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Schwab Intermediate-Term U.S. Treasury ETF (SCHR)

ETF · Currency in USD · Last updated Aug 6, 2022

SCHR is a passive ETF by Charles Schwab tracking the investment results of the Bloomberg US Treasury (3-10 Y). SCHR launched on Aug 5, 2010 and has a 0.05% expense ratio.

ETF Info

ISINUS8085248545
CUSIP808524854
IssuerCharles Schwab
Inception DateAug 5, 2010
RegionNorth America (U.S.)
CategoryGovernment Bonds
Expense Ratio0.05%
Index TrackedBloomberg US Treasury (3-10 Y)
ETF Home Pagewww.schwabassetmanagement.com
Asset ClassBond

Trading Data

Previous Close$51.78
Year Range$49.90 - $56.64
EMA (50)$51.70
EMA (200)$53.27
Average Volume$1.98M

SCHRShare Price Chart


Chart placeholderClick Calculate to get results

SCHRPerformance

The chart shows the growth of $10,000 invested in Schwab Intermediate-Term U.S. Treasury ETF in Aug 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,381 for a total return of roughly 23.81%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-4.72%
-7.55%
SCHR (Schwab Intermediate-Term U.S. Treasury ETF)
Benchmark (^GSPC)

SCHRReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.33%8.19%
6M-5.25%-7.42%
YTD-6.97%-13.03%
1Y-8.94%-5.85%
5Y0.86%10.86%
10Y1.08%11.53%

SCHRMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.60%-0.51%-2.95%-2.74%0.72%-0.75%1.99%-1.26%
2021-0.43%-1.36%-1.18%0.59%0.38%0.12%1.20%-0.29%-0.95%-0.79%0.45%-0.36%
20202.18%2.13%2.90%0.08%0.28%0.10%0.53%-0.42%0.16%-0.64%0.19%0.03%
20190.43%-0.22%1.76%-0.16%2.09%0.90%-0.04%2.50%-0.76%0.26%-0.41%-0.27%
2018-1.33%-0.52%0.80%-0.92%0.78%0.08%-0.35%0.69%-0.76%0.03%0.93%2.08%
20170.36%0.38%0.01%0.91%0.46%-0.29%0.39%0.85%-0.91%-0.14%-0.40%-0.01%
20162.22%0.84%0.22%-0.18%-0.20%2.11%0.00%-0.75%0.35%-0.86%-2.57%-0.14%
20152.44%-1.36%0.62%-0.11%-0.17%-0.72%0.87%-0.06%1.23%-0.52%-0.40%-0.22%
20141.54%0.28%-0.68%0.52%1.13%-0.14%-0.48%1.16%-0.70%1.21%0.70%-0.14%
2013-0.61%0.78%0.15%0.79%-1.81%-1.53%0.12%-0.91%1.36%0.50%-0.18%-1.34%
20120.52%-0.74%-0.87%1.60%1.32%-0.22%0.84%-0.01%-0.07%-0.33%0.64%-0.52%
20110.47%-0.33%-0.21%1.50%1.96%-0.30%2.32%2.60%0.86%-0.67%0.50%1.25%
20101.45%0.36%0.39%-0.95%-2.49%

SCHRSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Schwab Intermediate-Term U.S. Treasury ETF Sharpe ratio is -1.51. 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.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.000.001.00MarchAprilMayJuneJulyAugust
-1.51
-0.31
SCHR (Schwab Intermediate-Term U.S. Treasury ETF)
Benchmark (^GSPC)

SCHRDividend History

Schwab Intermediate-Term U.S. Treasury ETF granted a 1.30% dividend yield in the last twelve months. The annual payout for that period amounted to $0.68 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$0.68$0.56$0.94$1.27$1.12$0.88$0.78$0.84$0.77$0.56$0.58$0.82$0.28

Dividend yield

1.30%1.01%1.65%2.39%2.23%1.79%1.60%1.74%1.63%1.23%1.24%1.80%0.68%

SCHRDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-10.12%
-13.58%
SCHR (Schwab Intermediate-Term U.S. Treasury ETF)
Benchmark (^GSPC)

SCHRWorst Drawdowns

The table below shows the maximum drawdowns of the Schwab Intermediate-Term U.S. Treasury ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Schwab Intermediate-Term U.S. Treasury ETF is 13.37%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.37%Aug 5, 2020469Jun 14, 2022
-5.79%Nov 5, 201067Feb 10, 201193Jun 24, 2011160
-5.38%Jul 6, 2016471May 17, 2018212Mar 22, 2019683
-5.24%May 2, 201388Sep 5, 2013278Oct 13, 2014366
-2.68%Feb 3, 201589Jun 10, 201552Aug 24, 2015141
-2.56%Feb 1, 201234Mar 20, 201232May 4, 201266
-2.48%Sep 23, 201125Oct 27, 201135Dec 16, 201160
-2.26%Sep 5, 20197Sep 13, 201992Jan 27, 202099
-2.21%Mar 10, 20207Mar 18, 20203Mar 23, 202010
-2.14%Oct 15, 201518Nov 9, 201548Jan 20, 201666

SCHRVolatility Chart

Current Schwab Intermediate-Term U.S. Treasury ETF volatility is 9.72%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MarchAprilMayJuneJulyAugust
9.72%
19.67%
SCHR (Schwab Intermediate-Term U.S. Treasury ETF)
Benchmark (^GSPC)