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

ETF Info

ISINUS8085247067
CUSIP808524706
IssuerCharles Schwab
Inception DateJan 14, 2010
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedFTSE All-World Emerging
Home Pagewww.schwabassetmanagement.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SCHE features an expense ratio of 0.11%, falling within the medium range.


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.


Schwab Emerging Markets Equity ETF

Popular comparisons: SCHE vs. VWO, SCHE vs. SCHF, SCHE vs. IEMG, SCHE vs. EEM, SCHE vs. FNDE, SCHE vs. VGK, SCHE vs. JPEM, SCHE vs. VOO, SCHE vs. AVEM, 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%December2024FebruaryMarchAprilMay
52.31%
361.24%
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab Emerging Markets Equity ETF had a return of 8.83% year-to-date (YTD) and 15.01% in the last 12 months. Over the past 10 years, Schwab Emerging Markets Equity ETF had an annualized return of 3.39%, while the S&P 500 had an annualized return of 10.90%, indicating that Schwab Emerging Markets Equity ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.83%11.05%
1 month9.36%4.86%
6 months13.77%17.50%
1 year15.01%27.37%
5 years (annualized)4.87%13.14%
10 years (annualized)3.39%10.90%

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%8.83%
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%
2020-5.81%-3.96%-16.44%7.10%3.38%6.74%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%20.31%
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%
20175.71%2.54%2.57%1.79%1.23%0.61%5.71%2.86%-0.41%2.30%0.04%3.89%32.70%
2016-5.43%-0.32%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%1.57%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 42, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCHE is 4242
SCHE (Schwab Emerging Markets Equity ETF)
The Sharpe Ratio Rank of SCHE is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of SCHE is 4444Sortino Ratio Rank
The Omega Ratio Rank of SCHE is 4343Omega Ratio Rank
The Calmar Ratio Rank of SCHE is 3737Calmar Ratio Rank
The Martin Ratio Rank of SCHE is 4040Martin 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.


SCHE
Sharpe ratio
The chart of Sharpe ratio for SCHE, currently valued at 1.09, compared to the broader market0.002.004.001.09
Sortino ratio
The chart of Sortino ratio for SCHE, currently valued at 1.63, compared to the broader market-2.000.002.004.006.008.0010.001.63
Omega ratio
The chart of Omega ratio for SCHE, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for SCHE, currently valued at 0.53, compared to the broader market0.005.0010.0015.000.53
Martin ratio
The chart of Martin ratio for SCHE, currently valued at 3.11, compared to the broader market0.0020.0040.0060.0080.003.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market0.002.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.002.501.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.005.0010.0015.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market0.0020.0040.0060.0080.009.57

Sharpe Ratio

The current Schwab Emerging Markets Equity ETF Sharpe ratio is 1.09. This value is calculated based on the past 12 months 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.09
2.49
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab Emerging Markets Equity ETF granted a 3.52% dividend yield in the last twelve months. The annual payout for that period amounted to $0.95 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.95$0.95$0.68$0.85$0.64$0.89$0.63$0.65$0.49$0.49$0.68$0.63

Dividend yield

3.52%3.83%2.88%2.86%2.09%3.27%2.69%2.31%2.27%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$0.00
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$0.89
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-14.36%
-0.21%
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 14.36%.


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 3.56%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.56%
3.40%
SCHE (Schwab Emerging Markets Equity ETF)
Benchmark (^GSPC)