- ISIN
- US8085246648
- Issuer
- Charles Schwab
- Inception Date
- Nov 15, 2021
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $26M
Share Price Chart
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Performance
SAEF Performance Chart
Schwab Ariel ESG ETF (SAEF) is up 13.6% since the beginning of the year. SAEF is currently trading at $31 per share.
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Returns By Period
Schwab Ariel ESG ETF (SAEF) has returned 13.56% so far this year and 26.64% over the past 12 months.
Schwab Ariel ESG ETF
- 1D
- 0.28%
- 1M
- 5.97%
- YTD
- 13.56%
- 6M
- 11.41%
- 1Y
- 26.64%
- 3Y*
- 14.04%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SAEF Monthly Returns History
Based on dividend-adjusted daily data since Nov 16, 2021, SAEF's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.
Historically, 54% of months were positive and 46% were negative. The best month was Jan 2023 with a return of +12.5%, while the worst month was Jun 2022 at -12.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SAEF closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Apr 3, 2025 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.52% | 4.28% | -8.16% | 8.28% | 0.66% | 4.09% | 13.56% | ||||||
| 2025 | 4.06% | -6.22% | -6.99% | -5.35% | 4.64% | 6.49% | 4.13% | 5.43% | -1.12% | -3.99% | -0.60% | 3.16% | 2.31% |
| 2024 | -3.21% | 5.35% | 3.50% | -7.37% | 4.81% | -0.40% | 8.58% | 1.46% | 1.56% | 0.90% | 8.61% | -7.18% | 16.14% |
| 2023 | 12.48% | -2.28% | -2.71% | -0.85% | -4.40% | 10.71% | 3.48% | -6.11% | -5.74% | -7.31% | 10.98% | 11.49% | 17.87% |
| 2022 | -4.83% | -2.13% | 0.32% | -7.47% | 2.88% | -12.18% | 9.64% | -4.07% | -10.32% | 10.22% | 7.25% | -6.19% | -18.29% |
| 2021 | -7.41% | 5.50% | -2.31% |
Benchmark Metrics
Schwab Ariel ESG ETF has an annualized alpha of -4.60%, beta of 1.04, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since November 16, 2021.
- This ETF participated in 122.01% of S&P 500 Index downside but only 102.28% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.60% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.04 and R2 of 0.72, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -4.60%
- Beta
- 1.04
- R²
- 0.72
- Upside Capture
- 102.28%
- Downside Capture
- 122.01%
Expense Ratio
SAEF has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SAEF ranks 41 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Schwab Ariel ESG ETF (SAEF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SAEF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.37 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.78 | -0.70 |
| Martin ratioReturn relative to average drawdown | 5.65 | 12.44 | -6.78 |
Dividends
Dividend History
Schwab Ariel ESG ETF provided a 0.33% dividend yield over the last twelve months, with an annual payout of $0.10 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.10 | $0.10 | $0.12 | $0.11 | $0.12 | $0.02 |
Dividend yield | 0.33% | 0.38% | 0.46% | 0.46% | 0.61% | 0.09% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Ariel ESG ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.00 | $0.01 | ||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.10 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.12 |
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.03 | $0.11 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.12 |
| 2021 | $0.02 | $0.02 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Ariel ESG ETF. 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 Schwab Ariel ESG ETF was 28.05%, occurring on Sep 30, 2022. Recovery took 446 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -28.05%Sep 2022 | 10mo 17d | 1y 9mo | 2y 7moNov 2021 - Jul 2024 |
2025 selloff2025 | -27.40%Apr 2025 | 4mo 13d | 9mo 12d | 1y 1moNov 2024 - Jan 2026 |
2026 correction2026 | -12.63%Mar 2026 | 1mo 1d | 2mo 13d | 3mo 14dFeb 2026 - Jun 2026 |
2024 pullback2024 | -8.01%Aug 2024 | 6d | 16d | 22dAug 2024 - Aug 2024 |
2024 pullback2024 | -4.56%Sep 2024 | 3d | 13d | 16dSep 2024 - Sep 2024 |
Drawdown Indicators
| SAEF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.05% | -56.78% | +28.73% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -9.10% | -3.71% |
Max Drawdown (3Y)Largest decline over 3 years | -27.40% | -18.90% | -8.50% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -10.28% | -10.71% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.72% | 2.03% | +2.69% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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