In the last 10 Years, the Schwab U.S. Large-Cap Value ETF (SCHV) ETF obtained a 10.93% compound annual return, with a 13.70% standard deviation.
In 2021, the ETF granted a 2.39% dividend yield. If you are interested in getting periodic income, please refer to the Schwab U.S. Large-Cap Value ETF (SCHV) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: North America
- Country: U.S.
Historical Returns as of Jul 31, 2022
Historical returns and stats of Schwab U.S. Large-Cap Value ETF (SCHV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
6.49
|
6.50
|
0.00
|
1 - 0
|
|
3M
|
-0.79
|
-3.19
|
-8.67
Jun 2022 - Jun 2022
|
2 - 1
|
|
6M
|
-5.51
|
-10.33
|
-12.02
Apr 2022 - Jun 2022
|
3 - 3
|
|
YTD
|
-8.24
|
-13.65
|
-13.83
Jan 2022 - Jun 2022
|
3 - 4
|
|
1Y
|
-1.96
|
-9.66
|
16.21
|
-13.83
Jan 2022 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
8.49
|
3.41
|
18.74
|
-25.64
Jan 2020 - Mar 2020
|
21 - 15
58% pos
|
5Y(*)
|
8.49
|
4.43
|
16.85
|
-25.64
Jan 2020 - Mar 2020
|
38 - 22
63% pos
|
10Y(*)
|
10.93
|
8.11
|
13.70
|
-25.64
Jan 2020 - Mar 2020
|
80 - 40
67% pos
|
MAX(*)
01 Jan 2010
|
10.93
|
8.18
|
13.94
|
-25.64
Jan 2020 - Mar 2020
|
98 - 53
65% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%
Correlations as of Jul 31, 2022
Monthly correlations of Schwab U.S. Large-Cap Value ETF (SCHV) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs SCHV | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2010 |
|
US Total Stock Market VTI |
0.95
|
0.95
|
0.96
|
0.96
|
|
US Large Cap SPY |
0.96
|
0.95
|
0.96
|
0.96
|
|
US Small Cap IJR |
0.91
|
0.91
|
0.88
|
0.90
|
|
US REITs VNQ |
0.88
|
0.80
|
0.67
|
0.72
|
|
US Technology QQQ |
0.85
|
0.80
|
0.78
|
0.81
|
|
Preferred Stocks PFF |
0.90
|
0.79
|
0.70
|
0.69
|
|
EAFE Stocks EFA |
0.98
|
0.93
|
0.86
|
0.87
|
|
World All Countries VT |
0.98
|
0.96
|
0.94
|
0.94
|
|
Emerging Markets EEM |
0.77
|
0.74
|
0.67
|
0.71
|
|
Europe VGK |
0.98
|
0.92
|
0.84
|
0.85
|
|
Pacific VPL |
0.89
|
0.88
|
0.79
|
0.80
|
|
Latin America FLLA |
0.62
|
0.66
|
0.60
|
0.65
|
|
US Total Bond Market BND |
0.61
|
0.21
|
0.13
|
0.03
|
|
Long Term Treasuries TLT |
0.41
|
-0.25
|
-0.25
|
-0.38
|
|
US Cash BIL |
-0.13
|
-0.25
|
-0.20
|
-0.21
|
|
TIPS TIP |
0.68
|
0.36
|
0.23
|
0.14
|
|
Investment Grade Bonds LQD |
0.74
|
0.50
|
0.40
|
0.34
|
|
High Yield Bonds HYG |
0.84
|
0.81
|
0.76
|
0.78
|
|
International Bond Market BNDX |
0.52
|
0.25
|
0.20
|
0.11
|
|
Emerging Market Bonds EMB |
0.90
|
0.66
|
0.57
|
0.56
|
|
Gold GLD |
0.27
|
0.06
|
-0.01
|
0.01
|
|
Commodities DBC |
0.28
|
0.57
|
0.47
|
0.54
|
Capital Growth as of Jul 31, 2022
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the Schwab U.S. Large-Cap Value ETF (SCHV) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 2180.89$, with a net total return of 118.09% (8.11% annualized).
