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Schwab Mortgage-Backed Securities ETF (SMBS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

CUSIP
808524615
Inception Date
Nov 18, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Bloomberg US MBS Float Adjusted Total Return Index
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Schwab Mortgage-Backed Securities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Schwab Mortgage-Backed Securities ETF (SMBS) has returned 0.36% so far this year and 5.33% over the past 12 months.


Schwab Mortgage-Backed Securities ETF

1D
0.20%
1M
-1.67%
YTD
0.36%
6M
1.92%
1Y
5.33%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 19, 2024, SMBS's average daily return is +0.02%, while the average monthly return is +0.49%. At this rate, your investment would double in approximately 11.8 years.

Historically, 76% of months were positive and 24% were negative. The best month was Feb 2025 with a return of +2.5%, while the worst month was Mar 2026 at -1.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SMBS closed higher 52% of trading days. The best single day was Jan 15, 2025 with a return of +1.1%, while the worst single day was Apr 7, 2025 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.53%1.53%-1.67%0.36%
20250.41%2.51%0.12%0.28%-1.03%1.81%-0.56%1.58%1.26%0.85%0.60%0.09%8.15%
20241.44%-1.49%-0.07%

Benchmark Metrics

Schwab Mortgage-Backed Securities ETF has an annualized alpha of 6.17%, beta of 0.02, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 20, 2024.

  • This ETF captured 22.64% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.05%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.02 may look defensive, but with R² of 0.01 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.17%
Beta
0.02
0.01
Upside Capture
22.64%
Downside Capture
-9.05%

Expense Ratio

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


Return for Risk

Risk / Return Rank

SMBS ranks 61 for risk / return — better than 61% 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.


SMBS Risk / Return Rank: 6161
Overall Rank
SMBS Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SMBS Sortino Ratio Rank: 6161
Sortino Ratio Rank
SMBS Omega Ratio Rank: 5151
Omega Ratio Rank
SMBS Calmar Ratio Rank: 7373
Calmar Ratio Rank
SMBS Martin Ratio Rank: 5555
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 Mortgage-Backed Securities ETF (SMBS) and compare them to a chosen benchmark (S&P 500 Index).


SMBSBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.90

+0.23

Sortino ratio

Return per unit of downside risk

1.61

1.39

+0.23

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.94

1.40

+0.54

Martin ratio

Return relative to average drawdown

5.61

6.61

-1.00

Explore SMBS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Schwab Mortgage-Backed Securities ETF provided a 4.80% dividend yield over the last twelve months, with an annual payout of $1.23 per share.


1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.23$1.24$0.12

Dividend yield

4.80%4.83%0.50%

Monthly Dividends

The table displays the monthly dividend distributions for Schwab Mortgage-Backed Securities ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.11$0.11$0.22
2025$0.00$0.13$0.10$0.10$0.03$0.11$0.11$0.12$0.11$0.11$0.12$0.21$1.24
2024$0.12$0.12

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 Mortgage-Backed Securities 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 Mortgage-Backed Securities ETF was 3.20%, occurring on Jan 13, 2025. Recovery took 29 trading sessions.

The current Schwab Mortgage-Backed Securities ETF drawdown is 1.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-3.2%Dec 9, 202423Jan 13, 202529Feb 25, 202552
-2.83%Apr 7, 202532May 21, 202524Jun 26, 202556
-2.53%Mar 2, 202619Mar 26, 2026
-1.11%Jul 1, 202510Jul 15, 202513Aug 1, 202523
-0.91%Oct 29, 20256Nov 5, 202514Nov 25, 202520

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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