Schwab Short-Term U.S. Treasury ETF (SCHO)
SCHO is a passive ETF by Charles Schwab tracking the investment results of the Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996). SCHO launched on Aug 5, 2010 and has a 0.05% expense ratio.
ETF Info
| ISIN | US8085248628 |
|---|---|
| CUSIP | 808524862 |
| Issuer | Charles Schwab |
| Inception Date | Aug 5, 2010 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Index Tracked | Bloomberg US Treasury (1-3 Y) (Inception 4/30/1996) |
| ETF Home Page | www.schwabassetmanagement.com |
| Asset Class | Bond |
Expense Ratio
The Schwab Short-Term U.S. Treasury ETF has an expense ratio of 0.05% which is considered to be low.
Share Price Chart
Loading data...
Performance
The chart shows the growth of an initial investment of $10,000 in Schwab Short-Term U.S. Treasury ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Schwab Short-Term U.S. Treasury ETF had a return of 3.41% year-to-date (YTD) and 3.34% in the last 12 months. Over the past 10 years, Schwab Short-Term U.S. Treasury ETF had an annualized return of 0.88%, while the S&P 500 had an annualized return of 9.87%, indicating that Schwab Short-Term U.S. Treasury ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 3.41% | 19.67% |
| 1 month | 1.13% | 8.42% |
| 6 months | 2.02% | 7.29% |
| 1 year | 3.34% | 12.71% |
| 5 years (annualized) | 1.22% | 10.75% |
| 10 years (annualized) | 0.88% | 9.87% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.36% | -0.51% | 0.33% | 0.42% | -0.10% | 0.34% | 1.06% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Schwab Short-Term U.S. Treasury ETF (SCHO) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHO Schwab Short-Term U.S. Treasury ETF | 1.33 | ||||
^GSPC S&P 500 | 0.91 |
Dividend History
Schwab Short-Term U.S. Treasury ETF granted a 3.70% dividend yield in the last twelve months. The annual payout for that period amounted to $1.78 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.78 | $0.64 | $0.21 | $0.65 | $1.14 | $0.89 | $0.56 | $0.41 | $0.34 | $0.24 | $0.15 | $0.15 |
Dividend yield | 3.70% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% | 0.29% | 0.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Short-Term U.S. Treasury ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.11 | $0.13 | $0.16 | $0.13 | $0.15 | $0.16 | $0.17 | $0.15 | $0.16 | $0.17 | |
| 2022 | $0.00 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.05 | $0.05 | $0.07 | $0.08 | $0.08 | $0.20 |
| 2021 | $0.00 | $0.03 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.01 | $0.03 |
| 2020 | $0.00 | $0.09 | $0.07 | $0.07 | $0.06 | $0.06 | $0.05 | $0.06 | $0.04 | $0.04 | $0.04 | $0.06 |
| 2019 | $0.00 | $0.10 | $0.09 | $0.10 | $0.10 | $0.11 | $0.09 | $0.10 | $0.10 | $0.09 | $0.09 | $0.17 |
| 2018 | $0.00 | $0.06 | $0.06 | $0.07 | $0.06 | $0.07 | $0.08 | $0.08 | $0.09 | $0.07 | $0.09 | $0.17 |
| 2017 | $0.00 | $0.04 | $0.04 | $0.04 | $0.04 | $0.05 | $0.05 | $0.04 | $0.05 | $0.05 | $0.05 | $0.11 |
| 2016 | $0.00 | $0.03 | $0.03 | $0.04 | $0.04 | $0.03 | $0.04 | $0.03 | $0.03 | $0.04 | $0.03 | $0.07 |
| 2015 | $0.00 | $0.03 | $0.02 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.06 |
| 2014 | $0.00 | $0.02 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.05 |
| 2013 | $0.00 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 | $0.03 |
| 2012 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.02 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Schwab Short-Term U.S. Treasury 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 Short-Term U.S. Treasury ETF was 5.69%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.69% | Aug 4, 2021 | 307 | Oct 20, 2022 | — | — | — |
| -1.07% | Sep 8, 2017 | 173 | May 16, 2018 | 130 | Nov 19, 2018 | 303 |
| -0.94% | Jul 7, 2016 | 114 | Dec 15, 2016 | 156 | Aug 1, 2017 | 270 |
| -0.78% | Nov 5, 2010 | 65 | Feb 8, 2011 | 56 | Apr 29, 2011 | 121 |
| -0.7% | Oct 15, 2015 | 52 | Dec 29, 2015 | 23 | Feb 2, 2016 | 75 |
Volatility Chart
The current Schwab Short-Term U.S. Treasury ETF volatility is 0.71%, 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.