Just to echo what others have said, Schopenhauer was into the Vedantist/Brahmanism of the Upanishads. In the Upanishads, there is the Atman (translated many ways) which is also called the Self or God in existence (as opposed to Brahman or the universal infinite God that can’t be put into conception).

Instead of Atman, Schopenhauer used the term Will. His most famous (and really only) book is called The World as Will and Representation. Representation as Maya, illusion of separate things representing themselves as the material world, and Will as Atman, the true underlying/changeless force emanating maya.

The whole of Schopenhauer’s initial foundation for his philosophy is Vedantic, just not necessarily his conclusions.