2B79.DE vs. SCHG
Compare and contrast key facts about iShares Digitalisation UCITS ETF (2B79.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
2B79.DE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 2B79.DE is a passively managed fund by iShares that tracks the performance of the iSTOXX® FactSet Digitalisation. It was launched on Sep 8, 2016. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both 2B79.DE and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 2B79.DE or SCHG.
Key characteristics
| 2B79.DE | SCHG | |
|---|---|---|
| YTD Return | 12.22% | 22.17% |
| 1Y Return | 23.97% | 34.88% |
| 3Y Return (Ann) | -2.77% | 9.95% |
| 5Y Return (Ann) | 7.04% | 19.68% |
| Sharpe Ratio | 1.68 | 2.00 |
| Daily Std Dev | 15.25% | 17.31% |
| Max Drawdown | -38.40% | -34.59% |
| Current Drawdown | -10.38% | -4.31% |
Correlation
The correlation between 2B79.DE and SCHG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
2B79.DE vs. SCHG - Performance Comparison
In the year-to-date period, 2B79.DE achieves a 12.22% return, which is significantly lower than SCHG's 22.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
2B79.DE vs. SCHG - Risk-Adjusted Performance 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.
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 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
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 -34.59%. Use the drawdown chart below to compare losses from any high point for 2B79.DE and SCHG. For additional features, visit the drawdowns tool.
Volatility
2B79.DE vs. SCHG - Volatility Comparison
The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 4.35%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.46%. This indicates that 2B79.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.