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Schwab Long-Term U.S. Treasury ETF (SCHQ)

ETF · Currency in USD · Last updated Dec 7, 2023

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.

Summary

ETF Info

ISINUS8085246804
CUSIP808524680
IssuerCharles Schwab
Inception DateOct 10, 2019
RegionNorth America (U.S.)
CategoryGovernment Bonds
Index TrackedBloomberg US Aggregate Government - Treasury - Long
Asset ClassBond

Expense Ratio

The Schwab Long-Term U.S. Treasury ETF has an expense ratio of 0.05% which is considered to be low.


0.05%
0.00%2.15%

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.


-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-2.82%
6.60%
SCHQ (Schwab Long-Term U.S. Treasury ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with SCHQ

Schwab Long-Term U.S. Treasury ETF

Popular comparisons: SCHQ vs. VGLT, SCHQ vs. TLT, SCHQ vs. SCHO, SCHQ vs. SCHR, SCHQ vs. TLH, SCHQ vs. LTPZ, SCHQ vs. SCHI, SCHQ vs. SCHJ, SCHQ vs. SCHD, SCHQ vs. BND

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.


PeriodReturnBenchmark
Year-To-Date-0.10%18.49%
1 month9.78%4.20%
6 months-2.82%6.60%
1 year-6.09%15.43%
5 years (annualized)N/A11.59%
10 years (annualized)N/A9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHQ
Schwab Long-Term U.S. Treasury ETF
-0.30
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Schwab Long-Term U.S. Treasury ETF Sharpe ratio is -0.30. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.00
SCHQ (Schwab Long-Term U.S. Treasury ETF)
Benchmark (^GSPC)

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.


PeriodTTM2022202120202019
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.91%
-5.15%
SCHQ (Schwab Long-Term U.S. Treasury ETF)
Benchmark (^GSPC)

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, 2020808Oct 19, 2023
-14.77%Mar 10, 20207Mar 18, 202096Aug 4, 2020103
-4.81%Oct 11, 201921Nov 8, 201951Jan 24, 202072
-2.39%Feb 3, 20203Feb 5, 202010Feb 20, 202013
-1.01%Mar 4, 20201Mar 4, 20201Mar 5, 20202

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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.19%
2.92%
SCHQ (Schwab Long-Term U.S. Treasury ETF)
Benchmark (^GSPC)