SCHD SCHP IAU
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 10% |
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 80% |
Performance
The chart shows the growth of an initial investment of $10,000 in SCHD SCHP IAU, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Oct 3, 2023, the SCHD SCHP IAU returned -3.72% Year-To-Date and 9.60% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.16% | 9.78% |
| SCHD SCHP IAU | -4.92% | -3.02% | -3.72% | 6.11% | 8.99% | 9.60% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -5.17% | -1.90% | -4.61% | 6.62% | 9.45% | 11.10% |
SCHP Schwab U.S. TIPS ETF | -2.01% | -5.10% | -1.28% | -0.61% | 2.10% | 1.63% |
IAU iShares Gold Trust | -5.77% | -9.67% | 0.14% | 7.31% | 8.68% | 3.19% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.29% | -0.55% | -3.54% | 3.98% | 3.58% | -1.40% | -4.04% |
Dividend yield
SCHD SCHP IAU granted a 3.38% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD SCHP IAU | 3.38% | 3.52% | 2.84% | 2.90% | 2.94% | 3.19% | 2.77% | 3.04% | 3.08% | 2.94% | 2.76% | 3.39% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.73% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
SCHP Schwab U.S. TIPS ETF | 3.91% | 7.35% | 4.79% | 1.27% | 2.32% | 3.09% | 2.30% | 1.70% | 0.34% | 1.63% | 0.85% | 2.02% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The SCHD SCHP IAU has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
SCHP Schwab U.S. TIPS ETF | 0.00 | ||||
IAU iShares Gold Trust | 0.70 |
Asset Correlations Table
| SCHD | IAU | SCHP | |
|---|---|---|---|
| SCHD | 1.00 | 0.02 | -0.10 |
| IAU | 0.02 | 1.00 | 0.36 |
| SCHP | -0.10 | 0.36 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the SCHD SCHP IAU. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the SCHD SCHP IAU is 26.77%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.77% | Jan 24, 2020 | 41 | Mar 23, 2020 | 94 | Aug 5, 2020 | 135 |
| -15.64% | Jan 12, 2022 | 181 | Sep 30, 2022 | — | — | — |
| -13.75% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -11.99% | Jan 23, 2015 | 149 | Aug 25, 2015 | 137 | Mar 11, 2016 | 286 |
| -6.7% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
Volatility Chart
The current SCHD SCHP IAU volatility is 2.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.