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ISIN
US8085242019
CUSIP
808524201
Inception Date
Nov 3, 2009
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Dow Jones U.S. Large-Cap Total Stock Market Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$72B

Share Price Chart


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Performance

SCHX Performance Chart

Schwab U.S. Large-Cap ETF (SCHX) is up 9.5% since the beginning of the year. SCHX is currently trading at $29 per share. Investors who bought $1,000 worth of SCHX shares 5 years ago would now be looking at an investment worth $1,831.


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S&P 500 Index

Returns By Period

Schwab U.S. Large-Cap ETF (SCHX) has returned 9.45% so far this year and 25.85% over the past 12 months. Looking at the last ten years, SCHX has achieved an annualized return of 15.62%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Schwab U.S. Large-Cap ETF

1D
-0.41%
1M
0.14%
YTD
9.45%
6M
8.85%
1Y
25.85%
3Y*
21.28%
5Y*
12.86%
10Y*
15.62%

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)

SCHX Monthly Returns History

Based on dividend-adjusted daily data since Nov 3, 2009, SCHX's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, SCHX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.23%-0.66%-4.98%10.34%5.20%-1.31%9.45%
20252.98%-1.51%-5.81%-0.68%6.25%5.21%2.45%2.12%3.30%2.39%0.11%-0.03%17.46%
20241.47%5.40%3.21%-4.08%4.65%3.46%1.42%2.29%2.11%-0.78%6.46%-2.65%24.88%
20236.56%-2.35%3.35%1.28%0.61%6.64%3.51%-1.73%-4.66%-2.41%9.36%4.88%26.84%
2022-5.70%-2.81%3.54%-9.01%-0.27%-8.23%9.16%-3.90%-9.23%7.84%5.45%-5.82%-19.41%
2021-0.80%2.84%3.82%5.39%0.55%2.48%2.29%2.90%-4.63%6.91%-1.27%4.05%26.81%

Benchmark Metrics

Schwab U.S. Large-Cap ETF has an annualized alpha of 1.62%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since November 03, 2009.

  • This ETF captured 105.82% of S&P 500 Index gains but only 98.11% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.99, 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
1.62%
Beta
1.00
0.99
Upside Capture
105.82%
Downside Capture
98.11%

Expense Ratio

SCHX has an expense ratio of 0.03%, which is considered low.


Return for Risk

Risk / Return Rank

SCHX ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


SCHX Risk / Return Rank: 6464
Overall Rank
SCHX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6262
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6464
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7070
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 ETF (SCHX) 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.


SCHXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.88

2.78

+0.09

Martin ratioReturn relative to average drawdown

12.67

12.44

+0.23

Dividends

Dividend History

Schwab U.S. Large-Cap ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.30 per share. The fund has been increasing its distributions for 4 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.30$0.29$0.28$0.26$0.25$0.23$0.25$0.23$0.20$0.18$0.17$0.16

Dividend yield

1.02%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab U.S. Large-Cap 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$0.07$0.00$0.00$0.00$0.07
2025$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.29
2024$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.08$0.28
2023$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.26
2022$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.25
2021$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.23

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 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 ETF was 34.33%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Schwab U.S. Large-Cap ETF drawdown is 1.84%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.33%Mar 2020
1mo 2d4mo 16d
5mo 18dFeb 2020 - Aug 2020
Bear market2022
-25.41%Oct 2022
9mo 18d1y 2mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-19.48%Dec 2018
3mo 4d3mo 19d
6mo 23dSep 2018 - Apr 2019
2011 correction2011
-19.27%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
2025 selloff2025
-19.04%Apr 2025
1mo 17d2mo 19d
4mo 6dFeb 2025 - Jun 2025

Drawdown Indicators


SCHXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.33%

-56.78%

+22.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-9.10%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.04%

-18.90%

-0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.41%

-25.43%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-33.92%

-0.41%

Current Drawdown

Current decline from peak

-1.84%

-1.80%

-0.04%

Average Drawdown

Average peak-to-trough decline

-3.96%

-10.71%

+6.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.03%

+0.02%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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