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2B79.DE vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 2B79.DE and SCHG is 0.55, 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

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.

100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
115.91%
307.52%
2B79.DE
SCHG

Key characteristics

Sharpe Ratio

2B79.DE:

0.69

SCHG:

0.52

Sortino Ratio

2B79.DE:

0.99

SCHG:

0.87

Omega Ratio

2B79.DE:

1.15

SCHG:

1.12

Calmar Ratio

2B79.DE:

0.52

SCHG:

0.54

Martin Ratio

2B79.DE:

1.79

SCHG:

1.81

Ulcer Index

2B79.DE:

7.82%

SCHG:

6.97%

Daily Std Dev

2B79.DE:

20.59%

SCHG:

24.88%

Max Drawdown

2B79.DE:

-38.40%

SCHG:

-34.59%

Current Drawdown

2B79.DE:

-14.88%

SCHG:

-10.56%

Returns By Period

The year-to-date returns for both investments are quite close, with 2B79.DE having a -6.87% return and SCHG slightly higher at -6.61%.


2B79.DE

YTD

-6.87%

1M

9.81%

6M

-1.81%

1Y

14.32%

5Y*

8.01%

10Y*

N/A

SCHG

YTD

-6.61%

1M

16.75%

6M

-5.66%

1Y

12.85%

5Y*

17.95%

10Y*

15.30%

*Annualized

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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 Rank

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

2B79.DE
The Risk-Adjusted Performance Rank of 2B79.DE is 6565
Overall Rank
The Sharpe Ratio Rank of 2B79.DE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of 2B79.DE is 6666
Sortino Ratio Rank
The Omega Ratio Rank of 2B79.DE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of 2B79.DE is 6363
Calmar Ratio Rank
The Martin Ratio Rank of 2B79.DE is 5757
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 5959
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current 2B79.DE Sharpe Ratio is 0.69, which is higher than the SCHG Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of 2B79.DE and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.94
0.51
2B79.DE
SCHG

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 0.44%.


TTM20242023202220212020201920182017201620152014
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
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.84%
-10.56%
2B79.DE
SCHG

Volatility

2B79.DE vs. SCHG - Volatility Comparison

The current volatility for iShares Digitalisation UCITS ETF (2B79.DE) is 10.43%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 13.51%. 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.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
10.43%
13.51%
2B79.DE
SCHG