Schwab U.S. Large-Cap ETF
Ticker
SCHX
ISIN
US808524201
Price
USD 23.50
Change Today
-0.16 / -0.676 %
Price 1 year ago
17.00 / 38.267 %
Morningstar
4
52 Week Low
17.33
52 Week High
23.72
200 Day Moving Average 21.12
21.12
50-day Moving Average
22.67
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.74 |
| Sortino Ratio | 0.59 |
| Maximum Drawdown | -2.18% |
| Maximum Drawdown Date | 2024-01-04 |
| Calmar Ratio | -18.82 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.06 |
| Volatility | 3.583% |
| Alpha | -0.70 |
| Beta | None |
| R Squared | +99.92 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 16.989% |
| Average Annual Volatility | 17.316% |
| Sharpe Ratio | 0.98 |
| Sortino Ratio | 1.02 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.49 |
Company information
Summary
The investment seeks to track as closely as possible, before fees and expenses, the total return of the Dow Jones U.S. Large-Cap Total Stock Market Index. To pursue its goal, the fund generally invests in stocks that are included in the Dow Jones U.S. Large-Cap Total Stock Market Index. The index includes the large-cap portion of the Dow Jones U.S. Total Stock Market Index actually available to investors in the marketplace. The Dow Jones U.S. Large-Cap Total Stock Market Index includes the components ranked 1-750 by full market capitalization. The index is a float-adjusted market capitalization weighted index.
Market
US
Category
Large Blend
Expense Ratio
0.03%
Fund family
Schwab ETFs
Morningstar
4
Yield
0.015800001
Exchange
PCX
| Sector | Weight |
|---|---|
| Technology | 24.63% |
| Healthcare | 14.93% |
| Financial services | 12.95% |
| Consumer cyclical | 10.29% |
| Communication services | 8.69% |
| Industrials | 8.30% |
| Consumer defensive | 7.04% |
| Energy | 4.22% |
| Realestate | 3.39% |
| Utilities | 2.37% |
| Basic materials | 2.35% |
| Country | Ratio |
|---|---|
| United States | 98.83 |
| United Kingdom | 0.60 |
| Switzerland | 0.31 |
| Netherlands | 0.12 |
| Singapore | 0.03 |
| India | 0.02 |
| Sweden | 0.02 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AAPL | Apple Inc | 5.37% |
| MSFT | Microsoft Corp | 5.1% |
| AMZN | Amazon.com Inc | 3.69% |
| FB | Facebook Inc A | 2.08% |
| GOOGL | Alphabet Inc A | 1.84% |
| GOOG | Alphabet Inc Class C | 1.78% |
| BRK.B | Berkshire Hathaway Inc Class B | 1.32% |
| TSLA | Tesla Inc | 1.31% |
| NVDA | NVIDIA Corp | 1.25% |
| JPM | JPMorgan Chase & Co | 1.18% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DGRW | WisdomTree U.S. Quality Dividend Growth Fund | IE00BZ56RD9 | NGM | 0.28% | 5 | +6.07 | |
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| IHI | iShares U.S. Medical Devices ETF | US4642888105 | PCX | 0.39% | 5 | -2.28 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| SCHD | Schwab U.S. Dividend Equity ETF | US8085247976 | PCX | 0.06% | 5 | +7.37 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.