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Schwab U.S. Aggregate Bond ETF (SCHZ)

ETF · Currency in USD · Last updated Aug 10, 2022

SCHZ is a passive ETF by Charles Schwab tracking the investment results of the Bloomberg US Aggregate. SCHZ launched on Jul 14, 2011 and has a 0.04% expense ratio.

ETF Info

ISINUS8085248396
CUSIP808524839
IssuerCharles Schwab
Inception DateJul 14, 2011
RegionNorth America (U.S.)
CategoryTotal Bond Market
Expense Ratio0.04%
Index TrackedBloomberg US Aggregate
ETF Home Pagewww.schwabassetmanagement.com
Asset ClassBond

Trading Data

Previous Close$48.50
Year Range$46.43 - $53.88
EMA (50)$48.26
EMA (200)$50.10
Average Volume$1.01M

SCHZShare Price Chart


Chart placeholderClick Calculate to get results

SCHZPerformance

The chart shows the growth of $10,000 invested in Schwab U.S. Aggregate Bond ETF in Jul 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,466 for a total return of roughly 24.66%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-4.94%
-8.47%
SCHZ (Schwab U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

SCHZReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.02%5.72%
6M-6.07%-8.06%
YTD-8.79%-13.51%
1Y-9.51%-7.08%
5Y0.98%10.77%
10Y1.52%11.39%

SCHZMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.19%-1.03%-2.73%-3.97%0.76%-1.60%2.69%-0.94%
2021-0.68%-1.54%-1.17%0.78%0.15%0.82%1.08%-0.13%-1.04%0.06%0.21%-0.24%
20202.00%1.51%-1.46%3.01%0.59%0.65%1.38%-0.86%-0.19%-0.61%1.28%0.01%
20191.13%-0.10%2.01%-0.06%1.56%1.41%0.20%2.68%-0.55%0.21%-0.09%-0.02%
2018-1.15%-0.98%0.61%-0.71%0.54%0.11%-0.08%0.68%-0.65%-0.72%0.51%1.85%
20170.33%0.65%-0.02%0.79%0.71%-0.01%0.44%0.87%-0.50%0.02%-0.11%0.28%
20161.28%0.76%0.87%0.42%-0.08%1.89%0.54%-0.18%0.07%-0.92%-2.33%-0.07%
20151.72%-0.64%0.33%-0.25%-0.40%-1.09%0.83%-0.31%0.80%0.06%-0.40%-0.19%
20141.73%0.43%-0.13%0.73%1.23%0.03%-0.29%1.08%-0.52%0.89%0.59%0.36%
2013-0.45%0.41%0.16%1.01%-1.85%-1.95%0.69%-0.63%1.02%0.79%-0.39%-0.75%
20120.83%-0.09%-0.86%1.18%0.91%0.15%1.30%-0.16%0.24%0.01%0.40%-0.63%
20110.64%1.77%0.57%0.12%-0.22%1.29%

SCHZSharpe 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 U.S. Aggregate Bond ETF Sharpe ratio is -1.46. 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
-1.46
-0.34
SCHZ (Schwab U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

SCHZDividend History

Schwab U.S. Aggregate Bond ETF granted a 2.36% dividend yield in the last twelve months. The annual payout for that period amounted to $1.14 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$1.14$1.17$1.36$1.49$1.41$1.25$1.15$1.08$1.06$1.01$1.07$0.39

Dividend yield

2.36%2.19%2.51%2.96%3.04%2.70%2.58%2.48%2.43%2.46%2.55%0.96%

SCHZDrawdowns 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
-10.92%
-14.05%
SCHZ (Schwab U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

SCHZWorst Drawdowns

The table below shows the maximum drawdowns of the Schwab U.S. Aggregate Bond 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 U.S. Aggregate Bond ETF is 14.73%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.73%Aug 5, 2020469Jun 14, 2022
-10.27%Mar 9, 20208Mar 18, 202046May 22, 202054
-4.89%May 3, 201387Sep 5, 2013170May 9, 2014257
-4.35%Jul 11, 2016113Dec 16, 2016175Aug 29, 2017288
-3.51%Sep 8, 2017174May 17, 2018176Jan 30, 2019350
-2.78%Apr 20, 201559Jul 13, 2015145Feb 8, 2016204
-2.12%Sep 5, 20197Sep 13, 201988Jan 21, 202095
-1.81%Feb 3, 201524Mar 9, 201526Apr 15, 201550
-1.73%Sep 23, 201112Oct 10, 201146Dec 14, 201158
-1.41%Feb 1, 201234Mar 20, 201223Apr 23, 201257

SCHZVolatility Chart

Current Schwab U.S. Aggregate Bond ETF volatility is 10.15%. 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
10.15%
13.69%
SCHZ (Schwab U.S. Aggregate Bond ETF)
Benchmark (^GSPC)

SCHZAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
AGGSep 22, 20030.05%-8.69%1.58%1.98%Compare SCHZ and AGG
BNDApr 3, 20070.03%-8.90%1.53%2.27%Compare SCHZ and BND
BNDXMay 31, 20130.07%-7.04%2.34%4.04%Compare SCHZ and BNDX