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Schwab U.S. TIPS ETF (SCHP)

26.16 -0.03 (-0.11%)
At close: 4:00 PM EST
26.20 +0.04 (+0.15%)
After hours: 5:30 PM EST

ETF Summary

The fund will invest at least 90% of its net assets in securities included in the index. The index includes all publicly-issued U.S. Treasury Inflation-Protected Securities (TIPS) that have at least one year remaining to maturity, are rated investment grade and have $500 million or more of outstanding face value. The TIPS in the index must be denominated in U.S. dollars and must be fixed-rate and non-convertible.

Risk Overview

Performance & Risk

YTD Return 2.66%
5y Average Return 1.99%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.80
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SCHPCategory AverageSCHPCategory AverageSCHPCategory Average
Alpha -0.57 -0.67 1.98 1.8 0.69 0.4
BETA 0.8 0.76 0.85 0.93 0.86 0.96
Mean Annual Return -0.11 -0.1 0.19 0.16 0.19 0.17
R-squared 74.01 71 72.56 67.58 71.58 66.84
Standard Deviation 7.17 8.95 6.24 7.17 5.04 5.86
Sharpe Ratio -0.74 -0.69 -0.03 -0.06 0.11 0.05
Treynor Ratio -6.97 -6.96 -0.43 -0.4 0.5 0.19

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