Schwab Fundamental International Small Equity ETF
Provider: Schwab
| Annualised Return | 7.34% |
| Realised Volatility | 15.29% |
| Downside Volatility | 11.06% |
| Max Drawdown | -33.91% |
| Winning months | 59.06% |
| Sharpe Ratio | 0.48 |
| Sortino Ratio | 0.66 |
| Calmar Ratio | 0.22 |
| Viking Ratio | 0.21 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.64% | 1.97% | 1.32% | 4.97% | 5.87% | 5.02% | -0.36% | 4.84% | 1.32% | -0.49% | 2.12% | -0.59% | 32.33% |
| 2024 | -2.7% | 1.36% | 3.17% | -3.02% | 4.62% | -2.7% | 4.8% | 2.14% | 2.53% | -5.74% | 0.58% | -3.01% | 1.38% |
| 2023 | 8.09% | -3.4% | 1.5% | 1.87% | -4.21% | 3.39% | 4.67% | -3.2% | -4.43% | -3.8% | 8.15% | 6.68% | 14.92% |
| 2022 | -3.85% | -0.42% | -1.17% | -5.74% | 1.29% | -9.6% | 5.46% | -5.08% | -10.68% | 3.42% | 13.05% | -0.1% | -14.71% |
| 2021 | -0.03% | 3.94% | 3.65% | 3.2% | 3.21% | -1.11% | 0.23% | 1.07% | -2.64% | 1.55% | -7% | 4.34% | 10.26% |
| 2020 | -5.14% | -9.86% | -17.41% | 9.97% | 5.81% | 1.25% | 2.32% | 6.85% | -0.7% | -2.58% | 14.11% | 6.15% | 6.58% |
| 2019 | 8.07% | 1.86% | -0.45% | 2.57% | -5.99% | 4.75% | -2.08% | -2.45% | 3.05% | 4.04% | 2.1% | 4.19% | 20.58% |
| 2018 | 4.23% | -4.19% | -0.26% | 0.76% | -1.27% | -2.13% | 0.72% | -1.82% | 0.15% | -9.59% | 0.35% | -7.15% | -19.1% |
| 2017 | 3.98% | 1.56% | 2.2% | 3.04% | 2.53% | 1.21% | 3.27% | 0.53% | 2.53% | 1.75% | 0.93% | 2.44% | 29.22% |
| 2016 | -5.61% | -1.52% | 8.43% | 2.33% | 1.19% | -2.56% | 5.56% | -0.32% | 3.13% | -1.37% | -1.56% | 1.76% | 9.04% |
| 2015 | 0.46% | 6.12% | -0.81% | 3.65% | 0.43% | -1.41% | -0.32% | -4.57% | -3.77% | 5.91% | 0.3% | -0.84% | 4.64% |
| 2014 | -3.34% | 5.26% | -0.5% | 0.39% | 2% | 1.93% | -2.13% | 0.07% | -5.2% | -0.25% | -1.71% | -1.39% | -5.15% |
| 2013 | -3.01% | 8.5% | 2.81% | 0.17% | 2.31% | 10.88% |