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C030.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C030.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.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

C030.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, C030.DE achieves a 4.27% return, which is significantly lower than SCHG's 7.69% return. Over the past 10 years, C030.DE has underperformed SCHG with an annualized return of 10.19%, while SCHG has yielded a comparatively higher 18.45% annualized return.


C030.DE

1D
0.98%
1M
2.51%
YTD
4.27%
6M
7.62%
1Y
13.61%
3Y*
11.39%
5Y*
9.29%
10Y*
10.19%

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)

C030.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
4.27%18.43%7.60%16.13%-13.47%31.43%4.07%33.96%-8.34%9.75%
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 C030.DE and SCHG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2009

0.35

The correlation between C030.DE and SCHG shifts across timeframes, from 0.21 (3 years) to 0.35 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

C030.DE vs. SCHG — Risk / Return Rank

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

C030.DE
C030.DE Risk / Return Rank: 2828
Overall Rank
C030.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
C030.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
C030.DE Omega Ratio Rank: 2828
Omega Ratio Rank
C030.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
C030.DE Martin Ratio Rank: 2929
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.

C030.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.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.


C030.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.19

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.20

1.42

-0.23

Martin ratioReturn relative to average drawdown

4.12

4.12

0.00

C030.DE vs. SCHG - Sharpe Ratio Comparison

The current C030.DE Sharpe Ratio is 1.03, which is comparable to the SCHG Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of C030.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


C030.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.41

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.76

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.85

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.91

-0.13

Drawdowns

C030.DE vs. SCHG - Drawdown Comparison

The maximum C030.DE drawdown since its inception was -29.54%, smaller than the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for C030.DE and SCHG.


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Drawdown Indicators


C030.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-29.54%

-31.88%

+2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-15.64%

+4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-28.18%

+11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.19%

-30.34%

+11.15%

Max Drawdown (10Y)

Largest decline over 10 years

-29.54%

-31.88%

+2.34%

Current Drawdown

Current decline from peak

-2.40%

-1.46%

-0.94%

Average Drawdown

Average peak-to-trough decline

-5.24%

-5.23%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

5.40%

-2.10%

Volatility

C030.DE vs. SCHG - Volatility Comparison

Amundi DJ Switzerland Titans 30 UCITS ETF Dist (C030.DE) has a higher volatility of 4.16% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.18%. This indicates that C030.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


C030.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

3.18%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

11.13%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

15.84%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.45%

21.97%

-7.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

21.86%

-5.87%

C030.DE vs. SCHG - Expense Ratio Comparison

C030.DE has a 0.25% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

C030.DE vs. SCHG - Dividend Comparison

C030.DE's dividend yield for the trailing twelve months is around 1.27%, more than SCHG's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
1.27%1.32%1.52%2.68%2.21%1.70%2.04%2.37%2.78%2.76%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


C030.DE and SCHG have a correlation of 0.25, 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 0.25% for C030.DE.

C030.DE is categorized as Europe Equities, while SCHG is Large Cap Growth Equities. C030.DE tracks Dow Jones Switzerland Titans 30, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Amundi and Charles Schwab. Their fees differ too: 0.25% for C030.DE and 0.04% for SCHG.

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