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ISIN
US8085243009
CUSIP
808524300
Inception Date
Dec 11, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones U.S. Large-Cap Growth Total Stock Market Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$59B

Share Price Chart


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Performance

SCHG Performance Chart

Schwab U.S. Large-Cap Growth ETF (SCHG) is up 3.8% since the beginning of the year. SCHG is currently trading at $34 per share. Investors who bought $1,000 worth of SCHG shares 5 years ago would now be looking at an investment worth $2,003.


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S&P 500 Index

Returns By Period

Schwab U.S. Large-Cap Growth ETF (SCHG) has returned 3.75% so far this year and 20.82% over the past 12 months. Looking at the last ten years, SCHG has achieved an annualized return of 18.53%, outperforming the S&P 500 Index benchmark, which averaged 13.45% per year.


Schwab U.S. Large-Cap Growth ETF

1D
0.15%
1M
-0.94%
YTD
3.75%
6M
2.93%
1Y
20.82%
3Y*
24.03%
5Y*
14.90%
10Y*
18.53%

Benchmark (S&P 500 Index)

1D
0.30%
1M
0.09%
YTD
8.18%
6M
8.17%
1Y
23.42%
3Y*
19.88%
5Y*
11.91%
10Y*
13.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG Monthly Returns History

Based on dividend-adjusted daily data since Dec 11, 2009, SCHG's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +14.7%, while the worst month was Apr 2022 at -13.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCHG closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.90%-3.94%-5.12%12.98%6.72%-3.76%3.75%
20252.08%-4.11%-8.12%1.52%8.42%6.09%3.46%0.99%4.65%4.61%-1.74%-0.45%17.50%
20242.62%6.90%2.00%-3.96%6.06%6.88%-0.96%1.76%2.62%-0.44%7.17%0.40%34.95%
20239.94%-1.24%8.18%1.38%6.37%6.77%3.54%-0.95%-5.28%-1.51%11.14%4.39%50.10%
2022-8.94%-4.04%4.68%-13.25%-2.88%-7.89%12.93%-5.16%-10.03%4.44%4.01%-8.23%-31.80%
2021-0.72%0.41%1.49%7.64%-1.63%6.32%3.34%3.88%-5.39%8.89%0.31%1.40%28.11%

Benchmark Metrics

Schwab U.S. Large-Cap Growth ETF has an annualized alpha of 2.87%, beta of 1.10, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since December 14, 2009.

  • This ETF captured 118.55% of S&P 500 Index gains and 101.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This ETF generated an annualized alpha of 2.87% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.10 and R2 of 0.92, 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
2.87%
Beta
1.10
0.92
Upside Capture
118.55%
Downside Capture
101.08%

Expense Ratio

SCHG has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SCHG ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


SCHG Risk / Return Rank: 3636
Overall Rank
SCHG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4040
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3232
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 U.S. Large-Cap Growth ETF (SCHG) and compare them to S&P 500 Index.


SCHGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.27

2.59

-1.31

Martin ratioReturn relative to average drawdown

4.25

11.84

-7.60

Dividends

Dividend History

Schwab U.S. Large-Cap Growth ETF provided a 0.37% dividend yield over the last twelve months, with an annual payout of $0.13 per share. The fund has been increasing its distributions for 3 consecutive years.


0.40%0.60%0.80%1.00%1.20%$0.00$0.02$0.04$0.06$0.08$0.10$0.1220152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.13$0.12$0.11$0.10$0.08$0.09$0.08$0.10$0.11$0.09$0.07$0.08

Dividend yield

0.37%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap Growth 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$0.04$0.00$0.00$0.00$0.04
2025$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.12
2024$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
2023$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.10
2022$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.08
2021$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.03$0.09

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 U.S. Large-Cap Growth 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 U.S. Large-Cap Growth ETF was 34.59%, occurring on Jan 5, 2023. Recovery took 239 trading sessions.

The current Schwab U.S. Large-Cap Growth ETF drawdown is 4.25%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-34.59%Jan 2023
1y 1mo11mo 17d
2y 26dNov 2021 - Dec 2023
COVID crash2020
-32.39%Mar 2020
1mo 2d2mo 19d
3mo 21dFeb 2020 - Jun 2020
2025 selloff2025
-23.39%Apr 2025
3mo 22d2mo 23d
6mo 15dDec 2024 - Jun 2025
Rate-hike selloffLate 2018
-21.59%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2011 bear market2011
-20.57%Oct 2011
2mo 27d4mo 3d
7moJul 2011 - Feb 2012

Drawdown Indicators


SCHGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-56.78%

+22.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-9.10%

-7.31%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-18.90%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-25.43%

-9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-33.92%

-0.67%

Current Drawdown

Current decline from peak

-4.25%

-2.68%

-1.57%

Average Drawdown

Average peak-to-trough decline

-5.20%

-10.72%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

1.98%

+2.93%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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