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Schwab U.S. TIPS ETF (SCHP)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS8085248701
CUSIP808524870
IssuerCharles Schwab
Inception DateAug 5, 2010
RegionNorth America (U.S.)
CategoryInflation-Protected Bonds
Index TrackedBarclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index (Series-L)
Home Pagewww.schwabfunds.com
Asset ClassBond

Expense Ratio

SCHP has an expense ratio of 0.05% which is considered to be low.


Expense ratio chart for SCHP: 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.


Schwab U.S. TIPS ETF

Popular comparisons: SCHP vs. VTIP, SCHP vs. TIP, SCHP vs. SCHZ, SCHP vs. STIP, SCHP vs. SPIP, SCHP vs. LTPZ, SCHP vs. BIV, SCHP vs. BND, SCHP vs. WPC, SCHP vs. EGLE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. TIPS 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
40.39%
372.81%
SCHP (Schwab U.S. TIPS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Schwab U.S. TIPS ETF had a return of -0.12% year-to-date (YTD) and 1.10% in the last 12 months. Over the past 10 years, Schwab U.S. TIPS ETF had an annualized return of 1.88%, while the S&P 500 had an annualized return of 10.99%, indicating that Schwab U.S. TIPS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.12%11.18%
1 month1.45%5.60%
6 months3.10%17.48%
1 year1.10%26.33%
5 years (annualized)2.30%13.16%
10 years (annualized)1.88%10.99%

Monthly Returns

The table below presents the monthly returns of SCHP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.31%-1.09%0.71%-1.64%-0.12%
20231.97%-1.31%2.86%0.03%-1.23%-0.22%0.05%-0.82%-1.92%-0.68%2.79%2.48%3.91%
2022-2.00%0.81%-1.90%-2.18%-0.91%-3.12%4.43%-2.67%-6.78%1.37%1.85%-1.16%-12.02%
20210.29%-1.61%-0.16%1.38%1.06%0.64%2.73%-0.11%-0.75%1.11%0.79%0.41%5.87%
20202.12%0.93%-1.47%2.71%0.49%1.11%2.25%0.91%-0.31%-0.65%1.10%1.25%10.86%
20191.52%-0.17%1.91%0.27%1.65%0.84%0.37%2.24%-1.07%-0.06%0.24%0.51%8.52%
2018-0.90%-0.91%0.83%-0.01%0.25%0.64%-0.52%0.68%-0.96%-1.48%0.42%0.57%-1.42%
20170.88%0.36%0.02%0.41%0.09%-0.94%0.52%1.04%-0.74%0.27%0.12%0.97%3.02%
20161.56%1.07%1.82%0.23%-0.79%2.28%0.73%-0.42%0.76%-0.60%-2.00%-0.01%4.64%
20153.10%-1.32%-0.47%0.67%-1.07%-0.90%0.42%-1.02%-0.39%0.32%-0.13%-0.92%-1.78%
20142.35%0.41%-0.52%1.36%1.93%0.40%-0.06%0.65%-2.60%0.93%0.18%-0.90%4.11%
2013-0.75%0.11%0.19%0.91%-4.20%-3.84%0.81%-1.82%1.75%0.52%-1.05%-1.71%-8.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SCHP is 12, indicating that it is in the bottom 12% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of SCHP is 1212
SCHP (Schwab U.S. TIPS ETF)
The Sharpe Ratio Rank of SCHP is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of SCHP is 1111Sortino Ratio Rank
The Omega Ratio Rank of SCHP is 1111Omega Ratio Rank
The Calmar Ratio Rank of SCHP is 1212Calmar Ratio Rank
The Martin Ratio Rank of SCHP is 1313Martin 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 U.S. TIPS ETF (SCHP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SCHP
Sharpe ratio
The chart of Sharpe ratio for SCHP, currently valued at 0.14, compared to the broader market0.002.004.000.14
Sortino ratio
The chart of Sortino ratio for SCHP, currently valued at 0.24, compared to the broader market0.005.0010.000.24
Omega ratio
The chart of Omega ratio for SCHP, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.03
Calmar ratio
The chart of Calmar ratio for SCHP, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.06
Martin ratio
The chart of Martin ratio for SCHP, currently valued at 0.44, compared to the broader market0.0020.0040.0060.0080.00100.000.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current Schwab U.S. TIPS ETF Sharpe ratio is 0.14. 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 U.S. TIPS 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
0.14
2.38
SCHP (Schwab U.S. TIPS ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab U.S. TIPS ETF granted a 3.10% dividend yield in the last twelve months. The annual payout for that period amounted to $1.61 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.61$1.58$3.73$2.76$0.69$1.14$1.40$1.05$0.76$0.15$0.71$0.35

Dividend yield

3.10%3.02%7.19%4.39%1.11%2.02%2.63%1.90%1.38%0.28%1.30%0.67%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. TIPS 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$0.08$0.21$0.28
2023$0.00$0.00$0.00$0.09$0.17$0.17$0.22$0.16$0.16$0.13$0.18$0.30$1.58
2022$0.00$0.12$0.12$0.27$0.38$0.60$0.37$0.48$0.30$0.21$0.15$0.70$3.73
2021$0.00$0.00$0.00$0.09$0.18$0.27$0.32$0.36$0.41$0.29$0.18$0.66$2.76
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.18$0.17$0.24$0.69
2019$0.00$0.00$0.00$0.00$0.04$0.18$0.24$0.09$0.07$0.05$0.14$0.34$1.14
2018$0.00$0.00$0.00$0.15$0.19$0.12$0.14$0.21$0.16$0.09$0.07$0.27$1.40
2017$0.00$0.00$0.00$0.06$0.09$0.08$0.10$0.08$0.07$0.09$0.12$0.36$1.05
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.12$0.54$0.76
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2014$0.00$0.00$0.00$0.00$0.09$0.16$0.15$0.15$0.09$0.05$0.00$0.00$0.71
2013$0.05$0.09$0.00$0.05$0.08$0.04$0.04$0.00$0.35

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-9.19%
-0.09%
SCHP (Schwab U.S. TIPS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. TIPS 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. TIPS ETF was 14.26%, occurring on Oct 6, 2023. The portfolio has not yet recovered.

The current Schwab U.S. TIPS ETF drawdown is 9.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.26%Mar 9, 2022398Oct 6, 2023
-11.21%Dec 11, 2012185Sep 5, 20131393Mar 20, 20191578
-10.85%Mar 9, 20208Mar 18, 202058Jun 10, 202066
-5.66%Oct 26, 201075Feb 10, 201147Apr 19, 2011122
-5%Nov 10, 202164Feb 10, 202217Mar 8, 202281

Volatility

Volatility Chart

The current Schwab U.S. TIPS ETF volatility is 1.11%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
1.11%
3.36%
SCHP (Schwab U.S. TIPS ETF)
Benchmark (^GSPC)