Correlation
The correlation between DVRUX and SCHG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
DVRUX vs. SCHG
Compare and contrast key facts about UBS US Dividend Ruler Fund (DVRUX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
DVRUX is managed by UBS Asset Management. It was launched on Jul 8, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVRUX or SCHG.
Performance
DVRUX vs. SCHG - Performance Comparison
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Key characteristics
DVRUX:
0.82
SCHG:
0.68
DVRUX:
1.10
SCHG:
0.98
DVRUX:
1.15
SCHG:
1.13
DVRUX:
0.77
SCHG:
0.63
DVRUX:
2.65
SCHG:
2.07
DVRUX:
4.82%
SCHG:
7.13%
DVRUX:
17.82%
SCHG:
25.37%
DVRUX:
-19.06%
SCHG:
-34.59%
DVRUX:
-3.09%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, DVRUX achieves a 3.36% return, which is significantly higher than SCHG's -1.01% return.
DVRUX
3.36%
5.97%
-2.69%
13.38%
10.66%
N/A
N/A
SCHG
-1.01%
7.20%
-0.61%
17.22%
21.07%
18.23%
15.84%
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DVRUX vs. SCHG - Expense Ratio Comparison
DVRUX has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
DVRUX vs. SCHG — Risk-Adjusted Performance Rank
DVRUX
SCHG
DVRUX vs. SCHG - Risk-Adjusted Performance 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.
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Dividends
DVRUX vs. SCHG - Dividend Comparison
DVRUX's dividend yield for the trailing twelve months is around 5.01%, more than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVRUX UBS US Dividend Ruler Fund | 5.01% | 5.17% | 2.94% | 2.49% | 2.83% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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.
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Volatility
DVRUX vs. SCHG - Volatility Comparison
The current volatility for UBS US Dividend Ruler Fund (DVRUX) is 4.74%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.75%. 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.
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