Schwab U.S. Large-Cap Value ETF (SCHV): Historical Returns

Data Source: from January 2010 to January 2024 (~14 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
Schwab U.S. Large-Cap Value ETF (SCHV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.27%
January 2024

In the last 10 Years, the Schwab U.S. Large-Cap Value ETF (SCHV) ETF obtained a 8.98% compound annual return, with a 14.89% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.

Investment Returns as of Jan 31, 2024

The Schwab U.S. Large-Cap Value ETF (SCHV) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Consolidated returns as of 31 January 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~14Y)
Schwab U.S. Large-Cap Value ETF (SCHV) ETF n.a. n.a. 0.27 2.67 4.94 8.85 8.98 10.45
US Inflation Adjusted return -0.03 1.00 1.78 4.50 6.02 7.71
Returns over 1 year are annualized | Available data source: since Jan 2010
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the Schwab U.S. Large-Cap Value ETF (SCHV) ETF granted a 2.59% 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.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 2.36$, with a total return of 136.21% (8.98% annualized).

The Inflation Adjusted Capital now would be 1.79$, with a net total return of 79.47% (6.02% annualized).
An investment of 1$, since January 2010, now would be worth 4.06$, with a total return of 305.60% (10.45% annualized).

The Inflation Adjusted Capital now would be 2.85$, with a net total return of 184.66% (7.71% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Schwab U.S. Large-Cap Value ETF (SCHV) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Advanced Metrics
Data Source: 1 January 2010 - 31 January 2024 (~14 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~14Y)
Investment Return (%) 0.27 13.57 2.67 4.94 8.57 8.85 8.98 10.45
Infl. Adjusted Return (%) details -0.03 12.78 1.00 1.78 2.76 4.50 6.02 7.71
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.55
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -9.59 -18.71 -25.64 -25.64 -25.64
Start to Recovery (# months) details 5 24 12 12 12
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2020 01
Start to Bottom (# months) 3 9 3 3 3
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 2 15 9 9 9
End (yyyy mm) 2023 12 2023 12 2020 12 2020 12 2020 12
Longest Drawdown Depth (%) -7.29
same as
deepest
-18.71 -18.71 -18.71
Start to Recovery (# months) details 6 24 24 24
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 4 9 9 9 9
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 15 15 15 15
End (yyyy mm) 2023 07 2023 12 2023 12 2023 12 2023 12
Longest negative period (# months) details 10 30 30 37 37
Period Start (yyyy mm) 2023 02 2021 05 2021 05 2017 03 2017 03
Period End (yyyy mm) 2023 11 2023 10 2023 10 2020 03 2020 03
Annualized Return (%) -0.77 -0.87 -0.87 -0.98 -0.98
Deepest Drawdown Depth (%) -10.45 -22.97 -25.50 -25.50 -25.50
Start to Recovery (# months) details 5 25* 12 12 12
Start (yyyy mm) 2023 08 2022 01 2020 01 2020 01 2020 01
Start to Bottom (# months) 3 9 3 3 3
Bottom (yyyy mm) 2023 10 2022 09 2020 03 2020 03 2020 03
Bottom to End (# months) 2 16 9 9 9
End (yyyy mm) 2023 12 - 2020 12 2020 12 2020 12
Longest Drawdown Depth (%) -8.21
same as
deepest
-22.97 -22.97 -22.97
Start to Recovery (# months) details 6 25* 25* 25*
Start (yyyy mm) 2023 02 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 4 9 9 9 9
Bottom (yyyy mm) 2023 05 2022 09 2022 09 2022 09 2022 09
Bottom to End (# months) 2 16 16 16 16
End (yyyy mm) 2023 07 - - - -
Longest negative period (# months) details 10 34* 47 56 56
Period Start (yyyy mm) 2023 02 2021 04 2019 12 2018 02 2018 02
Period End (yyyy mm) 2023 11 2024 01 2023 10 2022 09 2022 09
Annualized Return (%) -3.73 -0.57 -0.33 -0.29 -0.29
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 14.33 16.42 18.12 14.89 14.42
Sharpe Ratio -0.01 0.39 0.39 0.53 0.45
Sortino Ratio -0.02 0.54 0.53 0.71 0.60
Ulcer Index 4.28 6.54 7.78 5.98 5.60
Ratio: Return / Standard Deviation 0.34 0.52 0.49 0.60 0.72
Ratio: Return / Deepest Drawdown 0.51 0.46 0.35 0.35 0.41
% Positive Months details 50% 55% 58% 63% 63%
Positive Months 6 20 35 76 107
Negative Months 6 16 25 44 62
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 8.98 13.30
Worst 10 Years Return (%) - Annualized 7.69
Best 10 Years Return (%) - Annualized 6.02 11.17
Worst 10 Years Return (%) - Annualized 4.78
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 52.09 17.53 12.77 8.98
Worst Rolling Return (%) - Annualized -16.28 -0.90 3.37
% Positive Periods 76% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.44 32.29 20.77 14.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.66 6.23
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.21 13.48 9.93 6.02
Worst Rolling Return (%) - Annualized -18.00 -2.76 1.53
% Positive Periods 68% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.44 32.29 20.77 14.07
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.66 6.23
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 2010 - Jan 2024)
Best Rolling Return (%) - Annualized 52.09 21.84 15.66 13.30
Worst Rolling Return (%) - Annualized -16.28 -0.90 3.37 7.69
% Positive Periods 82% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.44 32.29 20.77 13.39
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.66 5.19
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.21 19.95 13.85 11.17
Worst Rolling Return (%) - Annualized -18.00 -2.76 1.53 4.78
% Positive Periods 77% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.44 32.29 20.77 13.39
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - 1.66 5.19
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

