Heldt told the club's official website that the result felt more like a defeat.
He said: "It's almost inexplicable. We dominated the game in the first half in a way that not many other teams in the Bundesliga have matched on the road.
"I'm lost for words. We'll take another look at it to identify the problems and then deal with them. We can't afford to let that happen. We've thrown away a game we were in complete control of for no apparent reason."
The point pushed Schalke up to third place in the Bundesliga table, but a win would have seen them go second, just behind league leaders Bayern Munich.