Data Source: from January 2010 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: Schwab U.S. Large-Cap Value ETF (SCHV)

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.

SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2010 to July 2022
Swipe left to see all data
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
(*) Returns over 1 year are annualized

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).

SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Monthly correlations as of 31 Jul 2022
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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.

An investment of 1000$, since August 2012, now would be worth 2820.31$, with a total return of 182.03% (10.93% annualized).

The Inflation Adjusted Capital now would be 2180.89$, with a net total return of 118.09% (8.11% annualized).
An investment of 1000$, since January 2010, now would be worth 3688.13$, with a total return of 268.81% (10.93% 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.

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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.

Swipe left to see all data
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

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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%
(*) Annualized rolling and average returns over full calendar month periods

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?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
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
Statistics calculated for the period Jan 2010 - Jul 2022

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?

MONTHLY RETURNS HISTOGRAM
98 Positive Months (65%) - 53 Negative Months (35%)
Jan 2010 - Jul 2022
Swipe left to see all data
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
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