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ISIN
US8085244098
CUSIP
808524409
Inception Date
Dec 11, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones U.S. Large-Cap Value Total Stock Market Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$16B

Share Price Chart


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Performance

SCHV Performance Chart

Schwab U.S. Large-Cap Value ETF (SCHV) is up 18.3% since the beginning of the year. SCHV is currently trading at $35 per share. Investors who bought $1,000 worth of SCHV shares 5 years ago would now be looking at an investment worth $1,730.


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S&P 500 Index

Returns By Period

Schwab U.S. Large-Cap Value ETF (SCHV) has returned 18.34% so far this year and 31.24% over the past 12 months. Over the last ten years, SCHV has returned 12.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Schwab U.S. Large-Cap Value ETF

1D
0.93%
1M
4.71%
YTD
18.34%
6M
17.51%
1Y
31.24%
3Y*
19.48%
5Y*
11.59%
10Y*
12.02%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHV Monthly Returns History

Based on dividend-adjusted daily data since Dec 11, 2009, SCHV's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCHV closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.07%3.60%-4.93%6.46%3.39%3.90%18.34%
20253.99%1.59%-2.98%-2.97%3.92%3.79%0.58%3.31%1.77%-0.69%2.28%0.70%16.02%
20240.27%3.71%4.78%-4.42%3.11%-0.49%4.17%2.98%1.68%-1.05%6.04%-6.69%14.13%
20234.10%-3.36%-0.67%1.19%-4.57%6.59%3.43%-2.54%-4.09%-3.29%7.52%5.33%8.93%
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%25.58%

Benchmark Metrics

Schwab U.S. Large-Cap Value ETF has an annualized alpha of 0.80%, beta of 0.90, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 11, 2009.

  • This ETF participated in 92.50% of S&P 500 Index downside but only 92.03% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.90 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.80%
Beta
0.90
0.90
Upside Capture
92.03%
Downside Capture
92.50%

Expense Ratio

SCHV has an expense ratio of 0.04%, which is considered low.


Return for Risk

Risk / Return Rank

SCHV ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


SCHV Risk / Return Rank: 8888
Overall Rank
SCHV Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SCHV Sortino Ratio Rank: 9090
Sortino Ratio Rank
SCHV Omega Ratio Rank: 8686
Omega Ratio Rank
SCHV Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCHV Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Schwab U.S. Large-Cap Value ETF (SCHV) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SCHVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

4.60

2.78

+1.81

Martin ratioReturn relative to average drawdown

18.46

12.44

+6.02

Dividends

Dividend History

Schwab U.S. Large-Cap Value ETF provided a 1.72% dividend yield over the last twelve months, with an annual payout of $0.60 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.6020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.60$0.60$0.59$0.56$0.52$0.47$0.60$0.60$0.50$0.43$0.42$0.38

Dividend yield

1.72%2.02%2.25%2.42%2.37%1.93%3.03%3.02%3.05%2.37%2.65%2.69%

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
2026$0.00$0.00$0.14$0.00$0.00$0.00$0.14
2025$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.17$0.60
2024$0.00$0.00$0.13$0.00$0.00$0.15$0.00$0.00$0.14$0.00$0.00$0.17$0.59
2023$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.16$0.56
2022$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.15$0.52
2021$0.00$0.00$0.10$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.14$0.47

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.


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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 179 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.08%Mar 2020
2mo 2d8mo 16d
10mo 18dJan 2020 - Dec 2020
Bear market2022
-19.78%Sep 2022
8mo 28d1y 4mo
2y 24dJan 2022 - Jan 2024
2011 correction2011
-18.42%Oct 2011
5mo 4d4mo 16d
9mo 20dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-17.71%Dec 2018
3mo 1d4mo
7mo 1dSep 2018 - Apr 2019
2025 selloff2025
-15.26%Apr 2025
4mo 7d2mo 23d
7moDec 2024 - Jun 2025

Drawdown Indicators


SCHVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-37.08%

-56.78%

+19.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-9.10%

+2.27%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

-18.90%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-25.43%

+5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-37.08%

-33.92%

-3.16%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-3.82%

-10.71%

+6.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

2.03%

-0.33%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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