Schwab U.S. Large-Cap Value ETF
Provider: Schwab
Schwab U.S. Large-Cap Value ETF is an exchange-traded fund incorporated in the USA. The Fund's goal is to track as closely as possible before fees and expenses the total return of the Dow Jones U.S. Large-Cap Value Total Stock Market Index.
| Annualised Return | 10.9% |
| Realised Volatility | 14.11% |
| Downside Volatility | 9.8% |
| Max Drawdown | -25.62% |
| Winning months | 63.21% |
| Sharpe Ratio | 0.77 |
| Sortino Ratio | 1.11 |
| Calmar Ratio | 0.43 |
| Viking Ratio | 0.28 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.99% | 1.59% | -2.98% | -2.97% | 3.92% | 3.79% | 0.58% | 3.31% | 1.77% | -0.69% | 2.28% | -0.68% | 14.43% |
| 2024 | 0.27% | 3.71% | 4.78% | -4.42% | 3.11% | -0.49% | 4.17% | 2.98% | 1.68% | -1.05% | 6.04% | -6.69% | 14.13% |
| 2023 | 4.1% | -3.36% | -0.67% | 1.19% | -4.57% | 6.59% | 3.43% | -2.54% | -4.09% | -3.29% | 7.52% | 5.33% | 8.93% |
| 2022 | -2.9% | -1.72% | 2.61% | -5.56% | 2% | -8.67% | 6.49% | -2.96% | -8.71% | 10.96% | 6.65% | -3.99% | -7.65% |
| 2021 | -0.99% | 5.12% | 5.84% | 3.54% | 2.2% | -0.52% | 1.35% | 2.03% | -4.05% | 5.29% | -2.38% | 6.18% | 25.58% |
| 2020 | -2.43% | -9.55% | -15.73% | 10.96% | 2.91% | -0.17% | 3.45% | 3.92% | -1.9% | -2.07% | 13.23% | 3.53% | 2.64% |
| 2019 | 7.18% | 3.48% | 0.83% | 3.32% | -6.58% | 7.01% | 0.98% | -2.8% | 3.71% | 1.23% | 2.93% | 2.78% | 25.92% |
| 2018 | 4.12% | -4.51% | -2.19% | -0.04% | 1.12% | 0.14% | 4.48% | 1.55% | 0.2% | -5.28% | 2.99% | -9.2% | -7.3% |
| 2017 | 0.67% | 3.59% | -0.34% | 0% | 0.44% | 1.22% | 1.34% | -0.41% | 2.93% | 1.72% | 3% | 1.38% | 16.56% |
| 2016 | -3.98% | -0.17% | 6.99% | 1.27% | 1.53% | 1.47% | 2.7% | 0% | -0.43% | -1.19% | 4.8% | 2.84% | 16.53% |
| 2015 | -4.2% | 5% | -1.86% | 1.72% | 0.92% | -2.49% | 1.11% | -6.04% | -1.92% | 8.16% | 0.44% | -1.18% | -1.14% |
| 2014 | -4.13% | 0% | 6.31% | 0.9% | 1.42% | 2.17% | -1.89% | 3.59% | -1.46% | 1.78% | 2.26% | 0.01% | 11.09% |
| 2013 | 6.18% | 1.7% | 3.9% | 2.23% | 1.68% | -1.18% | 5.11% | -4.21% | 2.83% | 4.35% | 2.59% | 2.57% | 31.02% |
| 2012 | 2.56% | 3.76% | 3.48% | -0.65% | -5.46% | 4.62% | 1.58% | 1.1% | 2.99% | -0.64% | -0.16% | 1.18% | 14.89% |
| 2011 | 2.33% | 3.71% | 0.18% | 2.94% | -1.2% | -1.71% | -3.07% | -5.02% | -5.94% | 9.8% | -0.36% | 2.89% | 3.59% |
| 2010 | -2.16% | 2.4% | 5.9% | 2.03% | -7.73% | -4.92% | 6.93% | -3.81% | 7.21% | 3.05% | -0.52% | 6.98% | 14.85% |
| 2009 | -0.83% | -0.83% |