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 January 2024
Swipe left to see all data
Correlation vs SCHV
Asset Class 1 Year 5 Years 10 Years Since
Jan 2010
VTI
US Total Stock Market
0.93
0.95
0.95
0.96
SPY
US Large Cap
0.91
0.94
0.95
0.96
IJR
US Small Cap
0.86
0.92
0.89
0.90
VNQ
US REITs
0.93
0.84
0.75
0.75
QQQ
US Technology
0.59
0.76
0.77
0.79
PFF
Preferred Stocks
0.83
0.76
0.70
0.67
EFA
EAFE Stocks
0.94
0.92
0.88
0.87
VT
World All Countries
0.95
0.95
0.95
0.94
EEM
Emerging Markets
0.83
0.73
0.70
0.71
VGK
Europe
0.92
0.92
0.87
0.86
VPL
Pacific
0.89
0.86
0.82
0.81
FLLA
Latin America
0.89
0.75
0.63
0.66
BND
US Total Bond Market
0.73
0.42
0.30
0.19
TLT
Long Term Treasuries
0.76
0.07
-0.02
-0.19
BIL
US Cash
0.39
-0.12
-0.09
-0.11
TIP
TIPS
0.67
0.52
0.41
0.27
LQD
Invest. Grade Bonds
0.79
0.59
0.51
0.43
HYG
High Yield Bonds
0.88
0.83
0.80
0.79
CWB
US Convertible Bonds
0.85
0.79
0.80
0.81
BNDX
International Bonds
0.62
0.45
0.35
0.24
EMB
Emerg. Market Bonds
0.90
0.74
0.65
0.59
GLD
Gold
0.17
0.17
0.05
0.04
DBC
Commodities
0.32
0.59
0.50
0.54

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2010 - 31 January 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.64% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.59
-18.71% Jan 2022 Sep 2022 9 Dec 2023 15 24 7.90
-11.42% Oct 2018 Dec 2018 3 Apr 2019 4 7 4.92
-9.17% Jun 2015 Sep 2015 4 Apr 2016 7 11 4.47
-6.64% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.62
-6.58% May 2019 May 2019 1 Jul 2019 2 3 3.29
-4.19% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.42
-4.05% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.34
-2.80% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.62
-2.38% Nov 2021 Nov 2021 1 Dec 2021 1 2 1.37
-1.89% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.09
-1.86% Mar 2015 Mar 2015 1 May 2015 2 3 0.93
-1.61% Sep 2016 Oct 2016 2 Nov 2016 1 3 0.83
-1.46% Sep 2014 Sep 2014 1 Oct 2014 1 2 0.85
-0.99% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.57
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 48 2.5 Months 39.67%
 
