Schwab U.S. Dividend Equity ETF

10-Year Study

SCHD.US · · US · ETF

Executive Summary: Schwab U.S. Dividend Equity ETF has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 21.5% and an annualized volatility of 16.0%.

1Y CAGR
+23.4%
3Y CAGR
+14.2%
5Y CAGR
+7.4%
10Y CAGR
+12.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
21.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.90
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.76.5-3.40.4————————12.3%
20251.92.6-1.1-7.71.42.30.05.4-1.3-2.03.10.44.3%
20240.11.84.7-4.52.10.06.22.40.90.24.6-6.611.7%
20232.1-3.3-1.0-0.8-4.15.34.2-1.5-4.2-3.86.36.34.5%
2022-2.7-1.93.0-4.13.9-8.03.9-2.7-7.411.26.8-3.4-3.3%
2021-0.96.18.92.23.2-1.00.62.1-3.74.4-2.17.329.9%
2020-1.8-9.3-11.912.63.7-0.65.35.1-2.50.413.23.115.0%
20196.04.11.53.2-7.67.31.7-1.33.81.42.82.327.3%
20184.6-5.6-2.4-1.11.80.74.52.31.2-5.93.4-8.1-5.6%
2017-0.53.40.10.21.7-0.11.7-0.02.83.64.22.020.8%
2016———-0.21.42.92.8-0.30.2-1.63.32.211.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 80.4% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019982.587606106776
2016-05-0110122.301338059553
2016-06-0110417.586517832156
2016-07-0110714.322730429194
2016-08-0110679.083361835761
2016-09-0110698.672304965641
2016-10-0110531.80353015557
2016-11-0110875.698309546757
2016-12-0111117.502565218741
2017-01-0111063.917995916378
2017-02-0111441.601111076561
2017-03-0111457.769762548842
2017-04-0111486.064902625332
2017-05-0111686.514722800906
2017-06-0111675.321041012405
2017-07-0111869.552149083258
2017-08-0111866.961019039623
2017-09-0112204.84437672958
2017-10-0112645.543774550955
2017-11-0113177.55459511002
2017-12-0113435.1129214473
2018-01-0114046.723256946818
2018-02-0113256.532238840002
2018-03-0112940.207083113084
2018-04-0112795.103800669547
2018-05-0113024.677922535575
2018-06-0113115.367474062787
2018-07-0113711.431029300498
2018-08-0114025.372345387268
2018-09-0114199.599929521262
2018-10-0113360.902956997605
2018-11-0113811.034068177813
2018-12-0112688.141952468308
2019-01-0113455.220090585904
2019-02-0114001.015722977103
2019-03-0114217.84148502845
2019-04-0114674.813179523853
2019-05-0113559.694453945254
2019-06-0114547.951452587502
2019-07-0114789.133837049014
2019-08-0114597.286568618303
2019-09-0115151.270171947388
2019-10-0115355.969445394523
2019-11-0115790.24284070769
2019-12-0116150.824497579883
2020-01-0115866.422063990547
2020-02-0114382.948291408848
2020-03-0112673.7352694257
2020-04-0114271.426054330814
2020-05-0114798.358260004352
2020-06-0114704.455707223035
2020-07-0115483.038462734366
2020-08-0116275.716965683074
2020-09-0115869.427774841162
2020-10-0115929.645637055231
2020-11-0118027.42452038183
2020-12-0118577.780541649823
2021-01-0118409.771669620553
2021-02-0119524.890395199152
2021-03-0121270.48288299493
2021-04-0121740.09929210327
2021-05-0122440.222629893346
2021-06-0122217.074510535535
2021-07-0122361.037695759875
2021-08-0122828.166620026328
2021-09-0121985.53112983634
2021-10-0122953.888249743475
2021-11-0122483.028098214192
2021-12-0124127.670159509962
2022-01-0123468.072095602332
2022-02-0123014.313402361033
2022-03-0123703.13941316086
2022-04-0122726.594322315847
2022-05-0123612.96808764238
2022-06-0121734.295160805526
2022-07-0122583.874879512452
2022-08-0121967.911445539627
2022-09-0120338.81616450566
2022-10-0122619.8397645181
2022-11-0124165.915238954007
2022-12-0123342.039530279944
2023-01-0123827.202719650093
2023-02-0123036.182539929312
2023-03-0122794.68921986256
2023-04-0122610.82263196625
2023-05-0121682.36891473109
2023-06-0122835.318138946757
2023-07-0123791.237834644442
2023-08-0123435.94208306126
2023-09-0122450.587150067888
2023-10-0121593.959557642276
2023-11-0122955.028346962677
2023-12-0124402.43358933698
2024-01-0124437.67295793041
2024-02-0124886.45668148793
2024-03-0126046.14284381704
2024-04-0124870.288030015647
2024-05-0125380.637003409924
2024-06-0125385.197392286722
2024-07-0126958.842490386905
2024-08-0127595.43131950706
2024-09-0127842.314190064568
2024-10-0127895.069597752972
2024-11-0129179.54458298353
2024-12-0127247.59802244955
2025-01-0127756.185027414154
2025-02-0128464.39269094037
2025-03-0128137.392079433677
2025-04-0125983.748432366323
2025-05-0126336.038473098888
2025-06-0126929.925479099944
2025-07-0126929.925479099944
2025-08-0128372.97762300094
2025-09-0128008.664738865908
2025-10-0127444.420260564035
2025-11-0128306.230113076912
2025-12-0128429.878838759156
2026-01-0130906.999160473864
2026-02-0132928.08059450887
2026-03-0131798.347895484174
2026-04-0131933.086657753174
Annual Return Matrix
YearAnnual Return
20170.20846501654780214
2018-0.05559841389844633
20190.2729069833931008
20200.15026824447467702
20210.2987380330722369
2022-0.03256139627391086
20230.045428509264645145
20240.11659347100347439
20250.0433902766524783
20260.12322274881516582
Total Factor Risk
0.1599479286684651
VTI.US Exposure
-0.27356178799593245
VEA.US Exposure
-0.03436607570231254
VWO.US Exposure
0.010023520789167429
QQQ.US Exposure
0.1531744704715785
VTV.US Exposure
0.8041071164064485
IJR.US Exposure
0.10916685130339107
QUAL.US Exposure
0.06649570723326621
SHV.US Exposure
0.09385743225390006
TLT.US Exposure
-0.004899728701581472
LQD.US Exposure
0.033141995679602215
HYG.US Exposure
0.015751412347398817
GLD.US Exposure
-0.006847865904287029
USO.US Exposure
0.0013526171767705164
VNQ.US Exposure
0.018506363481044993
BTC-USD.CC Exposure
-0.003870403620562448
CPER.US Exposure
0.007326796365385437
VIX.INDX Exposure
-0.021859655262430465
UUP.US Exposure
0.003974210715748617
TIP.US Exposure
-0.006773046879095366
Idiosyncratic Exposure
0.03530006984249956
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$266
Avg Yield on Cost
2.66%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$266.372.66%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schwab U.S. Dividend Equity ETF a high-risk investment?

Schwab U.S. Dividend Equity ETF (SCHD.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 21.5% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of SCHD.US?

Over the past 10 years, SCHD.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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