The Inflation Adjusted Capital now would be 2688.20$, with a net total return of 168.82% (8.18% annualized).
Drawdowns
Worst drawdowns since August 2012.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.64% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
-13.83% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-11.42% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-9.17% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
-6.64% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
-6.58% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 |
-4.25% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 |
-4.19% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
-4.12% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
-4.05% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.80% | Aug 2019 | Aug 2019 | 1 | Sep 2019 | 1 | 2 |
-2.38% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-1.89% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-1.86% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 |
-1.61% | Sep 2016 | Oct 2016 | 2 | Nov 2016 | 1 | 3 |
-1.46% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
-1.09% | Jun 2013 | Jun 2013 | 1 | Jul 2013 | 1 | 2 |
-0.99% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
-0.88% | Oct 2012 | Nov 2012 | 2 | Dec 2012 | 1 | 3 |
-0.52% | Jun 2021 | Jun 2021 | 1 | Jul 2021 | 1 | 2 |
Worst drawdowns since January 2010.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-25.64% | Jan 2020 | Mar 2020 | 3 | Dec 2020 | 9 | 12 |
-15.90% | May 2011 | Sep 2011 | 5 | Feb 2012 | 5 | 10 |
-13.83% | Jan 2022 | Jun 2022 | 6 | in progress | 1 | 7 |
-12.26% | May 2010 | Jun 2010 | 2 | Dec 2010 | 6 | 8 |
-11.42% | Oct 2018 | Dec 2018 | 3 | Apr 2019 | 4 | 7 |
-9.17% | Jun 2015 | Sep 2015 | 4 | Apr 2016 | 7 | 11 |
-6.64% | Feb 2018 | Apr 2018 | 3 | Aug 2018 | 4 | 7 |
-6.58% | May 2019 | May 2019 | 1 | Jul 2019 | 2 | 3 |
-6.06% | Apr 2012 | May 2012 | 2 | Aug 2012 | 3 | 5 |
-4.25% | Jan 2014 | Jan 2014 | 1 | Mar 2014 | 2 | 3 |
-4.19% | Jan 2015 | Jan 2015 | 1 | Feb 2015 | 1 | 2 |
-4.12% | Aug 2013 | Aug 2013 | 1 | Oct 2013 | 2 | 3 |
-4.05% | Sep 2021 | Sep 2021 | 1 | Oct 2021 | 1 | 2 |
-2.80% | Aug 2019 | Aug 2019 | 1 | Sep 2019 | 1 | 2 |
-2.38% | Nov 2021 | Nov 2021 | 1 | Dec 2021 | 1 | 2 |
-2.14% | Jan 2010 | Jan 2010 | 1 | Feb 2010 | 1 | 2 |
-1.89% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 |
-1.86% | Mar 2015 | Mar 2015 | 1 | May 2015 | 2 | 3 |
-1.61% | Sep 2016 | Oct 2016 | 2 | Nov 2016 | 1 | 3 |
-1.46% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 |
Rolling Returns ( more details)
Schwab U.S. Large-Cap Value ETF (SCHV) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
12.50 |
52.09 Apr 2020 - Mar 2021 |
-16.28 Apr 2019 - Mar 2020 |
12.14% |
2 Years |
11.73 |
30.31 Apr 2020 - Mar 2022 |
-5.53 Apr 2018 - Mar 2020 |
3.13% |
3 Years |
11.37 |
21.84 Oct 2011 - Sep 2014 |
-0.90 Apr 2017 - Mar 2020 |
0.86% |
5 Years |
11.02 |
15.66 Jul 2010 - Jun 2015 |
3.37 Apr 2015 - Mar 2020 |
0.00% |
7 Years |
10.96 |
14.91 Oct 2011 - Sep 2018 |
6.08 Apr 2013 - Mar 2020 |
0.00% |
10 Years |
11.26 |
13.30 Oct 2011 - Sep 2021 |
8.13 Apr 2010 - Mar 2020 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the Schwab U.S. Large-Cap Value ETF (SCHV) ETF: Rolling Returns page.
