Schwab U.S. Large-Cap Growth ETF
Provider: Schwab
Schwab U.S. Large-Cap Growth ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. The ETF holds large-cap US stocks. The ETF weights the holdings using a market capitalization methodology and rebalances quarterly.
| Annualised Return | 16.52% |
| Realised Volatility | 16.53% |
| Downside Volatility | 10.99% |
| Max Drawdown | -31.8% |
| Winning months | 66.85% |
| Sharpe Ratio | 1 |
| Sortino Ratio | 1.5 |
| Calmar Ratio | 0.52 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.62% | 6.9% | 2% | -3.96% | 6.06% | 6.88% | -0.96% | 1.76% | 2.62% | -0.44% | 7.17% | 2.6% | 37.91% |
| 2023 | 9.94% | -1.24% | 8.19% | 1.38% | 6.37% | 6.77% | 3.54% | -0.95% | -5.28% | -1.51% | 11.14% | 4.39% | 50.1% |
| 2022 | -8.94% | -4.04% | 4.68% | -13.25% | -2.88% | -7.89% | 12.93% | -5.16% | -10.03% | 4.44% | 4.01% | -8.23% | -31.8% |
| 2021 | -0.72% | 0.41% | 1.49% | 7.64% | -1.63% | 6.32% | 3.34% | 3.88% | -5.39% | 8.89% | 0.31% | 1.4% | 28.12% |
| 2020 | 2.79% | -6.57% | -10.54% | 14.69% | 7.08% | 3.97% | 7.73% | 9.8% | -3.97% | -2.84% | 10.05% | 4.41% | 39.14% |
| 2019 | 8.99% | 3.26% | 2.59% | 4.54% | -6.17% | 7.05% | 1.89% | -0.96% | 0.3% | 3.19% | 4.53% | 2.75% | 36.02% |
| 2018 | 7.16% | -2.81% | -2.43% | 0.61% | 3.95% | 1.26% | 2.63% | 5.05% | 0.59% | -8.47% | 0.97% | -8.55% | -1.36% |
| 2017 | 3.53% | 4.19% | 0.66% | 2.25% | 2.33% | 0.16% | 2.67% | 1.03% | 1.11% | 3.03% | 3.06% | 1.06% | 28.05% |
| 2016 | -7.04% | 0.12% | 6.87% | -0.44% | 2.01% | -1.16% | 5% | 0.27% | 0.61% | -2.56% | 2.77% | 0.85% | 6.82% |
| 2015 | -1.31% | 6.55% | -0.85% | -0.19% | 1.65% | -1.4% | 2.94% | -5.99% | -3.51% | 8.28% | 0.26% | -2.35% | 3.24% |
| 2014 | -2.42% | 5.16% | -0.62% | 0.05% | 3.38% | 2.3% | -0.97% | 4.3% | -1.59% | 2.87% | 3.08% | -0.43% | 15.8% |
| 2013 | 4.89% | 0.58% | 3.57% | 1.72% | 2.98% | -1.86% | 5.62% | -1.68% | 4.05% | 4.67% | 2.93% | 2.5% | 34.04% |
| 2012 | 7.32% | 4.89% | 2.79% | -0.61% | -6.62% | 2.93% | 0.8% | 3.78% | 2.03% | -2.94% | 1.6% | 0.46% | 16.88% |
| 2011 | 2.45% | 2.79% | 0.44% | 2.89% | -1.16% | -1.54% | -1.35% | -6.18% | -8.65% | 12.38% | -0.33% | -1.04% | -0.74% |
| 2010 | -4.42% | 3.96% | 5.87% | 1.35% | -8.27% | -5.68% | 6.92% | -5.32% | 11.41% | 4.76% | 1.13% | 6.02% | 16.85% |
| 2009 | 1.28% | 1.28% |