WSDB vs. SCHJ
WSDB (Weitz Short Duration Bond ETF) and SCHJ (Schwab 1-5 Year Corporate Bond ETF) are both Short-Term Bond funds. WSDB is actively managed, while SCHJ is passively managed. Their 0.73 correlation means they have sometimes moved together and sometimes differently. WSDB charges 0.45%/yr vs 0.03%/yr for SCHJ.
Performance
WSDB vs. SCHJ - Performance Comparison
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Returns By Period
WSDB
- 1D
- 0.11%
- 1M
- 0.01%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHJ
- 1D
- 0.25%
- 1M
- 0.06%
- 6M
- 0.81%
- YTD
- 1.10%
- 1Y
- 3.34%
- 3Y*
- 5.49%
- 5Y*
- 2.39%
- 10Y*
- —
- ALL TIME*
- 2.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.30M | $7.81M | $6.60M | |
| $24.48K | $93.50K | $46.51K |
WSDB vs. SCHJ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WSDB Weitz Short Duration Bond ETF | 0.59% |
SCHJ Schwab 1-5 Year Corporate Bond ETF | 1.02% |
Correlation
The correlation between WSDB and SCHJ is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 1, 2026 | 0.73 |
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Return for Risk
WSDB vs. SCHJ — Risk / Return Rank
WSDB
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHJ
WSDB vs. SCHJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Weitz Short Duration Bond ETF (WSDB) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.
| WSDB | SCHJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.28 | — |
| Martin ratioReturn relative to average drawdown | — | 8.57 | — |
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Drawdowns
WSDB vs. SCHJ - Drawdown Comparison
The maximum WSDB drawdown since its inception was -0.56%, smaller than the maximum SCHJ drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for WSDB and SCHJ.
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Drawdown Indicators
| WSDB | SCHJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.56% | -13.62% | +13.06% |
Max Drawdown (1Y)Largest decline over 1 year | — | -1.47% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -1.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -9.35% | — |
Current DrawdownCurrent decline from peak | -0.19% | 0.00% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -0.17% | -1.84% | +1.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.39% | — |
Volatility
WSDB vs. SCHJ - Volatility Comparison
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Volatility by Period
| WSDB | SCHJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.57% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 1.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 1.44% | 1.87% | -0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.44% | 2.96% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.44% | 4.10% | -2.66% |
WSDB vs. SCHJ - Expense Ratio Comparison
WSDB has a 0.45% expense ratio, which is higher than SCHJ's 0.03% expense ratio.
Dividends
WSDB vs. SCHJ - Dividend Comparison
WSDB's dividend yield for the trailing twelve months is around 1.09%, less than SCHJ's 4.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
SCHJ Schwab 1-5 Year Corporate Bond ETF | 4.52% | 4.42% | 4.00% | 2.98% | 1.64% | 0.94% | 2.54% | 0.42% |
WSDB Weitz Short Duration Bond ETF | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WSDB and SCHJ have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHJ is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHJ is cheaper with a 0.03% expense ratio, compared with 0.45% for WSDB.
SCHJ has the higher dividend yield at 4.52%, compared with 1.09% for WSDB.
They also come from different issuers: Weitz and Charles Schwab. Their fees differ too: 0.45% for WSDB and 0.03% for SCHJ.
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