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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) | $11,089 |
| 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. |
| 3.7% | 6.1% | 1.5% | 1.4% | 1.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.26 | 66% |
| S&P500 | 0.07 | 23% |
| MSCI EAFE | 0.07 | 28% |
| MSCI Emg. Mkts. | 0.07 | 27% |
| Recent close | $24.17 |
| 30d moving avg. | $24.34 |
| Annualized volatility | 2.5% |
| Short interest (ETF) | 0.3% |
| Relative strength (RSI) | 52 |
| Avg. volume (thou.) | 1,783 |
| Avg. daily value traded (mns) | $43 |
| Turnover | 0.4% |
| Bid/Ask (% of price) | 0.02 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| SCHO | 1.9 yrs | Category Avg.* |
6.3 yrs |
| SCHO | 1.8% | Category Avg.* |
6.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 34.58% | -9.4% | $21.89 |
| +200 bp | 33.58% | -5.4% | $22.86 |
| +150 bp | 33.08% | -3.7% | $23.27 |
| +100 bp | 32.58% | -2.3% | $23.62 |
| +75 bp | 32.33% | -1.6% | $23.78 |
| +50 bp | 32.08% | -1.0% | $23.92 |
| +25 bp | 31.83% | -0.5% | $24.05 |
| 0 bp | 31.58% | 0% | $24.17 |
| -25 bp | 31.33% | 0.4% | $24.27 |
| -50 bp | 31.08% | 0.8% | $24.36 |
| -75 bp | 30.83% | 1.1% | $24.44 |
| -100 bp | 30.58% | 1.4% | $24.51 |
| -150 bp | 30.08% | 1.8% | $24.60 |
| -200 bp | 29.58% | 1.9% | $24.63 |
| -300 bp | 28.58% | 1.6% | $24.54 |
*Fund Category: GOVERNMENT
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
3,158 | bp |
| Less: Annual "default factor" |
0 | bp |
| Less: Expense ratio | 3 | bp |
| Equals: ALTAR Score | 31.55 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.2% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.7% |
| Mortgage | 5.0% |
| Municipals | 3.2% |
| *Note: The Schwab Short-Term US Treasury ETF is classified as a Government fund. | |