Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 80% |
SPDW SPDR Portfolio World ex-US ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHG, SPDW vs SP500, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
Loading graphics...
The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Apr 3, 2026, the SCHG, SPDW vs SP500 returned -7.01% Year-To-Date and 15.66% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio SCHG, SPDW vs SP500 | -0.13% | -4.62% | -7.01% | -5.01% | 25.11% | 21.38% | 12.23% | 15.66% |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -4.86% | -9.70% | -8.12% | 22.88% | 22.25% | 12.77% | 17.00% |
SPDW SPDR Portfolio World ex-US ETF | -0.80% | -3.86% | 3.67% | 7.55% | 33.07% | 16.04% | 8.47% | 9.41% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2009, SCHG, SPDW vs SP500's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, your investment would double in approximately 4.8 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Apr 2022 at -12.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SCHG, SPDW vs SP500 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.36% | -1.79% | -5.88% | 0.97% | -7.01% | ||||||||
| 2025 | 2.55% | -2.81% | -6.35% | 2.01% | 7.76% | 5.57% | 2.49% | 1.68% | 4.23% | 4.03% | -1.25% | 0.25% | 21.16% |
| 2024 | 1.89% | 6.11% | 2.28% | -3.83% | 5.80% | 5.20% | -0.17% | 1.99% | 2.30% | -1.35% | 5.88% | -0.27% | 28.43% |
| 2023 | 9.78% | -1.68% | 7.10% | 1.61% | 4.35% | 6.34% | 3.47% | -1.56% | -5.00% | -1.91% | 10.68% | 4.62% | 43.25% |
| 2022 | -7.97% | -3.74% | 3.81% | -12.01% | -1.86% | -8.24% | 11.40% | -5.28% | -9.98% | 4.75% | 5.76% | -6.95% | -28.63% |
| 2021 | -0.66% | 0.85% | 1.71% | 6.73% | -0.66% | 4.85% | 2.73% | 3.40% | -4.98% | 7.75% | -0.64% | 1.91% | 24.76% |
Benchmark Metrics
SCHG, SPDW vs SP500 has an annualized alpha of 1.72%, beta of 1.06, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since December 14, 2009.
- This portfolio captured 111.17% of S&P 500 Index gains and 100.69% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.06 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.72%
- Beta
- 1.06
- R²
- 0.95
- Upside Capture
- 111.17%
- Downside Capture
- 100.69%
Expense Ratio
SCHG, SPDW vs SP500 has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
SCHG, SPDW vs SP500 ranks 26 for risk / return — below 26% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.88 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.37 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.39 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.75 | 6.43 | -0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 34 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
SPDW SPDR Portfolio World ex-US ETF | 81 | 1.72 | 2.36 | 1.34 | 2.64 | 10.12 |
Loading graphics...
Dividends
Dividend yield
SCHG, SPDW vs SP500 provided a 0.98% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 0.95% | 0.95% | 0.92% | 1.06% | 0.95% | 0.79% | 1.28% | 1.63% | 1.18% | 1.45% | 1.53% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SPDW SPDR Portfolio World ex-US ETF | 3.18% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the SCHG, SPDW vs SP500. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the SCHG, SPDW vs SP500 was 33.00%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current SCHG, SPDW vs SP500 drawdown is 8.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33% | Nov 22, 2021 | 226 | Oct 14, 2022 | 296 | Dec 19, 2023 | 522 |
| -32.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -21.45% | May 2, 2011 | 108 | Oct 3, 2011 | 101 | Feb 28, 2012 | 209 |
| -20.57% | Feb 19, 2025 | 35 | Apr 8, 2025 | 43 | Jun 10, 2025 | 78 |
| -20.47% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SPDW | SCHG | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.82 | 0.95 | 0.96 |
| SPDW | 0.82 | 1.00 | 0.75 | 0.82 |
| SCHG | 0.95 | 0.75 | 1.00 | 0.99 |
| Portfolio | 0.96 | 0.82 | 0.99 | 1.00 |