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ISIN
US8085247067
CUSIP
808524706
Inception Date
Jan 14, 2010
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE Emerging Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$13B

Share Price Chart


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Performance

SCHE Performance Chart

Schwab Emerging Markets Equity ETF (SCHE) is up 13.7% since the beginning of the year. SCHE is currently trading at $37 per share. Investors who bought $1,000 worth of SCHE shares 5 years ago would now be looking at an investment worth $1,324.


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S&P 500 Index

Returns By Period

Schwab Emerging Markets Equity ETF (SCHE) has returned 13.71% so far this year and 31.95% over the past 12 months. Over the last ten years, SCHE has returned 9.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab Emerging Markets Equity ETF

1D
0.98%
1M
4.17%
YTD
13.71%
6M
14.37%
1Y
31.95%
3Y*
18.83%
5Y*
5.77%
10Y*
9.30%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHE Monthly Returns History

Based on dividend-adjusted daily data since Jan 14, 2010, SCHE's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +14.9%, while the worst month was Sep 2011 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCHE closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.01%2.73%-6.74%8.59%1.57%2.48%13.71%
20251.24%0.78%1.47%0.22%3.58%5.43%0.96%3.35%6.10%1.47%-1.00%0.41%26.54%
2024-3.79%3.44%2.35%0.83%2.36%2.05%1.17%1.23%7.28%-3.02%-2.19%-1.08%10.60%
20238.45%-6.82%2.51%-0.73%-2.79%4.63%6.01%-5.90%-2.56%-3.22%6.78%3.69%8.93%
20221.08%-3.84%-3.54%-5.33%0.42%-3.58%-1.02%-0.48%-10.40%-3.26%14.86%-2.51%-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%

Benchmark Metrics

Schwab Emerging Markets Equity ETF has an annualized alpha of -4.59%, beta of 0.91, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 14, 2010.

  • This ETF participated in 95.19% of S&P 500 Index downside but only 68.15% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.59% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.91 and R2 of 0.60, 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
-4.59%
Beta
0.91
0.60
Upside Capture
68.15%
Downside Capture
95.19%

Expense Ratio

SCHE has an expense ratio of 0.11%, which is considered low.


Return for Risk

Risk / Return Rank

SCHE ranks 58 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.


SCHE Risk / Return Rank: 5858
Overall Rank
SCHE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHE Omega Ratio Rank: 5959
Omega Ratio Rank
SCHE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SCHE Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) 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.


SCHEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.84

2.78

+0.06

Martin ratioReturn relative to average drawdown

10.03

12.44

-2.41

Dividends

Dividend History

Schwab Emerging Markets Equity ETF provided a 2.53% dividend yield over the last twelve months, with an annual payout of $0.94 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.94$0.94$0.81$0.95$0.68$0.85$0.64$0.89$0.62$0.65$0.49$0.49

Dividend yield

2.53%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.91$0.94
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

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 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 36.20%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-36.20%Mar 2020
2y 1mo7mo 21d
2y 9moJan 2018 - Nov 2020
Bear market2022
-35.72%Oct 2022
1y 8mo2y 8mo
4y 4moFeb 2021 - Jul 2025
2016 bear market2016
-35.61%Jan 2016
1y 4mo1y 5mo
2y 10moSep 2014 - Jul 2017
2011 bear market2011
-29.51%Oct 2011
5mo 25d2y 9mo
3y 3moApr 2011 - Jul 2014
2010 correction2010
-18.24%May 2010
1mo 5d3mo 28d
5mo 3dApr 2010 - Sep 2010

Drawdown Indicators


SCHEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-56.78%

+20.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-9.10%

-2.19%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-18.90%

+1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-33.31%

-25.43%

-7.88%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

-33.92%

-2.28%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-12.57%

-10.71%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.03%

+1.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SCHE

Add Schwab Emerging Markets Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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