
Martin Ratio Rank

SCHQ
SCHQ Risk / Return Rank: 1313
Overall Rank
SCHQ Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SCHQ Sortino Ratio Rank: 1212
Sortino Ratio Rank
SCHQ Omega Ratio Rank: 1212
Omega Ratio Rank
SCHQ Calmar Ratio Rank: 1515
Calmar Ratio Rank
SCHQ Martin Ratio Rank: 1515
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.

UTWY vs. SCHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 20 Year Bond ETF (UTWY) and Schwab Long-Term U.S. Treasury ETF (SCHQ). 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.


UTWYSCHQDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.04

+0.03

Sortino ratio

Return per unit of downside risk

0.15

0.12

+0.03

Omega ratio

Gain probability vs. loss probability

1.02

1.02

0.00

Calmar ratio

Return relative to maximum drawdown

0.17

0.14

+0.03

Martin ratio

Return relative to average drawdown

0.37

0.31

+0.06

UTWY vs. SCHQ - Sharpe Ratio Comparison

The current UTWY Sharpe Ratio is 0.07, which is higher than the SCHQ Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of UTWY and SCHQ, 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


UTWYSCHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.04

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

-0.25

+0.18

Correlation

The correlation between UTWY and SCHQ is 0.99, 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

UTWY vs. SCHQ - Dividend Comparison

UTWY's dividend yield for the trailing twelve months is around 5.07%, more than SCHQ's 4.63% yield.


TTM2025202420232022202120202019
UTWY
F/m US Treasury 20 Year Bond ETF
5.07%4.62%4.56%2.94%0.00%0.00%0.00%0.00%
SCHQ
Schwab Long-Term U.S. Treasury ETF
4.63%4.54%4.58%3.79%2.88%1.69%1.51%0.44%

Drawdowns

UTWY vs. SCHQ - Drawdown Comparison

The maximum UTWY drawdown since its inception was -18.19%, smaller than the maximum SCHQ drawdown of -46.13%. Use the drawdown chart below to compare losses from any high point for UTWY and SCHQ.


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Drawdown Indicators


UTWYSCHQDifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-46.13%

+27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.47%

-8.46%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-40.93%

Current Drawdown

Current decline from peak

-5.56%

-36.58%

+31.02%

Average Drawdown

Average peak-to-trough decline

-7.09%

-26.08%

+18.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.87%

-0.47%

Volatility

UTWY vs. SCHQ - Volatility Comparison

F/m US Treasury 20 Year Bond ETF (UTWY) and Schwab Long-Term U.S. Treasury ETF (SCHQ) have volatilities of 3.39% and 3.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTWYSCHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

3.46%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

5.99%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

9.32%

10.39%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.29%

14.56%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.29%

15.49%

-4.20%