DD = 0% 39.67%
 
0% < DD <= -5% 38 3.2 Months 31.40%
 
DD <= -5% 71.07%
 
-5% < DD <= -10% 21 5.8 Months 17.36%
 
DD <= -10% 88.43%
 
-10% < DD <= -15% 9 13.4 Months 7.44%
 
DD <= -15% 95.87%
 
-15% < DD <= -20% 4 30.3 Months 3.31%
 
DD <= -20% 99.17%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 1 121.0 Months 0.83%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.50% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.46
-22.97% Jan 2022 Sep 2022 9 in progress 16 25 12.80
-12.35% Feb 2018 Dec 2018 11 Apr 2019 4 15 5.37
-9.36% Jun 2015 Sep 2015 4 Apr 2016 7 11 4.67
-6.60% May 2019 May 2019 1 Jul 2019 2 3 3.30
-4.44% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.53
-3.58% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.07
-2.89% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.67
-2.28% Aug 2016 Oct 2016 3 Nov 2016 1 4 1.09
-2.13% Mar 2015 Mar 2015 1 May 2015 2 3 1.10
-2.00% Jul 2014 Jul 2014 1 Aug 2014 1 2 1.16
-1.47% Sep 2014 Sep 2014 1 Oct 2014 1 2 0.85
-1.33% Jun 2021 Jun 2021 1 Aug 2021 2 3 0.71
-1.18% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.68
-0.79% Aug 2017 Aug 2017 1 Sep 2017 1 2 0.46
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 41 3.0 Months 33.88%
 
DD = 0% 33.88%
 
0% < DD <= -5% 36 3.4 Months 29.75%
 
DD <= -5% 63.64%
 
-5% < DD <= -10% 18 6.7 Months 14.88%
 
DD <= -10% 78.51%
 
-10% < DD <= -15% 18 6.7 Months 14.88%
 
DD <= -15% 93.39%
 
-15% < DD <= -20% 6 20.2 Months 4.96%
 
DD <= -20% 98.35%
 
-20% < DD <= -25% 1 121.0 Months 0.83%
 
DD <= -25% 99.17%
 
-25% < DD <= -30% 1 121.0 Months 0.83%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.64% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.59
-18.71% Jan 2022 Sep 2022 9 Dec 2023 15 24 7.90
-15.90% May 2011 Sep 2011 5 Feb 2012 5 10 7.19
-12.26% May 2010 Jun 2010 2 Dec 2010 6 8 6.28
-11.42% Oct 2018 Dec 2018 3 Apr 2019 4 7 4.92
-9.17% Jun 2015 Sep 2015 4 Apr 2016 7 11 4.47
-6.64% Feb 2018 Apr 2018 3 Aug 2018 4 7 4.62
-6.58% May 2019 May 2019 1 Jul 2019 2 3 3.29
-6.06% Apr 2012 May 2012 2 Aug 2012 3 5 2.59
-4.25% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.12
-4.19% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.42
-4.12% Aug 2013 Aug 2013 1 Oct 2013 2 3 2.19
-4.05% Sep 2021 Sep 2021 1 Oct 2021 1 2 2.34
-2.80% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.62
-2.38% Nov 2021 Nov 2021 1 Dec 2021 1 2 1.37
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 69 2.5 Months 40.59%
 
DD = 0% 40.59%
 
0% < DD <= -5% 55 3.1 Months 32.35%
 
DD <= -5% 72.94%
 
-5% < DD <= -10% 29 5.9 Months 17.06%
 
DD <= -10% 90.00%
 
-10% < DD <= -15% 11 15.5 Months 6.47%
 
DD <= -15% 96.47%
 
-15% < DD <= -20% 5 34.0 Months 2.94%
 
DD <= -20% 99.41%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 99.41%
 
-25% < DD <= -30% 1 170.0 Months 0.59%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-25.50% Jan 2020 Mar 2020 3 Dec 2020 9 12 12.46
-22.97% Jan 2022 Sep 2022 9 in progress 16 25 12.80
-16.83% May 2011 Sep 2011 5 Mar 2012 6 11 7.61
-12.35% Feb 2018 Dec 2018 11 Apr 2019 4 15 5.37
-12.18% May 2010 Jun 2010 2 Dec 2010 6 8 6.36
-9.36% Jun 2015 Sep 2015 4 Apr 2016 7 11 4.67
-6.60% May 2019 May 2019 1 Jul 2019 2 3 3.30
-6.02% Apr 2012 May 2012 2 Aug 2012 3 5 2.57
-4.48% Jan 2014 Jan 2014 1 Mar 2014 2 3 2.25
-4.44% Sep 2021 Sep 2021 1 Dec 2021 3 4 2.53
-4.35% Aug 2013 Aug 2013 1 Oct 2013 2 3 2.35
-3.58% Jan 2015 Jan 2015 1 Feb 2015 1 2 2.07
-2.89% Aug 2019 Aug 2019 1 Sep 2019 1 2 1.67
-2.28% Aug 2016 Oct 2016 3 Nov 2016 1 4 1.09
-2.21% Jan 2010 Jan 2010 1 Feb 2010 1 2 1.27
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 60 2.8 Months 35.29%
 
