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2B79.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

2B79.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Digitalisation UCITS ETF (2B79.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

2B79.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 2B79.DE achieves a 1.48% return, which is significantly lower than SCHG's 7.69% return.


2B79.DE

1D
-1.85%
1M
8.69%
YTD
1.48%
6M
1.05%
1Y
-2.64%
3Y*
11.29%
5Y*
1.74%
10Y*

SCHG

1D
0.00%
1M
5.12%
YTD
7.69%
6M
5.99%
1Y
22.19%
3Y*
21.70%
5Y*
16.68%
10Y*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

2B79.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
2B79.DE
iShares Digitalisation UCITS ETF
1.48%-6.47%29.11%28.57%-32.56%8.74%28.52%29.93%-1.19%12.33%
SCHG
Schwab U.S. Large-Cap Growth ETF
8.00%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%

Correlation

The correlation between 2B79.DE and SCHG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.55

The correlation between 2B79.DE and SCHG has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

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Return for Risk

2B79.DE vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

2B79.DE
2B79.DE Risk / Return Rank: 88
Overall Rank
2B79.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
2B79.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
2B79.DE Omega Ratio Rank: 88
Omega Ratio Rank
2B79.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
2B79.DE Martin Ratio Rank: 88
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

2B79.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Digitalisation UCITS ETF (2B79.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


2B79.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.00

1.25

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.08

1.42

-1.51

Martin ratioReturn relative to average drawdown

-0.19

4.12

-4.31

2B79.DE vs. SCHG - Sharpe Ratio Comparison

The current 2B79.DE Sharpe Ratio is -0.11, which is lower than the SCHG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of 2B79.DE and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


2B79.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.11

1.41

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.76

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.91

-0.49

Drawdowns

2B79.DE vs. SCHG - Drawdown Comparison

The maximum 2B79.DE drawdown since its inception was -38.40%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and SCHG.


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Drawdown Indicators


2B79.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-38.40%

-31.88%

-6.52%

Max Drawdown (1Y)

Largest decline over 1 year

-22.05%

-15.64%

-6.41%

Max Drawdown (3Y)

Largest decline over 3 years

-27.88%

-28.18%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-38.40%

-30.34%

-8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

Current Drawdown

Current decline from peak

-13.25%

-1.46%

-11.79%

Average Drawdown

Average peak-to-trough decline

-11.26%

-5.23%

-6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

5.40%

+4.63%

Volatility

2B79.DE vs. SCHG - Volatility Comparison

iShares Digitalisation UCITS ETF (2B79.DE) has a higher volatility of 5.57% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.18%. This indicates that 2B79.DE's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


2B79.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

3.18%

+2.39%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

11.13%

+2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

15.84%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.15%

21.97%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.80%

21.86%

-2.06%

2B79.DE vs. SCHG - Expense Ratio Comparison

2B79.DE has a 0.40% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

2B79.DE vs. SCHG - Dividend Comparison

2B79.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
2B79.DE
iShares Digitalisation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.36%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


2B79.DE and SCHG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SCHG is cheaper with a 0.04% expense ratio, compared with 0.40% for 2B79.DE.

2B79.DE is categorized as Technology Equities, while SCHG is Large Cap Growth Equities. 2B79.DE tracks iSTOXX® FactSet Digitalisation, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.40% for 2B79.DE and 0.04% for SCHG.

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