Schwab U.S. REIT ETF

10-Year Study

SCHH.US · · US · ETF

Executive Summary: Schwab U.S. REIT ETF has compounded at 4.1% annually over the last 10 years, with a maximum drawdown of 31.5% and an annualized volatility of 15.5%.

1Y CAGR
+12.2%
3Y CAGR
+10.8%
5Y CAGR
+3.5%
10Y CAGR
+4.1%

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 →
31.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +41.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.57.6-6.77.4————————10.5%
20250.84.1-2.1-2.21.20.1-1.13.20.5-2.22.3-2.12.2%
2024-4.91.81.8-7.65.12.37.15.63.2-3.63.5-8.05.0%
20239.8-5.8-1.70.2-4.15.21.9-3.4-7.1-3.011.69.111.2%
2022-8.0-4.07.0-3.7-4.6-7.18.4-5.8-12.63.36.0-4.9-25.0%
2021-0.22.85.58.00.92.74.32.2-5.97.1-1.09.541.1%
20200.4-8.1-22.47.7-0.40.93.80.2-2.8-3.19.32.7-14.8%
201911.31.12.8-0.2-0.41.41.62.32.81.1-1.5-1.022.9%
2018-4.0-7.23.91.53.94.30.53.0-2.8-2.64.8-8.5-4.2%
2017-0.93.4-2.8-0.2-0.62.50.8-0.80.3-1.13.10.13.7%
2016———-2.92.06.44.3-3.4-2.0-5.6-1.44.61.5%

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 15.5%. The dominant macroeconomic risk driver is VNQ.US, accounting for 102.3% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019714.96467320324
2016-05-019913.03683033581
2016-06-0110550.511904079305
2016-07-0110999.789759370042
2016-08-0110630.65818059033
2016-09-0110416.340156597413
2016-10-019830.214763988964
2016-11-019695.851888661658
2016-12-0110146.276511024893
2017-01-0110052.305320362122
2017-02-0110398.437848410134
2017-03-0110109.579964705057
2017-04-0110084.797054082808
2017-05-0110025.29258487669
2017-06-0110276.498283034854
2017-07-0110363.77999910807
2017-08-0110283.952269006071
2017-09-0110314.91497996343
2017-10-0110197.052808623688
2017-11-0110513.050846377808
2017-12-0110519.740320967361
2018-01-0110100.150990997878
2018-02-019374.757108363117
2018-03-019735.988736198977
2018-04-019878.506399597356
2018-05-0110267.961239272949
2018-06-0110713.097991246343
2018-07-0110766.932334371793
2018-08-0111092.614182960317
2018-09-0110785.02577040449
2018-10-0110500.75495498939
2018-11-0111007.307454623064
2018-12-0110074.03018545772
2019-01-0111212.005377063386
2019-02-0111332.352210393532
2019-03-0111655.23085058262
2019-04-0111631.59470703287
2019-05-0111581.77404866115
2019-06-0111744.169007982771
2019-07-0111931.792842899282
2019-08-0112201.346814217362
2019-09-0112548.243853647038
2019-10-0112683.880914610449
2019-11-0112495.04660333964
2019-12-0112376.292502054624
2020-01-0112424.775265508431
2020-02-0111412.243649777336
2020-03-018851.831323305492
2020-04-019535.877882048635
2020-05-019500.710358492128
2020-06-019584.806610475081
2020-07-019949.478539528423
2020-08-019973.942903741647
2020-09-019693.303517389448
2020-10-019391.831195886929
2020-11-0110266.049960818793
2020-12-0110543.185336671699
2021-01-0110526.493504838718
2021-02-0110818.090887661423
2021-03-0111416.575880940092
2021-04-0112333.416155399678
2021-05-0112439.04614463281
2021-06-0112778.36177952766
2021-07-0113328.109172225302
2021-08-0113618.304950848287
2021-09-0112808.75110694877
2021-10-0113714.505966374241
2021-11-0113577.08504552028
2021-12-0114873.44151169384
2022-01-0113690.678694979071
2022-02-0113148.70383466167
2022-03-0114071.787618738172
2022-04-0113557.271458878844
2022-05-0112929.73503309697
2022-06-0112006.141574766025
2022-07-0113013.767575798116
2022-08-0112262.316596905002
2022-09-0110717.17538528188
2022-10-0111072.736887037072
2022-11-0111732.127953721576
2022-12-0111155.941209074748
2023-01-0112254.79890165198
2023-02-0111549.218605658658
2023-03-0111349.362588635537
2023-04-0111372.616476494459
2023-05-0110907.029045061576
2023-06-0111476.844861527876
2023-07-0111700.14589425533
2023-08-0111306.422532698787
2023-09-0110509.291998751298
2023-10-0110189.598822652473
2023-11-0111373.69953428515
2023-12-0112403.560074667279
2024-01-0111792.651771436582
2024-02-0112002.319017857712
2024-03-0112223.45393500379
2024-04-0111290.176665838446
2024-05-0111868.210979657626
2024-06-0112141.014124347776
2024-07-0113004.338602090937
2024-08-0113733.937297324848
2024-09-0114171.04667979078
2024-10-0113663.411122366419
2024-11-0114146.582315577554
2024-12-0113021.79494530558
2025-01-0113120.73545994916
2025-02-0113652.516835177717
2025-03-0113362.129928709313
2025-04-0113063.906780578862
2025-05-0113225.40980995521
2025-06-0113241.84680466097
2025-07-0113097.927537062875
2025-08-0113523.441830240248
2025-09-0113596.580085752692
2025-10-0113294.024706459484
2025-11-0113596.580085752692
2025-12-0113308.86896912011
2026-01-0113640.157234507495
2026-02-0114672.247599752807
2026-03-0113691.124659951705
2026-04-0114704.102240655438
Annual Return Matrix
YearAnnual Return
20170.0368079668966903
2018-0.042368929451735426
20190.22853438735177867
2020-0.148114402199092
20210.41071612010465963
2022-0.24994217375288064
20230.11183447834752469
20240.049843340695464367
20250.022045656917522027
20260.1048348492101483
Total Factor Risk
0.15473579432679532
VTI.US Exposure
-0.14528518101271407
VEA.US Exposure
-0.0015475926961103855
VWO.US Exposure
-0.0009296783119771537
QQQ.US Exposure
0.0537375380431316
VTV.US Exposure
0.02645551600881379
IJR.US Exposure
-0.004129431253286459
QUAL.US Exposure
0.05085927675502617
SHV.US Exposure
0.00033239271991330924
TLT.US Exposure
-0.0029051954070913916
LQD.US Exposure
-0.017676781916949026
HYG.US Exposure
0.00281006864276215
GLD.US Exposure
-0.0009481620258398019
USO.US Exposure
-0.0014604971044627913
VNQ.US Exposure
1.0228679718290659
BTC-USD.CC Exposure
-0.0019686400275059778
CPER.US Exposure
0.0011473218695758774
VIX.INDX Exposure
0.0019513097914909702
UUP.US Exposure
0.005130393939938548
TIP.US Exposure
0.008113669283952948
Idiosyncratic Exposure
0.003445700872265745
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
15.5%

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
$73
Avg Yield on Cost
0.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$73.270.73%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 →
+3.4%
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 →
+8.1%
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 →
0.2% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Schwab U.S. REIT ETF (SCHH.US) has an annualized volatility of 15.5% and experienced a maximum drawdown of 31.5% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, SCHH.US has generated a Compound Annual Growth Rate (CAGR) of 4.1%. It has had a positive return in 70% 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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