DJSC.L vs. SCHG
Compare and contrast key facts about iShares EURO STOXX Small UCITS (DJSC.L) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DJSC.L and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJSC.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU SMID NR EUR. It was launched on Oct 29, 2004. 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 DJSC.L 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: DJSC.L or SCHG.
Key characteristics
| DJSC.L | SCHG | |
|---|---|---|
| YTD Return | -5.43% | 26.00% |
| 1Y Return | 5.31% | 39.91% |
| 3Y Return (Ann) | -2.98% | 8.70% |
| 5Y Return (Ann) | 4.75% | 19.74% |
| 10Y Return (Ann) | 8.36% | 16.15% |
| Sharpe Ratio | 0.39 | 2.47 |
| Sortino Ratio | 0.64 | 3.18 |
| Omega Ratio | 1.07 | 1.45 |
| Calmar Ratio | 0.39 | 3.35 |
| Martin Ratio | 0.98 | 13.36 |
| Ulcer Index | 5.44% | 3.10% |
| Daily Std Dev | 13.63% | 16.79% |
| Max Drawdown | -49.81% | -34.59% |
| Current Drawdown | -8.92% | -2.87% |
Correlation
The correlation between DJSC.L and SCHG is 0.49, 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
DJSC.L vs. SCHG - Performance Comparison
In the year-to-date period, DJSC.L achieves a -5.43% return, which is significantly lower than SCHG's 26.00% return. Over the past 10 years, DJSC.L has underperformed SCHG with an annualized return of 8.36%, while SCHG has yielded a comparatively higher 16.15% annualized 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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DJSC.L vs. SCHG - Expense Ratio Comparison
DJSC.L has a 0.40% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
DJSC.L vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS (DJSC.L) 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
DJSC.L vs. SCHG - Dividend Comparison
DJSC.L's dividend yield for the trailing twelve months is around 3.18%, more than SCHG's 0.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJSC.L iShares EURO STOXX Small UCITS | 3.18% | 2.56% | 2.52% | 1.76% | 1.33% | 2.36% | 2.77% | 2.04% | 2.44% | 2.89% | 3.61% | 2.44% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.42% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
DJSC.L vs. SCHG - Drawdown Comparison
The maximum DJSC.L drawdown since its inception was -49.81%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DJSC.L and SCHG. For additional features, visit the drawdowns tool.
Volatility
DJSC.L vs. SCHG - Volatility Comparison
The current volatility for iShares EURO STOXX Small UCITS (DJSC.L) is 2.80%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.45%. This indicates that DJSC.L 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.