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Schwab U.S. Large-Cap Value ETF (SCHV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8085244098

CUSIP

808524409

Issuer

Charles Schwab

Inception Date

Dec 11, 2009

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Dow Jones U.S. Large-Cap Value Total Stock Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

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.


Popular comparisons:
SCHV vs. VTV SCHV vs. SCHD SCHV vs. SCHX SCHV vs. SCHA SCHV vs. AVLV SCHV vs. IVE SCHV vs. VOO SCHV vs. VLUE SCHV vs. SPY SCHV vs. VONG
Popular comparisons:
SCHV vs. VTV SCHV vs. SCHD SCHV vs. SCHX SCHV vs. SCHA SCHV vs. AVLV SCHV vs. IVE SCHV vs. VOO SCHV vs. VLUE SCHV vs. SPY SCHV vs. VONG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab U.S. Large-Cap Value 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%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.86%
12.32%
SCHV (Schwab U.S. Large-Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

Schwab U.S. Large-Cap Value ETF had a return of 21.21% year-to-date (YTD) and 29.79% in the last 12 months. Over the past 10 years, Schwab U.S. Large-Cap Value ETF had an annualized return of 12.15%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


SCHV

YTD

21.21%

1M

0.70%

6M

12.20%

1Y

29.79%

5Y (annualized)

11.37%

10Y (annualized)

12.15%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.27%3.71%4.78%-4.42%3.11%0.70%4.17%2.98%2.80%-1.05%21.21%
20234.10%-3.36%-0.67%1.19%-4.57%6.59%3.43%-2.54%-2.87%-3.29%7.52%5.33%10.32%
2022-2.90%-1.72%2.61%-5.56%2.00%-8.67%6.49%-2.96%-8.71%10.96%6.65%-3.99%-7.65%
2021-0.99%5.12%5.84%3.54%2.20%0.52%1.35%2.03%-4.05%5.29%-2.38%6.18%26.89%
2020-2.43%-9.55%-15.73%10.96%2.91%1.25%3.45%3.92%-1.90%-2.07%13.23%4.88%5.46%
20197.18%3.48%2.25%3.32%-6.58%7.01%0.98%-2.80%3.71%1.23%2.93%2.78%27.70%
20184.12%-4.51%-0.98%-0.04%1.12%1.53%4.48%1.55%1.64%-5.28%2.99%-7.75%-1.95%
20170.67%3.59%0.87%0.00%0.44%2.46%1.33%-0.41%2.93%1.72%3.00%1.38%19.44%
2016-3.98%-0.17%8.55%1.30%1.53%2.81%2.70%0.00%0.65%-1.19%4.80%4.72%23.33%
2015-4.20%5.00%-1.86%1.72%0.94%-2.51%1.12%-5.95%-0.64%8.16%0.44%0.30%1.74%
2014-4.25%4.31%1.93%0.90%1.42%3.41%-1.89%3.59%-1.46%1.78%2.26%1.33%13.77%
20136.03%1.69%3.90%2.25%1.54%0.19%5.17%-4.12%3.86%4.35%2.59%2.70%34.17%

Expense Ratio

SCHV has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for SCHV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of SCHV is 89, placing it in the top 11% 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 SCHV is 8989
Combined Rank
The Sharpe Ratio Rank of SCHV is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of SCHV is 8787
Omega Ratio Rank
The Calmar Ratio Rank of SCHV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SCHV is 8686
Martin 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. Large-Cap Value ETF (SCHV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SCHV, currently valued at 2.85, compared to the broader market0.002.004.002.852.46
The chart of Sortino ratio for SCHV, currently valued at 4.00, compared to the broader market-2.000.002.004.006.008.0010.0012.004.003.31
The chart of Omega ratio for SCHV, currently valued at 1.52, compared to the broader market0.501.001.502.002.503.001.521.46
The chart of Calmar ratio for SCHV, currently valued at 4.84, compared to the broader market0.005.0010.0015.004.843.55
The chart of Martin ratio for SCHV, currently valued at 17.45, compared to the broader market0.0020.0040.0060.0080.00100.0017.4515.76
SCHV
^GSPC

The current Schwab U.S. Large-Cap Value ETF Sharpe ratio is 2.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Schwab U.S. Large-Cap Value 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.85
2.46
SCHV (Schwab U.S. Large-Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Schwab U.S. Large-Cap Value ETF provided a 3.21% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


3.00%4.00%5.00%6.00%7.00%8.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.87$1.37$1.57$0.90$1.53$1.02$1.01$0.63$0.92$0.57$1.05$0.73

Dividend yield

3.21%5.88%7.13%3.70%7.69%5.07%6.14%3.47%5.76%4.00%7.14%5.39%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap Value 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$0.13$0.00$0.00$0.44$0.00$0.00$0.14$0.00$0.00$0.71
2023$0.00$0.00$0.39$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.16$1.37
2022$0.00$0.00$0.32$0.00$0.00$0.39$0.00$0.00$0.40$0.00$0.00$0.47$1.57
2021$0.00$0.00$0.29$0.00$0.00$0.35$0.00$0.00$0.12$0.00$0.00$0.14$0.90
2020$0.00$0.00$0.14$0.00$0.00$0.36$0.00$0.00$0.65$0.00$0.00$0.38$1.53
2019$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.62$1.02
2018$0.00$0.00$0.11$0.00$0.00$0.36$0.00$0.00$0.40$0.00$0.00$0.14$1.01
2017$0.00$0.00$0.30$0.00$0.00$0.10$0.00$0.00$0.11$0.00$0.00$0.12$0.63
2016$0.00$0.00$0.31$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.43$0.92
2015$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.28$0.00$0.00$0.10$0.57
2014$0.00$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.29$1.05
2013$0.18$0.00$0.00$0.08$0.00$0.00$0.20$0.00$0.00$0.27$0.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.23%
-1.40%
SCHV (Schwab U.S. Large-Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Schwab U.S. Large-Cap Value 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. Large-Cap Value ETF was 37.08%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Schwab U.S. Large-Cap Value ETF drawdown is 1.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.08%Jan 21, 202044Mar 23, 2020172Nov 24, 2020216
-19.78%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-16.91%Jul 8, 201124Aug 10, 2011110Jan 18, 2012134
-15.49%Oct 4, 201856Dec 24, 201855Mar 15, 2019111
-13.47%Apr 26, 201050Jul 6, 201086Nov 4, 2010136

Volatility

Volatility Chart

The current Schwab U.S. Large-Cap Value ETF volatility is 3.40%, 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%JuneJulyAugustSeptemberOctoberNovember
3.40%
4.07%
SCHV (Schwab U.S. Large-Cap Value ETF)
Benchmark (^GSPC)