Schwab Short-Term U.S. Treasury ETF
Provider: Schwab
Schwab Short-Term U.S. Treasury ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track investment results of the Bloomberg Barclays U.S. 1-3 Year Treasury Bond Index.
| Annualised Return | 1.11% |
| Realised Volatility | 1.36% |
| Downside Volatility | 0.9% |
| Max Drawdown | -5.28% |
| Winning months | 58.24% |
| Sharpe Ratio | 0.82 |
| Sortino Ratio | 1.24 |
| Calmar Ratio | 0.21 |
| Viking Ratio | 0.25 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.37% | -0.44% | 0.32% | -0.4% | 0.73% | 0.59% | 1.14% | 0.9% | 0.88% | 4.16% | |||
| 2023 | 0.75% | -0.74% | 1.65% | 0.26% | -0.36% | -0.51% | 0.33% | 0.42% | -0.1% | 0.34% | 1.06% | 1.16% | 4.31% |
| 2022 | -0.73% | -0.42% | -1.38% | -0.48% | 0.58% | -0.64% | 0.47% | -0.84% | -1.17% | -0.07% | 0.6% | 0.17% | -3.87% |
| 2021 | 0.04% | -0.06% | -0.03% | 0.04% | 0.08% | -0.18% | 0.17% | -0.01% | -0.13% | -0.29% | -0.05% | -0.22% | -0.64% |
| 2020 | 0.59% | 0.87% | 1.32% | 0.09% | 0.07% | 0.02% | 0.1% | -0.03% | -0.03% | 0% | 0.02% | 0.04% | 3.11% |
| 2019 | 0.22% | 0.08% | 0.64% | 0.17% | 0.76% | 0.49% | -0.08% | 0.79% | -0.14% | 0.34% | -0.06% | 0.2% | 3.46% |
| 2018 | -0.3% | 0.02% | 0.13% | -0.17% | 0.35% | 0.02% | -0.03% | 0.31% | -0.15% | 0.13% | 0.4% | 0.83% | 1.56% |
| 2017 | 0.12% | 0.06% | 0.05% | 0.13% | 0.12% | -0.07% | 0.24% | 0.19% | -0.18% | -0.14% | -0.17% | -0.01% | 0.33% |
| 2016 | 0.61% | 0.07% | 0.21% | 0.01% | -0.12% | 0.6% | -0.05% | -0.15% | 0.07% | -0.1% | -0.4% | 0.03% | 0.78% |
| 2015 | 0.44% | -0.23% | 0.22% | 0.05% | 0.1% | -0.12% | 0.09% | -0.05% | 0.31% | -0.14% | -0.25% | -0.08% | 0.34% |
| 2014 | 0.08% | 0.1% | -0.12% | 0.17% | 0.09% | -0.02% | -0.08% | 0.14% | -0.04% | 0.29% | 0.08% | -0.16% | 0.53% |
| 2013 | 0.08% | 0.08% | -0.02% | 0.13% | -0.17% | -0.06% | 0.16% | -0.12% | 0.19% | 0.12% | 0.07% | -0.05% | 0.41% |
| 2012 | 0.04% | -0.15% | -0.08% | 0.24% | 0% | -0.08% | 0.25% | 0.03% | -0.07% | -0.01% | 0.06% | -0.04% | 0.19% |
| 2011 | 0.18% | -0.12% | -0.15% | 0.52% | 0.38% | -0.03% | 0.19% | 0.44% | -0.1% | -0.07% | 0.2% | 0.01% | 1.45% |
| 2010 | 0.16% | 0.1% | 0.21% | -0.21% | -0.16% | 0.09% |