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Schwab Short-Term US Treasury ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| Schwab Short-Term U.S. Treasury ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track investment results of the Barclays U.S. 1-3 Year Treasury Bond Index. |
| Category | Government |
| Fund Sponsor | Charles Schwab Investment Mana |
| Website | www.schwabetfs.com |
| Inception date | Aug 05, 2010 |
| Assets (mns) | $10,706 |
| Currency | USD |
| Expense ratio | 3 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 94 |
| No of distinct issuers | 3 |
| Inflation protected | 0% |
| Variable/Fixed coupon | -1% /101% |
| Non-standard maturity (callable, etc.) | 1% |
| UNITED STATES TREASUR 2.9% 1/31/20 | 4.5 % |
| UNITED STATES TREASUR 2.8% 8/15/21 | 3.8 % |
| UNITED STATES TREASUR 1.8% 11/30/21 | 3.5 % |
| UNITED STATES TREASUR 1.1% 7/31/21 | 2.6 % |
| UNITED STATES TREASUR 1.3% 1/31/21 | 2.6 % |
| UNITED STATES TREASUR 1.6% 11/30/20 | 2.1 % |
| UNITED STATES TREASUR 2.9% 1/15/21 | 2.1 % |
| UNITED STATES TREASUR 2.6% 12/15/21 | 2.0 % |
| UNITED STATES TREASUR 2.5% 1/15/22 | 1.9 % |
| UNITED STATES TREASUR 2.0% 12/31/21 | 1.8 % |
| TOTAL | 26.8 % |
|---|
| U.S. TREASURY | 100.0% |
 |
UNITED STATES | 100.0 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.9% | 5.7% | 1.3% | 1.4% | 1.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.24 | 66% |
| S&P500 | 0.07 | 29% |
| MSCI EAFE | 0.08 | 37% |
| MSCI Emg. Mkts. | 0.07 | 29% |
| Recent close | $24.32 |
| 30d moving avg. | $24.23 |
| Annualized volatility | 2.3% |
| Short interest (ETF) | 6.0% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 4,237 |
| Avg. daily value traded (mns) | $103 |
| Turnover | 1.0% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SCHO | 1.9 yrs | Category Avg.* |
6.4 yrs |
| SCHO | 1.8% | Category Avg.* |
6.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 34.47% | -9.4% | $22.02 |
| +200 bp | 33.47% | -5.4% | $23.00 |
| +150 bp | 32.97% | -3.7% | $23.41 |
| +100 bp | 32.47% | -2.3% | $23.77 |
| +75 bp | 32.22% | -1.6% | $23.93 |
| +50 bp | 31.97% | -1.0% | $24.07 |
| +25 bp | 31.72% | -0.5% | $24.20 |
| 0 bp | 31.47% | 0% | $24.32 |
| -25 bp | 31.22% | 0.4% | $24.42 |
| -50 bp | 30.97% | 0.8% | $24.52 |
| -75 bp | 30.72% | 1.1% | $24.59 |
| -100 bp | 30.47% | 1.4% | $24.66 |
| -150 bp | 29.97% | 1.8% | $24.75 |
| -200 bp | 29.47% | 1.9% | $24.78 |
| -300 bp | 28.47% | 1.6% | $24.70 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
3,147 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 31.44 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The Schwab Short-Term US Treasury ETF is classified as a Government fund. | |