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Schwab Short-Term US Treasury
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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) | $5,337 |
| Currency | USD |
| Expense ratio | 6 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Optimized |
| No. of constituents | 89 |
| No of distinct issuers | 2 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 1% /99% |
| Non-standard maturity (callable, etc.) | 3% |
| 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 | 99.4% |
 |
UNITED STATES | 99.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 3.0% | 4.4% | 1.2% | -- | 0.9% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.28 | 79% |
| S&P500 | -0.03 | 13% |
| MSCI EAFE | -0.03 | 9% |
| MSCI Emg. Mkts. | -0.01 | 3% |
| Recent close | $50.59 |
| 30d moving avg. | $50.56 |
| Annualized volatility | 1.0% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 48 |
| Avg. volume (thou.) | 1,503 |
| Avg. daily value traded (mns) | $76 |
| Turnover | 1.4% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SCHO | 1.9 yrs | Category Avg.* |
7.1 yrs |
| SCHO | 1.9% | Category Avg.* |
7.0% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 4.70% | -4.1% | $48.52 |
| +200 bp | 3.70% | -3.1% | $49.04 |
| +150 bp | 3.20% | -2.4% | $49.36 |
| +100 bp | 2.70% | -1.7% | $49.73 |
| +75 bp | 2.45% | -1.3% | $49.93 |
| +50 bp | 2.20% | -0.9% | $50.14 |
| +25 bp | 1.95% | -0.5% | $50.36 |
| 0 bp | 1.70% | 0% | $50.59 |
| -25 bp | 1.45% | 0.5% | $50.83 |
| -50 bp | 1.20% | 1.0% | $51.08 |
| -75 bp | 0.95% | 1.5% | $51.35 |
| -100 bp | 0.70% | 2.0% | $51.62 |
| -150 bp | 0.20% | 3.2% | $52.20 |
| -200 bp | -0.30% | 4.4% | $52.83 |
| -300 bp | -1.30% | 7.1% | $54.20 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
170 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 6 | bp |
| Equals: ALTAR Score | 1.64 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 1.7% |
| Corporate | 2.3% |
| Emerging Market | 3.6% |
| Government | 1.7% |
| Inflation Protected | 1.8% |
| Mortgage | 2.8% |
| Municipals | 2.3% |
| *Note: The Schwab Short-Term US Treasury is classified as a Government fund. | |