See what your fund actually adds
Schwab U.S. Large-Cap Value ETF SCHV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SCHV | Replication |
|---|---|---|
| Annualized growth | 10.2% | 11.3% |
| Annualized volatility | 14.3% | 14.1% |
| Sharpe ratio | 0.75 | 0.83 |
| Maximum drawdown | 19.3% | 17.0% |
| Replication fit (R²) | 0.99 · Tracking error 1.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model SCHV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTV | Style · Value | 73.3% |
| RSP | Factor · Equal Weight | 8.8% |
| IJH | US Mid Cap | 7.2% |
| SCHD | Factor · Dividend | 7.0% |
| MTUM | Factor · Momentum | 3.8% |