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ESG vs. SCHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ESG vs. SCHX

Last updated Aug 2, 2026
Documentation

ESG (FlexShares STOXX US ESG Select Index Fund) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds - ESG tracks the STOXX USA ESG Select KPIs Index while SCHX tracks the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. Over the past 10 years, ESG returned 14.84%/yr vs 15.00%/yr for SCHX. Their correlation of 0.89 means they have usually moved in the same direction. ESG charges 0.32%/yr vs 0.03%/yr for SCHX.

Performance

ESG vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares STOXX US ESG Select Index Fund (ESG) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ESG achieves a 11.91% return, which is significantly higher than SCHX's 10.00% return. Both investments have delivered pretty close results over the past 10 years, with ESG having a 14.84% annualized return and SCHX not far ahead at 15.00%.

ESG

1D
0.20%
1M
0.58%
6M
9.98%
YTD
11.91%
1Y
22.28%
3Y*
17.88%
5Y*
11.70%
10Y*
14.84%
ALL TIME*
14.86%

SCHX

1D
0.65%
1M
0.14%
6M
8.67%
YTD
10.00%
1Y
20.88%
3Y*
19.25%
5Y*
12.20%
10Y*
15.00%
ALL TIME*
14.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ESG

FlexShares STOXX US ESG Select Index Fund
$141.70K$104.98K$155.55K

SCHX

Schwab U.S. Large-Cap ETF
$249.37M$278.95M$371.79M

ESG vs. SCHX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ESG
FlexShares STOXX US ESG Select Index Fund		11.91%16.04%20.22%27.86%-19.89%28.48%20.75%31.74%-5.17%22.78%
SCHX
Schwab U.S. Large-Cap ETF		10.00%17.46%24.88%26.84%-19.41%26.81%20.81%31.22%-4.66%21.95%

Correlation

The correlation between ESG and SCHX is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.95

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.89

The correlation between ESG and SCHX has been stable across timeframes, ranging from 0.89 to 0.97 - a consistent structural relationship.

ESG vs. SCHX - Sectors Allocation Comparison

Sectors
ESG
SCHX

Technology

33.3%
36.7%

Financial Services

18.3%
11.7%

Healthcare

13.7%
9.2%

Consumer Defensive

9.3%
4.6%

Consumer Cyclical

8.2%
9.6%

Industrials

4.6%
9.4%

Energy

3.6%
3.1%

Basic Materials

3.1%
1.8%

Real Estate

2.9%
2.1%

Communication Services

0.8%
9.7%

Utilities

0.7%
2.2%

Technology

ESG
33.3%
SCHX
36.7%

Financial Services

ESG
18.3%
SCHX
11.7%

Healthcare

ESG
13.7%
SCHX
9.2%

Consumer Defensive

ESG
9.3%
SCHX
4.6%

Consumer Cyclical

ESG
8.2%
SCHX
9.6%

Industrials

ESG
4.6%
SCHX
9.4%

Energy

ESG
3.6%
SCHX
3.1%

Basic Materials

ESG
3.1%
SCHX
1.8%

Real Estate

ESG
2.9%
SCHX
2.1%

Communication Services

ESG
0.8%
SCHX
9.7%

Utilities

ESG
0.7%
SCHX
2.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

FlexShares STOXX US ESG Select Index Fund

Schwab U.S. Large-Cap ETF

Often compared with ESG:
ESG vs. SPYESG vs. QQQESG vs. VOOESG vs. SCHDESG vs. 4UBQ.DEESG vs. USSGESG vs. MSCI
Often compared with SCHX:
SCHX vs. VOOSCHX vs. SWPPXSCHX vs. SCHGSCHX vs. SCHBSCHX vs. SCHDSCHX vs. SPYSCHX vs. FNDX

Return for Risk

ESG vs. SCHX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ESG
ESG Risk / Return Rank: 7474
Overall Rank
ESG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
ESG Sortino Ratio Rank: 7575
Sortino Ratio Rank
ESG Omega Ratio Rank: 7474
Omega Ratio Rank
ESG Calmar Ratio Rank: 6868
Calmar Ratio Rank
ESG Martin Ratio Rank: 7777
Martin Ratio Rank
SCHX
SCHX Risk / Return Rank: 6464
Overall Rank
SCHX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SCHX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SCHX Omega Ratio Rank: 6262
Omega Ratio Rank
SCHX Calmar Ratio Rank: 6060
Calmar Ratio Rank
SCHX Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ESG vs. SCHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares STOXX US ESG Select Index Fund (ESG) and Schwab U.S. Large-Cap ETF (SCHX). 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.

ESGSCHXDifference
Sharpe ratioReturn per unit of total volatility
1.74
1.47

+0.27

Sortino ratioReturn per unit of downside risk
2.42
2.04

+0.38

Omega ratioGain probability vs. loss probability

1.31

1.26

+0.04

Calmar ratioReturn relative to maximum drawdown

2.36

2.10

+0.26

Martin ratioReturn relative to average drawdown

9.79

8.86

+0.93

ESG vs. SCHX - Sharpe Ratio Comparison

The current ESG Sharpe Ratio is 1.74, which is comparable to the SCHX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of ESG and SCHX, 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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Drawdowns

ESG vs. SCHX - Drawdown Comparison

The maximum ESG drawdown since its inception was -32.53%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for ESG and SCHX.

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Drawdown Indicators

ESGSCHXDifference

Max Drawdown

Largest peak-to-trough decline

-32.53%

-34.33%

+1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-9.02%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-18.32%

-19.04%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-26.04%

-25.41%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-32.53%

-34.33%

+1.80%

Current Drawdown

Current decline from peak

-0.71%

-1.34%

+0.63%

Average Drawdown

Average peak-to-trough decline

-5.01%

-3.95%

-1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.14%

-0.05%

Volatility

ESG vs. SCHX - Volatility Comparison

FlexShares STOXX US ESG Select Index Fund (ESG) and Schwab U.S. Large-Cap ETF (SCHX) have volatilities of 3.30% and 3.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ESGSCHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

3.39%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

10.11%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

12.93%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.79%

17.23%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.15%

+0.18%

ESG vs. SCHX - Expense Ratio Comparison

ESG has a 0.32% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

ESG vs. SCHX - Dividend Comparison

ESG's dividend yield for the trailing twelve months is around 0.87%, less than SCHX's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
ESG
FlexShares STOXX US ESG Select Index Fund		0.87%0.96%1.18%1.10%1.38%1.03%1.33%1.51%1.72%1.52%0.92%0.00%
SCHX
Schwab U.S. Large-Cap ETF		1.03%1.09%1.22%1.39%1.64%1.22%1.64%1.82%2.02%1.70%1.92%2.04%

Frequently Asked Questions

With a correlation of 0.94, ESG and SCHX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

SCHX has higher volatility (3.39%) compared to ESG (3.30%). In terms of maximum drawdown, ESG dropped -32.53% vs SCHX's -34.33%.

On 10-year performance, SCHX leads with 15.00% vs 14.84% for ESG. On fees, SCHX is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHX has performed better with a 15.00% return vs 14.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHX is cheaper with a 0.03% expense ratio, compared with 0.32% for ESG.

SCHX has the higher dividend yield at 1.03%, compared with 0.87% for ESG.

ESG tracks STOXX USA ESG Select KPIs Index, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: Northern Trust and Charles Schwab. Their fees differ too: 0.32% for ESG and 0.03% for SCHX.

ESG currently has the higher Sharpe Ratio (1.74 vs 1.47), 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.

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