Seasonality
Schwab U.S. Large-Cap Value ETF (SCHV) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.16 46% |
1.32 69% |
0.88 69% |
1.75 77% |
-0.53 69% |
-0.23 46% |
2.35 85% |
-0.83 50% |
0.33 50% |
2.19 67% |
2.39 67% |
1.69 83% |
Best Year |
7.2 2019 |
5.1 2021 |
7.0 2016 |
11.0 2020 |
2.9 2020 |
7.0 2019 |
6.9 2010 |
3.9 2020 |
7.2 2010 |
9.8 2011 |
13.2 2020 |
7.0 2010 |
Worst Year |
-4.2 2014 |
-9.5 2020 |
-15.7 2020 |
-5.6 2022 |
-7.7 2010 |
-8.7 2022 |
-3.1 2011 |
-6.0 2015 |
-5.9 2011 |
-5.3 2018 |
-2.4 2021 |
-9.2 2018 |
Monthly/Yearly Returns
Schwab U.S. Large-Cap Value ETF (SCHV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-8.24 | -13.65 | -2.9 | -1.7 | 2.6 | -5.6 | 2.0 | -8.7 | 6.5 | |||||
2021 |
+25.58 | +17.32 | -1.0 | 5.1 | 5.8 | 3.5 | 2.2 | -0.5 | 1.3 | 2.0 | -4.1 | 5.3 | -2.4 | 6.2 |
2020 |
+2.67 | +1.29 | -2.4 | -9.5 | -15.7 | 11.0 | 2.9 | -0.2 | 3.5 | 3.9 | -1.9 | -2.1 | 13.2 | 3.5 |
2019 |
+25.91 | +23.10 | 7.2 | 3.5 | 0.8 | 3.3 | -6.6 | 7.0 | 1.0 | -2.8 | 3.7 | 1.2 | 2.9 | 2.8 |
2018 |
-7.30 | -9.04 | 4.1 | -4.5 | -2.2 | 0.0 | 1.1 | 0.1 | 4.5 | 1.5 | 0.2 | -5.3 | 3.0 | -9.2 |
2017 |
+16.55 | +14.15 | 0.7 | 3.6 | -0.3 | 0.0 | 0.4 | 1.2 | 1.3 | -0.4 | 2.9 | 1.7 | 3.0 | 1.4 |
2016 |
+16.53 | +14.16 | -4.0 | -0.2 | 7.0 | 1.3 | 1.5 | 1.5 | 2.7 | 0.0 | -0.4 | -1.2 | 4.8 | 2.8 |
2015 |
-1.15 | -1.87 | -4.2 | 5.0 | -1.9 | 1.7 | 0.9 | -2.5 | 1.1 | -6.0 | -2.0 | 8.2 | 0.4 | -1.2 |
2014 |
+10.95 | +10.12 | -4.2 | 4.3 | 1.9 | 0.9 | 1.4 | 2.2 | -1.9 | 3.6 | -1.5 | 1.8 | 2.3 | 0.0 |
2013 |
+31.03 | +29.09 | 6.0 | 1.7 | 3.9 | 2.3 | 1.5 | -1.1 | 5.2 | -4.1 | 2.7 | 4.3 | 2.6 | 2.7 |
2012 |
+15.08 | +13.11 | 2.6 | 3.8 | 3.5 | -0.6 | -5.5 | 4.6 | 1.6 | 1.1 | 3.0 | -0.6 | -0.3 | 1.4 |
2011 |
+3.56 | +0.58 | 2.3 | 3.7 | 0.2 | 2.9 | -1.2 | -1.7 | -3.1 | -5.0 | -5.9 | 9.8 | -0.4 | 2.9 |
2010 |
+14.83 | +13.14 | -2.1 | 2.4 | 5.9 | 2.0 | -7.7 | -4.9 | 6.9 | -3.8 | 7.2 | 3.0 | -0.5 | 7.0 |