SCHD
Schwab U.S. Dividend Equity ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-06-13
Executive Summary
The quantitative backtest for SCHD (Schwab U.S. Dividend Equity ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.1% (compared to the benchmark's drawdown of -33.4%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 12.4%, compared to a Buy-and-Hold benchmark return of 12.2%. The strategy executed 7 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Investment Objective
🛡️ Long-Term Investing Active
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
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SCHD Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 26.18% | 26.18% | 6.70% | 8.87% | 13.20% | 12.93% | 12.37% | 12.22% |
| Sharpe Ratio | 2.14 | 2.14 | 0.53 | 0.59 | 0.91 | 0.73 | 0.88 | 0.73 |
| Max Drawdown | -4.61% | -4.61% | -16.99% | -16.84% | -17.11% | -33.37% | -17.11% | -33.37% |
| % Time Invested | 100.0% | 100.0% | 73.7% | 100.0% | 85.6% | 100.0% | 88.1% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.5 | 0.0 | 0.6 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-05-01 | Open | Open | 100% | $24.74 | $32.82 | 32.64% | Mark-to-Market |
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-05-13 | 2025-04-08 | Completed | 100% | $24.57 | $24.49 | -0.32% | Stop |
| 2023-05-05 | 2024-05-13 | Interest (CASH) | 100% | $1.00 | $1.06 | 5.57% | Interest Income |
| 2023-04-04 | 2023-05-05 | Completed | 100% | $21.96 | $21.02 | -4.25% | Stop |
| 2023-02-01 | 2023-04-04 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2022-10-18 | 2023-02-01 | Completed | 100% | $20.57 | $22.72 | 10.42% | Signal |
| 2022-09-26 | 2022-10-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2020-03-24 | 2022-09-26 | Completed | 100% | $11.13 | $19.86 | 78.47% | Stop |
| 2020-03-02 | 2020-03-24 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-01-18 | 2020-03-02 | Completed | 100% | $12.63 | $13.85 | 9.61% | Stop |
| 2018-12-26 | 2019-01-18 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2015-09-17 | 2018-12-26 | Completed | 100% | $8.59 | $11.48 | 33.56% | Stop |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-10-17 | 2015-08-25 | Completed | 100% | $7.62 | $8.51 | 11.76% | Stop |
| 2013-10-15 | 2013-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income |