Schwab Long-Term U.S. Treasury ETF (SCHQ)
SCHQ is a passive ETF by Charles Schwab tracking the investment results of the Bloomberg US Aggregate Government - Treasury - Long. SCHQ launched on Oct 10, 2019 and has a 0.05% expense ratio.
ETF Info
| ISIN | US8085246804 |
|---|---|
| CUSIP | 808524680 |
| Issuer | Charles Schwab |
| Inception Date | Oct 10, 2019 |
| Region | North America (U.S.) |
| Category | Government Bonds |
| Index Tracked | Bloomberg US Aggregate Government - Treasury - Long |
| Asset Class | Bond |
Expense Ratio
The Schwab Long-Term U.S. Treasury ETF has an expense ratio of 0.05% which is considered to be low.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Schwab Long-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 Long-Term U.S. Treasury ETF had a return of -0.10% year-to-date (YTD) and -6.09% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -0.10% | 18.49% |
| 1 month | 9.78% | 4.20% |
| 6 months | -2.82% | 6.60% |
| 1 year | -6.09% | 15.43% |
| 5 years (annualized) | N/A | 11.59% |
| 10 years (annualized) | N/A | 9.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -2.78% | 0.01% | -2.27% | -2.88% | -7.18% | -4.96% | 9.24% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Schwab Long-Term U.S. Treasury ETF (SCHQ) 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 | |
|---|---|---|---|---|---|
SCHQ Schwab Long-Term U.S. Treasury ETF | -0.30 | ||||
^GSPC S&P 500 | 1.00 |
Dividend History
Schwab Long-Term U.S. Treasury ETF granted a 3.89% dividend yield in the last twelve months. The annual payout for that period amounted to $1.32 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|
| Dividend | $1.32 | $1.02 | $0.87 | $0.83 | $0.21 |
Dividend yield | 3.89% | 2.88% | 1.69% | 1.51% | 0.44% |
Monthly Dividends
The table displays the monthly dividend distributions for Schwab Long-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 | $0.12 | $0.11 | $0.12 | $0.09 | $0.11 | $0.12 | $0.08 | $0.12 | $0.11 | $0.11 | |
| 2022 | $0.00 | $0.08 | $0.07 | $0.08 | $0.07 | $0.08 | $0.11 | $0.08 | $0.09 | $0.09 | $0.07 | $0.20 |
| 2021 | $0.00 | $0.07 | $0.07 | $0.07 | $0.08 | $0.06 | $0.06 | $0.07 | $0.08 | $0.08 | $0.07 | $0.15 |
| 2020 | $0.00 | $0.07 | $0.06 | $0.07 | $0.08 | $0.09 | $0.07 | $0.06 | $0.07 | $0.06 | $0.07 | $0.13 |
| 2019 | $0.06 | $0.15 |
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 Long-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 Long-Term U.S. Treasury ETF was 46.13%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.13% | Aug 5, 2020 | 808 | Oct 19, 2023 | — | — | — |
| -14.77% | Mar 10, 2020 | 7 | Mar 18, 2020 | 96 | Aug 4, 2020 | 103 |
| -4.81% | Oct 11, 2019 | 21 | Nov 8, 2019 | 51 | Jan 24, 2020 | 72 |
| -2.39% | Feb 3, 2020 | 3 | Feb 5, 2020 | 10 | Feb 20, 2020 | 13 |
| -1.01% | Mar 4, 2020 | 1 | Mar 4, 2020 | 1 | Mar 5, 2020 | 2 |
Volatility Chart
The current Schwab Long-Term U.S. Treasury ETF volatility is 5.19%, 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.