You need to write the code as character entity like it is used for the XML Schema standard:
<?xml version="1.0" encoding="UTF-8"?>
<iso:schema xmlns:iso="http://purl.oclc.org/dsdl/schematron">
<iso:pattern id="unicode in regex">
<iso:rule context="a">
<iso:report test="matches(., '©')">
Copyright found
</iso:report>
</iso:rule>
</iso:pattern>
</iso:schema>