DVRUX vs. SCHG

Last updated Jun 23, 2026

DVRUX (UBS US Dividend Ruler Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both funds - DVRUX is a Large Cap Value Equities fund managed by UBS, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Over the past 5 years, DVRUX returned 13.13%/yr vs 13.68%/yr for SCHG. A 0.74 correlation means they provide meaningful diversification when combined. DVRUX charges 0.50%/yr vs 0.04%/yr for SCHG.

Performance

DVRUX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS US Dividend Ruler Fund (DVRUX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVRUX achieves a 10.25% return, which is significantly higher than SCHG's 2.76% return.

DVRUX

• 1D: 0.86%
• 1M: 1.57%
• YTD: 10.25%
• 6M: 9.74%
• 1Y: 21.99%
• 3Y*: 18.09%
• 5Y*: 13.13%
• 10Y*: —

SCHG

• 1D: -1.24%
• 1M: -2.59%
• YTD: 2.76%
• 6M: 2.11%
• 1Y: 20.89%
• 3Y*: 22.70%
• 5Y*: 13.68%
• 10Y*: 18.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVRUX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DVRUX UBS US Dividend Ruler Fund	10.25%	16.53%	20.96%	13.56%	-6.94%	23.26%	15.34%
SCHG Schwab U.S. Large-Cap Growth ETF	2.76%	17.50%	34.95%	50.10%	-31.80%	28.11%	21.69%

Correlation

The correlation between DVRUX and SCHG is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020	0.74

The correlation between DVRUX and SCHG has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

Return for Risk

DVRUX vs. SCHG — Risk / Return Rank

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

DVRUX

DVRUX Risk / Return Rank: 56
DVRUX Sharpe Ratio Rank: 55
DVRUX Sortino Ratio Rank: 57
DVRUX Omega Ratio Rank: 52
DVRUX Calmar Ratio Rank: 61
DVRUX Martin Ratio Rank: 57

SCHG

SCHG Risk / Return Rank: 33
SCHG Sharpe Ratio Rank: 37
SCHG Sortino Ratio Rank: 35
SCHG Omega Ratio Rank: 35
SCHG Calmar Ratio Rank: 27
SCHG Martin Ratio Rank: 30

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.

DVRUX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS US Dividend Ruler Fund (DVRUX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DVRUX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.02	1.30	+0.72
Sortino ratio: Return per unit of downside risk	2.90	1.79	+1.11
Omega ratio: Gain probability vs. loss probability	1.36	1.23	+0.13
Calmar ratio: Return relative to maximum drawdown	2.87	1.28	+1.59
Martin ratio: Return relative to average drawdown	10.71	4.19	+6.52

DVRUX vs. SCHG - Sharpe Ratio Comparison

The current DVRUX Sharpe Ratio is 2.02, which is higher than the SCHG Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of DVRUX 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.

Drawdowns

DVRUX vs. SCHG - Drawdown Comparison

The maximum DVRUX drawdown since its inception was -19.06%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DVRUX and SCHG.

Drawdown Indicators

	DVRUX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-19.06%	-34.59%	+15.53%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-16.41%	+8.27%
Max Drawdown (3Y) Largest decline over 3 years	-16.13%	-23.39%	+7.26%
Max Drawdown (5Y) Largest decline over 5 years	-19.06%	-34.59%	+15.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-1.31%	-5.16%	+3.85%
Average Drawdown Average peak-to-trough decline	-3.45%	-5.20%	+1.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	5.00%	-2.89%

Volatility

DVRUX vs. SCHG - Volatility Comparison

The current volatility for UBS US Dividend Ruler Fund (DVRUX) is 3.89%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.78%. This indicates that DVRUX 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.

Volatility by Period

	DVRUX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	5.78%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	12.50%	-3.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.59%	16.21%	-4.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.82%	22.37%	-7.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	21.61%	-6.90%

DVRUX vs. SCHG - Expense Ratio Comparison

DVRUX has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

DVRUX vs. SCHG - Dividend Comparison

DVRUX's dividend yield for the trailing twelve months is around 7.06%, more than SCHG's 0.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVRUX UBS US Dividend Ruler Fund	7.06%	7.79%	5.17%	2.94%	2.49%	2.82%	0.90%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	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

Can I hold both DVRUX and SCHG in my portfolio?

DVRUX and SCHG have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DVRUX or SCHG?

SCHG has higher volatility (5.78%) compared to DVRUX (3.89%). In terms of maximum drawdown, DVRUX dropped -19.06% vs SCHG's -34.59%.

Which has better risk-adjusted returns?

DVRUX currently has the higher Sharpe Ratio (2.02 vs 1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.