DD = 0% 35.29%
 
0% < DD <= -5% 55 3.1 Months 32.35%
 
DD <= -5% 67.65%
 
-5% < DD <= -10% 26 6.5 Months 15.29%
 
DD <= -10% 82.94%
 
-10% < DD <= -15% 20 8.5 Months 11.76%
 
DD <= -15% 94.71%
 
-15% < DD <= -20% 7 24.3 Months 4.12%
 
DD <= -20% 98.82%
 
-20% < DD <= -25% 1 170.0 Months 0.59%
 
DD <= -25% 99.41%
 
-25% < DD <= -30% 1 170.0 Months 0.59%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2010 - 31 January 2024 (~14 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -16.28 04/2019
03/2020
0.83$ -4.24 0.95$ 7.58 1.07$ 20.31 1.20$ 52.09 04/2020
03/2021
1.52$ 4.94 23.85%
2Y -5.53 04/2018
03/2020
0.89$ 1.44 1.02$ 8.69 1.18$ 14.32 1.30$ 30.31 04/2020
03/2022
1.69$ 1.94 6.19%
3Y -0.90 04/2017
03/2020
0.97$ 6.00 1.19$ 9.82 1.32$ 12.36 1.41$ 17.53 01/2019
12/2021
1.62$ 8.57 1.18%
5Y 3.37 04/2015
03/2020
1.18$ 6.57 1.37$ 8.73 1.51$ 11.35 1.71$ 12.77 11/2016
10/2021
1.82$ 8.85 0.00%
7Y 7.69 11/2016
10/2023
1.67$ 8.43 1.76$ 9.44 1.88$ 10.35 1.99$ 10.78 02/2015
01/2022
2.04$ 8.39 0.00%
10Y 8.98 02/2014
01/2024
2.36$ 8.98 2.36$ 8.98 2.36$ 8.98 2.36$ 8.98 02/2014
01/2024
2.36$ 8.98 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.00 10/2021
09/2022
0.82$ -6.60 0.93$ 5.54 1.05$ 15.68 1.15$ 48.21 04/2020
03/2021
1.48$ 1.78 31.19%
2Y -9.01 11/2021
10/2023
0.82$ -1.62 0.96$ 5.90 1.12$ 11.07 1.23$ 23.47 04/2020
03/2022
1.52$ -2.66 20.62%
3Y -2.76 04/2017
03/2020
0.91$ 2.36 1.07$ 7.52 1.24$ 9.40 1.30$ 13.48 01/2019
12/2021
1.46$ 2.76 2.35%
5Y 1.53 04/2015
03/2020
1.07$ 2.92 1.15$ 6.06 1.34$ 8.67 1.51$ 9.93 06/2016
05/2021
1.60$ 4.50 0.00%
7Y 4.05 11/2016
10/2023
1.32$ 4.79 1.38$ 6.40 1.54$ 7.92 1.70$ 8.43 06/2014
05/2021
1.76$ 4.74 0.00%
10Y 6.02 02/2014
01/2024
1.79$ 6.02 1.79$ 6.02 1.79$ 6.02 1.79$ 6.02 02/2014
01/2024
1.79$ 6.02 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -16.28 04/2019
03/2020
0.83$ -0.97 0.99$ 10.95 1.10$ 21.62 1.21$ 52.09 04/2020
03/2021
1.52$ 4.94 17.09%
2Y -5.53 04/2018
03/2020
0.89$ 3.94 1.08$ 11.11 1.23$ 18.15 1.39$ 30.31 04/2020
03/2022
1.69$ 1.94 4.11%
3Y -0.90 04/2017
03/2020
0.97$ 7.98 1.25$ 10.72 1.35$ 15.36 1.53$ 21.84 10/2011
09/2014
1.80$ 8.57 0.75%
5Y 3.37 04/2015
03/2020
1.18$ 7.09 1.40$ 10.56 1.65$ 13.59 1.89$ 15.66 07/2010
06/2015
2.06$ 8.85 0.00%
7Y 6.08 04/2013
03/2020
1.51$ 8.43 1.76$ 10.39 1.99$ 12.82 2.32$ 14.91 10/2011
09/2018
2.64$ 8.39 0.00%
10Y 7.69 11/2013
10/2023
2.09$ 9.04 2.37$ 10.49 2.71$ 12.04 3.11$ 13.30 10/2011
09/2021
3.48$ 8.98 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -18.00 10/2021
09/2022
0.82$ -4.17 0.95$ 8.59 1.08$ 19.09 1.19$ 48.21 04/2020
03/2021
1.48$ 1.78 22.78%
2Y -9.01 11/2021
10/2023
0.82$ 0.85 1.01$ 8.28 1.17$ 15.22 1.32$ 23.47 04/2020
03/2022
1.52$ -2.66 13.70%
3Y -2.76 04/2017
03/2020
0.91$ 3.40 1.10$ 8.28 1.26$ 13.44 1.45$ 19.95 10/2011
09/2014
1.72$ 2.76 1.49%
5Y 1.53 04/2015
03/2020
1.07$ 3.71 1.19$ 8.38 1.49$ 12.05 1.76$ 13.85 10/2011
09/2016
1.91$ 4.50 0.00%
7Y 4.05 11/2016
10/2023
1.32$ 5.36 1.44$ 7.98 1.71$ 11.06 2.08$ 13.16 10/2011
09/2018
2.37$ 4.74 0.00%
10Y 4.78 11/2013
10/2023
1.59$ 6.24 1.83$ 8.45 2.25$ 10.07 2.61$ 11.17 10/2011
09/2021
2.88$ 6.02 0.00%
Annualized rolling and percentiles/median 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

