Summary
SCHB
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 16.59% Volatility 18.28% Sharpe 0.76
Official loaded data — not a live quote.

SCHWAB U.S. BROAD MARKET ETF

Symbol: SCHB

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 03/11/2009

Latest date: 15/10/2026

Current price: $29.63

Expense ratio: 0.03%

Assets under management
$44.4B
0.89% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.78%

Ann. -39.53% (Sharpe / Sortino numerator)

Volatility

18.60%

Sharpe ratio

-2.320

VaR 95%

-1.72%

CVaR 95%: -1.74%
Max drawdown: -7.50%
Sortino ratio: -4.279
Calmar ratio: -5.27

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.89%

Ann. -14.30% (Sharpe / Sortino numerator)

Volatility

14.78%

Sharpe ratio

-1.213

VaR 95%

-1.59%

CVaR 95%: -1.77%
Max drawdown: -9.16%
Sortino ratio: -1.849
Calmar ratio: -1.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.29%

Ann. -3.26% (Sharpe / Sortino numerator)

Volatility

13.92%

Sharpe ratio

-0.495

VaR 95%

-1.58%

CVaR 95%: -1.89%
Max drawdown: -9.16%
Sortino ratio: -0.701
Calmar ratio: -0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

16.59%

Ann. 17.53% (Sharpe / Sortino numerator)

Volatility

18.28%

Sharpe ratio

0.761

VaR 95%

-1.59%

CVaR 95%: -2.61%
Max drawdown: -9.16%
Sortino ratio: 0.943
Calmar ratio: 1.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.94%

Ann. 13.43% (Sharpe / Sortino numerator)

Volatility

16.37%

Sharpe ratio

0.599

VaR 95%

-1.64%

CVaR 95%: -2.40%
Max drawdown: -19.34%
Sortino ratio: 0.757
Calmar ratio: 0.69

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

81.62%

Ann. 18.17% (Sharpe / Sortino numerator)

Volatility

15.00%

Sharpe ratio

0.969

VaR 95%

-1.50%

CVaR 95%: -2.14%
Max drawdown: -19.34%
Sortino ratio: 1.278
Calmar ratio: 0.94

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.064%

Best day

2.911%

31/03/2026
Worst day

-2.702%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $29.37 $29.66 $29.31 $29.63 18,942,200
14/10/2026 $29.72 $29.78 $29.39 $29.50 15,537,000
13/10/2026 $29.85 $29.90 $29.77 $29.85 7,514,200
12/10/2026 $29.91 $29.94 $29.84 $29.88 5,358,500
09/10/2026 $29.83 $29.95 $29.78 $29.91 9,234,200
08/10/2026 $29.76 $29.83 $29.59 $29.73 14,705,400
07/10/2026 $29.82 $29.88 $29.71 $29.85 9,389,400
06/10/2026 $29.94 $30.07 $29.92 $29.97 7,369,400
05/10/2026 $29.62 $29.89 $29.60 $29.81 7,998,500
02/10/2026 $29.63 $29.73 $29.51 $29.61 16,508,700