ECOG.L vs. SCHG
Compare and contrast key facts about Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) and Schwab U.S. Large-Cap Growth ETF (SCHG).
ECOG.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. ECOG.L is a passively managed fund by Legal & General that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jan 18, 2018. 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 ECOG.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: ECOG.L or SCHG.
Key characteristics
| ECOG.L | SCHG | |
|---|---|---|
| YTD Return | 4.39% | 27.84% |
| 1Y Return | 14.88% | 43.49% |
| 3Y Return (Ann) | 1.74% | 11.28% |
| 5Y Return (Ann) | 12.90% | 20.71% |
| Sharpe Ratio | 1.16 | 2.41 |
| Sortino Ratio | 1.64 | 3.12 |
| Omega Ratio | 1.21 | 1.43 |
| Calmar Ratio | 0.83 | 2.72 |
| Martin Ratio | 6.17 | 13.07 |
| Ulcer Index | 2.52% | 3.15% |
| Daily Std Dev | 13.42% | 17.08% |
| Max Drawdown | -26.12% | -34.59% |
| Current Drawdown | -1.70% | -0.83% |
Correlation
The correlation between ECOG.L and SCHG is 0.53, 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
ECOG.L vs. SCHG - Performance Comparison
In the year-to-date period, ECOG.L achieves a 4.39% return, which is significantly lower than SCHG's 27.84% 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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ECOG.L vs. SCHG - Expense Ratio Comparison
ECOG.L has a 0.49% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
ECOG.L vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.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
ECOG.L vs. SCHG - Dividend Comparison
ECOG.L has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECOG.L Legal & General UCITS ETF plc - L&G Ecommerce Logistics 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 | 0.42% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
ECOG.L vs. SCHG - Drawdown Comparison
The maximum ECOG.L drawdown since its inception was -26.12%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for ECOG.L and SCHG. For additional features, visit the drawdowns tool.
Volatility
ECOG.L vs. SCHG - Volatility Comparison
Legal & General UCITS ETF plc - L&G Ecommerce Logistics UCITS ETF (ECOG.L) has a higher volatility of 4.46% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.97%. This indicates that ECOG.L'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.