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Schwab Emerging Markets Equity ETF (SCHE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085247067

CUSIP

808524706

Issuer

Charles Schwab

Inception Date

Jan 14, 2010

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

FTSE All-World Emerging

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SCHE has an expense ratio of 0.11%, which is considered low compared to other funds.


Expense ratio chart for SCHE: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SCHE vs. VWO SCHE vs. SCHF SCHE vs. IEMG SCHE vs. EEM SCHE vs. FNDE SCHE vs. VGK SCHE vs. AVEM SCHE vs. JPEM SCHE vs. VOO SCHE vs. VEA
Popular comparisons:
SCHE vs. VWO SCHE vs. SCHF SCHE vs. IEMG SCHE vs. EEM SCHE vs. FNDE SCHE vs. VGK SCHE vs. AVEM SCHE vs. JPEM SCHE vs. VOO SCHE vs. VEA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Emerging Markets Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
56.40%
416.42%
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)

Returns By Period

Schwab Emerging Markets Equity ETF had a return of 11.76% year-to-date (YTD) and 13.78% in the last 12 months. Over the past 10 years, Schwab Emerging Markets Equity ETF had an annualized return of 4.12%, while the S&P 500 had an annualized return of 11.06%, indicating that Schwab Emerging Markets Equity ETF did not perform as well as the benchmark.


SCHE

YTD

11.76%

1M

-0.15%

6M

3.88%

1Y

13.78%

5Y*

2.74%

10Y*

4.12%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SCHE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.79%3.44%2.35%0.83%2.36%2.05%1.17%1.23%7.28%-3.02%-2.19%11.76%
20238.45%-6.82%2.51%-0.73%-2.79%4.63%6.01%-5.90%-2.56%-3.22%6.78%3.68%8.93%
20221.08%-3.84%-3.54%-5.33%0.42%-3.58%-1.02%-0.48%-10.40%-3.26%14.86%-2.52%-17.84%
20213.23%1.45%-1.00%1.42%1.83%0.81%-6.14%2.30%-3.45%1.41%-3.49%1.44%-0.65%
2020-5.81%-3.96%-16.44%7.10%3.38%6.75%8.38%2.77%-1.33%1.79%8.11%5.94%14.49%
20199.52%-0.74%1.68%2.61%-6.44%5.74%-1.68%-3.80%1.25%5.33%-0.68%7.02%20.32%
20189.45%-5.82%-0.35%-3.03%-2.77%-4.32%4.13%-4.01%-0.66%-7.35%4.79%-3.20%-13.52%
20175.70%2.54%2.57%1.79%1.23%0.61%5.71%2.85%-0.41%2.30%0.04%3.89%32.70%
2016-5.43%-0.33%12.94%1.06%-3.38%4.98%5.12%0.85%2.17%0.30%-4.41%-0.26%13.04%
20150.00%4.23%-2.21%7.35%-3.48%-2.61%-6.59%-9.02%-3.21%5.44%-2.53%-3.76%-16.32%
2014-8.90%3.48%4.92%0.78%2.49%3.58%1.58%3.78%-7.43%2.09%-0.89%-4.30%-0.02%
20130.23%-2.08%-1.35%1.53%-4.78%-5.47%1.46%-4.31%8.47%3.94%-0.86%-0.35%-4.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHE is 50, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SCHE is 5050
Overall Rank
The Sharpe Ratio Rank of SCHE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of SCHE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of SCHE is 3939
Calmar Ratio Rank
The Martin Ratio Rank of SCHE is 4949
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SCHE, currently valued at 1.06, compared to the broader market0.002.004.001.062.10
The chart of Sortino ratio for SCHE, currently valued at 1.57, compared to the broader market-2.000.002.004.006.008.0010.001.572.80
The chart of Omega ratio for SCHE, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.39
The chart of Calmar ratio for SCHE, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.633.09
The chart of Martin ratio for SCHE, currently valued at 4.26, compared to the broader market0.0020.0040.0060.0080.00100.004.2613.49
SCHE
^GSPC

The current Schwab Emerging Markets Equity ETF Sharpe ratio is 1.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab Emerging Markets Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.06
2.10
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Emerging Markets Equity ETF provided a 3.00% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.81$0.95$0.68$0.85$0.64$0.90$0.63$0.65$0.49$0.49$0.68$0.63

Dividend yield

3.00%3.83%2.87%2.86%2.09%3.27%2.69%2.31%2.26%2.50%2.86%2.56%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.77$0.81
2023$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$0.82$0.95
2022$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.61$0.68
2021$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.00$0.00$0.00$0.64$0.85
2020$0.00$0.00$0.00$0.00$0.00$0.11$0.00$0.00$0.00$0.00$0.00$0.53$0.64
2019$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.73$0.90
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.63$0.63
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.65$0.65
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.68$0.68
2013$0.63$0.63

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.06%
-2.62%
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab Emerging Markets Equity 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 Emerging Markets Equity ETF was 36.16%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Schwab Emerging Markets Equity ETF drawdown is 12.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.16%Jan 29, 2018541Mar 23, 2020161Nov 9, 2020702
-35.72%Feb 18, 2021425Oct 24, 2022
-35.61%Sep 8, 2014345Jan 20, 2016374Jul 14, 2017719
-29.51%Apr 11, 2011122Oct 3, 2011733Sep 3, 2014855
-18.24%Apr 15, 201026May 20, 201081Sep 15, 2010107

Volatility

Volatility Chart

The current Schwab Emerging Markets Equity ETF volatility is 4.30%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.30%
3.79%
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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