SCHD SCHP IAU
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 80% |
SCHP Schwab U.S. TIPS ETF | Inflation-Protected Bonds | 10% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 30, 2024, the SCHD SCHP IAU returned 14.59% Year-To-Date and 10.53% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| SCHD SCHP IAU | 14.59% | 0.26% | 11.83% | 27.89% | 11.87% | 10.53% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
SCHP Schwab U.S. TIPS ETF | 2.94% | -2.00% | 4.74% | 8.18% | 2.17% | 2.20% |
IAU iShares Gold Trust | 34.15% | 4.53% | 20.92% | 38.56% | 12.74% | 8.78% |
Monthly Returns
The table below presents the monthly returns of SCHD SCHP IAU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.01% | 1.40% | 4.66% | -3.46% | 1.97% | 0.08% | 5.68% | 2.19% | 1.38% | 14.59% | |||
| 2023 | 2.44% | -3.33% | 0.29% | -0.55% | -3.54% | 3.98% | 3.58% | -1.40% | -4.04% | -2.38% | 5.53% | 5.39% | 5.39% |
| 2022 | -2.56% | -0.84% | 2.32% | -3.72% | 2.67% | -6.86% | 3.32% | -2.74% | -6.92% | 8.92% | 6.52% | -2.62% | -3.82% |
| 2021 | -1.01% | 4.07% | 7.23% | 2.27% | 3.46% | -1.47% | 1.04% | 1.65% | -3.35% | 3.78% | -1.64% | 6.22% | 23.95% |
| 2020 | -0.74% | -7.38% | -9.38% | 11.04% | 3.29% | -0.15% | 5.56% | 4.13% | -2.46% | 0.18% | 10.17% | 3.23% | 16.55% |
| 2019 | 5.28% | 3.21% | 1.28% | 2.53% | -5.79% | 6.68% | 1.38% | -0.06% | 2.57% | 1.33% | 1.96% | 2.25% | 24.48% |
| 2018 | 3.88% | -4.81% | -1.75% | -0.99% | 1.34% | 0.28% | 3.35% | 1.72% | 0.87% | -4.66% | 2.74% | -5.86% | -4.42% |
| 2017 | 0.23% | 3.08% | 0.09% | 0.41% | 1.39% | -0.38% | 1.62% | 0.50% | 1.86% | 2.84% | 3.44% | 1.89% | 18.23% |
| 2016 | -1.12% | 1.90% | 5.06% | 0.39% | 0.39% | 3.45% | 2.56% | -0.62% | 0.29% | -1.60% | 1.60% | 1.65% | 14.64% |
| 2015 | -1.31% | 3.33% | -2.15% | 0.67% | 0.36% | -2.89% | -0.06% | -4.04% | -0.78% | 7.29% | -0.41% | -0.88% | -1.35% |
| 2014 | -2.99% | 3.79% | 1.15% | 1.64% | 0.96% | 1.73% | -1.75% | 2.84% | -1.04% | 1.37% | 2.36% | -0.69% | 9.56% |
| 2013 | 4.32% | 1.23% | 3.98% | 1.74% | 0.17% | -1.87% | 4.49% | -2.45% | 1.75% | 4.01% | 1.42% | 1.05% | 21.39% |
Expense Ratio
SCHD SCHP IAU has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SCHD SCHP IAU is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
SCHP Schwab U.S. TIPS ETF | 1.54 | 2.31 | 1.28 | 0.58 | 8.15 |
IAU iShares Gold Trust | 2.68 | 3.61 | 1.46 | 5.53 | 17.31 |
Dividends
Dividend yield
SCHD SCHP IAU provided a 3.09% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD SCHP IAU | 3.09% | 3.10% | 3.43% | 2.66% | 2.64% | 2.58% | 2.71% | 2.29% | 2.45% | 2.41% | 2.23% | 2.04% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHP Schwab U.S. TIPS ETF | 3.06% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% | 0.67% |
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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHD SCHP IAU. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SCHD SCHP IAU was 26.77%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current SCHD SCHP IAU drawdown is 1.91%.
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 | 306 | Dec 19, 2023 | 487 |
| -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
Volatility Chart
The current SCHD SCHP IAU volatility is 2.21%, 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.
Diversification
Asset Correlations Table
| SCHD | IAU | SCHP | |
|---|---|---|---|
| SCHD | 1.00 | 0.03 | -0.08 |
| IAU | 0.03 | 1.00 | 0.36 |
| SCHP | -0.08 | 0.36 | 1.00 |