Data Source: from January 2010 to July 2022
Consolidated Returns as of 31 Jul 2022
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$, with a net total return of 118.09% (8.11% annualized).
The Inflation Adjusted Capital now would be 2180.89$, 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$, with a net total return of 168.82% (8.18% annualized).
The Inflation Adjusted Capital now would be 2688.20$, with a net total return of 168.82% (8.18% annualized).
Readings that may interest you
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.
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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 |
| -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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| 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
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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 |