See what your fund actually adds
Schwab U.S. TIPS ETF SCHP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SCHP | Replication |
|---|---|---|
| Annualized growth | -0.2% | 0.7% |
| Annualized volatility | 5.5% | 4.4% |
| Sharpe ratio | -0.00 | 0.18 |
| Maximum drawdown | 14.0% | 11.7% |
| Replication fit (R²) | 0.85 · Tracking error 2.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SCHP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| STIP | FI · Short TIPS | 37.9% |
| STIP | FI · Short TIPS | 37.9% |
| SPTL | FI · Long Gov | 21.8% |
| VNQ | Sector · Real Estate | 2.5% |