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Schwab 5-10 Year Corporate Bond ETF (SCHI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085246986

CUSIP

808524698

Issuer

Charles Schwab

Inception Date

Oct 10, 2019

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Bloomberg US Aggregate Credit - Corporate (5-10 Y)

Asset Class

Bond

Expense Ratio

SCHI has an expense ratio of 0.05%, which is considered low compared to other funds.


Expense ratio chart for SCHI: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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:
SCHI vs. SCHQ SCHI vs. SWVXX SCHI vs. BND SCHI vs. FADMX SCHI vs. SPIB SCHI vs. SCHB SCHI vs. SCHO SCHI vs. VOO SCHI vs. FBND SCHI vs. TLT
Popular comparisons:
SCHI vs. SCHQ SCHI vs. SWVXX SCHI vs. BND SCHI vs. FADMX SCHI vs. SPIB SCHI vs. SCHB SCHI vs. SCHO SCHI vs. VOO SCHI vs. FBND SCHI vs. TLT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab 5-10 Year Corporate Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
101.86%
SCHI (Schwab 5-10 Year Corporate Bond ETF)
Benchmark (^GSPC)

Returns By Period

Schwab 5-10 Year Corporate Bond ETF had a return of 5.14% year-to-date (YTD) and 5.45% in the last 12 months.


SCHI

YTD

5.14%

1M

-0.23%

6M

2.95%

1Y

5.45%

5Y*

2.69%

10Y*

N/A

^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 SCHI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.04%-1.40%1.59%-2.27%2.47%1.23%2.61%1.67%1.61%-2.11%1.26%5.14%
20234.41%-3.01%3.49%0.76%-0.93%0.16%0.36%-0.34%-2.62%-1.18%6.39%4.82%12.45%
2022-2.55%-1.51%-2.93%-4.64%1.47%-2.72%4.00%-3.43%-4.68%-0.04%5.36%-0.53%-12.05%
2021-0.89%-1.53%-1.53%1.10%0.52%1.38%1.15%-0.25%-1.11%-0.37%-0.11%0.42%-1.27%
20202.18%1.28%-6.77%5.08%2.60%2.21%2.14%-0.38%-0.28%0.05%1.98%0.73%10.87%
2019-99.21%0.08%0.67%-99.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHI is 42, 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 SCHI is 4242
Overall Rank
The Sharpe Ratio Rank of SCHI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of SCHI is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SCHI is 1414
Calmar Ratio Rank
The Martin Ratio Rank of SCHI is 4646
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 5-10 Year Corporate Bond ETF (SCHI) 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 SCHI, currently valued at 0.97, compared to the broader market0.002.004.000.972.10
The chart of Sortino ratio for SCHI, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.432.80
The chart of Omega ratio for SCHI, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.39
The chart of Calmar ratio for SCHI, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.063.09
The chart of Martin ratio for SCHI, currently valued at 3.83, compared to the broader market0.0020.0040.0060.0080.00100.003.8313.49
SCHI
^GSPC

The current Schwab 5-10 Year Corporate Bond ETF Sharpe ratio is 0.97. 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 5-10 Year Corporate Bond 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.97
2.10
SCHI (Schwab 5-10 Year Corporate Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab 5-10 Year Corporate Bond ETF provided a 6.80% dividend yield over the last twelve months, with an annual payout of $1.50 per share. The fund has been increasing its distributions for 2 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.5020192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019
Dividend$1.50$1.64$1.18$0.65$0.88$0.21

Dividend yield

6.80%7.31%5.48%2.52%3.28%0.83%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab 5-10 Year Corporate Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.10$0.17$0.10$0.19$0.20$0.09$0.10$0.10$0.18$0.10$0.18$1.50
2023$0.00$0.13$0.13$0.04$0.17$0.09$0.10$0.17$0.09$0.19$0.17$0.37$1.64
2022$0.00$0.05$0.09$0.09$0.10$0.05$0.12$0.10$0.12$0.13$0.12$0.21$1.18
2021$0.00$0.05$0.05$0.04$0.05$0.09$0.04$0.05$0.04$0.04$0.08$0.13$0.65
2020$0.00$0.12$0.11$0.11$0.05$0.05$0.06$0.05$0.05$0.11$0.05$0.14$0.88
2019$0.08$0.13$0.21

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.10%
-2.62%
SCHI (Schwab 5-10 Year Corporate Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab 5-10 Year Corporate Bond 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 5-10 Year Corporate Bond ETF was 99.31%, occurring on Mar 20, 2020. The portfolio has not yet recovered.

The current Schwab 5-10 Year Corporate Bond ETF drawdown is 99.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.31%Oct 11, 2019111Mar 20, 2020

Volatility

Volatility Chart

The current Schwab 5-10 Year Corporate Bond ETF volatility is 1.77%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.77%
3.79%
SCHI (Schwab 5-10 Year Corporate Bond 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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