WPC vs. SCHP
Compare and contrast key facts about W. P. Carey Inc. (WPC) and Schwab U.S. TIPS ETF (SCHP).
SCHP is a passively managed fund by Charles Schwab that tracks the performance of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L). It was launched on Aug 5, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WPC or SCHP.
Performance
WPC vs. SCHP - Performance Comparison
Returns By Period
In the year-to-date period, WPC achieves a -9.94% return, which is significantly lower than SCHP's 2.31% return. Over the past 10 years, WPC has outperformed SCHP with an annualized return of 4.49%, while SCHP has yielded a comparatively lower 2.16% annualized return.
WPC
-9.94%
-6.93%
-4.41%
3.92%
-2.18%
4.49%
SCHP
2.31%
-1.77%
2.43%
5.71%
2.07%
2.16%
Key characteristics
| WPC | SCHP | |
|---|---|---|
| Sharpe Ratio | 0.23 | 1.24 |
| Sortino Ratio | 0.48 | 1.83 |
| Omega Ratio | 1.06 | 1.22 |
| Calmar Ratio | 0.16 | 0.50 |
| Martin Ratio | 0.43 | 5.44 |
| Ulcer Index | 11.71% | 1.12% |
| Daily Std Dev | 21.57% | 4.93% |
| Max Drawdown | -52.45% | -14.26% |
| Current Drawdown | -26.89% | -6.98% |
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Correlation
The correlation between WPC and SCHP is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
WPC vs. SCHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for W. P. Carey Inc. (WPC) 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.
Dividends
WPC vs. SCHP - Dividend Comparison
WPC's dividend yield for the trailing twelve months is around 6.22%, more than SCHP's 2.84% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPC W. P. Carey Inc. | 6.22% | 6.17% | 5.43% | 5.13% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.49% | 5.26% | 5.71% |
SCHP Schwab U.S. TIPS ETF | 2.84% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
Drawdowns
WPC vs. SCHP - Drawdown Comparison
The maximum WPC drawdown since its inception was -52.45%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for WPC and SCHP. For additional features, visit the drawdowns tool.
Volatility
WPC vs. SCHP - Volatility Comparison
W. P. Carey Inc. (WPC) has a higher volatility of 5.24% compared to Schwab U.S. TIPS ETF (SCHP) at 1.22%. This indicates that WPC'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.