In which months is it better to invest in Schwab U.S. Large-Cap Value ETF (SCHV) ETF?

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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.39
40%
-1.20
40%
-1.42
60%
2.69
80%
-0.81
60%
0.85
40%
3.14
100%
-0.47
40%
-3.00
20%
2.42
60%
5.59
80%
2.77
80%
Best 4.1
2023
5.1
2021
5.8
2021
11.0
2020
2.9
2020
7.0
2019
6.5
2022
3.9
2020
3.7
2019
11.0
2022
13.2
2020
6.2
2021
Worst -2.9
2022
-9.5
2020
-15.7
2020
-5.6
2022
-6.6
2019
-8.7
2022
1.0
2019
-3.0
2022
-8.7
2022
-3.3
2023
-2.4
2021
-4.0
2022
Monthly Seasonality over the period Feb 2010 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.18
50%
0.22
50%
-0.26
50%
1.73
78%
0.14
80%
0.67
60%
2.34
90%
-0.36
44%
-1.58
30%
1.73
60%
4.14
90%
0.77
70%
Best 7.2
2019
5.1
2021
7.0
2016
11.0
2020
2.9
2020
7.0
2019
6.5
2022
3.9
2020
3.7
2019
11.0
2022
13.2
2020
6.2
2021
Worst -4.2
2015
-9.5
2020
-15.7
2020
-5.6
2022
-6.6
2019
-8.7
2022
-1.9
2014
-6.0
2015
-8.7
2022
-5.3
2018
-2.4
2021
-9.2
2018
Monthly Seasonality over the period Feb 2010 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.43
53%
0.98
64%
0.77
64%
1.71
77%
-0.82
64%
0.26
50%
2.43
86%
-1.10
38%
-0.63
43%
2.42
64%
3.06
71%
1.54
79%
Best 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
11.0
2022
13.2
2020
7.0
2010
Worst -4.2
2014
-9.5
2020
-15.7
2020
-5.6
2022
-7.7
2010
-8.7
2022
-3.1
2011
-6.0
2015
-8.7
2022
-5.3
2018
-2.4
2021
-9.2
2018
Monthly Seasonality over the period Feb 2010 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Schwab U.S. Large-Cap Value ETF (SCHV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SCHWAB U.S. LARGE-CAP VALUE ETF (SCHV) ETF
Monthly Returns Distribution
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2010 - 31 January 2024 (~14 years)
76 Positive Months (63%) - 44 Negative Months (37%)
107 Positive Months (63%) - 62 Negative Months (37%)
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(Scroll down to see all data)
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