EXEQ vs. SCHK
EXEQ (Wedbush ReturnOnLeadership U.S. Large-Cap ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - EXEQ tracks the Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Their 0.80 correlation means they have sometimes moved together and sometimes differently. EXEQ charges 0.75%/yr vs 0.03%/yr for SCHK.
Performance
EXEQ vs. SCHK - Performance Comparison
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Returns By Period
EXEQ
- 1D
- 0.16%
- 1M
- -0.88%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
SCHK
- 1D
- 0.08%
- 1M
- 0.96%
- 6M
- 7.38%
- YTD
- 9.31%
- 1Y
- 17.25%
- 3Y*
- 18.79%
- 5Y*
- 11.82%
- 10Y*
- —
- ALL TIME*
- 14.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.07K | $1.19K | $2.71K | |
| $31.51M | $26.46M | $28.84M |
EXEQ vs. SCHK - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF | 7.91% |
SCHK Schwab 1000 Index ETF | 9.28% |
Correlation
The correlation between EXEQ and SCHK is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026 | 0.80 |
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Return for Risk
EXEQ vs. SCHK — Risk / Return Rank
EXEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHK
EXEQ vs. SCHK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wedbush ReturnOnLeadership U.S. Large-Cap ETF (EXEQ) and Schwab 1000 Index ETF (SCHK). 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.
| EXEQ | SCHK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.93 | — |
| Martin ratioReturn relative to average drawdown | — | 8.33 | — |
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Drawdowns
EXEQ vs. SCHK - Drawdown Comparison
The maximum EXEQ drawdown since its inception was -8.92%, smaller than the maximum SCHK drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for EXEQ and SCHK.
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Drawdown Indicators
| EXEQ | SCHK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.92% | -34.80% | +25.88% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.97% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.21% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.44% | — |
Current DrawdownCurrent decline from peak | -2.03% | -2.28% | +0.25% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -5.12% | +3.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.08% | — |
Volatility
EXEQ vs. SCHK - Volatility Comparison
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Volatility by Period
| EXEQ | SCHK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.71% | 12.96% | +1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 17.32% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.71% | 19.05% | -4.34% |
EXEQ vs. SCHK - Expense Ratio Comparison
EXEQ has a 0.75% expense ratio, which is higher than SCHK's 0.03% expense ratio.
Dividends
EXEQ vs. SCHK - Dividend Comparison
EXEQ's dividend yield for the trailing twelve months is around 0.09%, less than SCHK's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHK Schwab 1000 Index ETF | 1.05% | 1.09% | 1.20% | 1.38% | 1.57% | 1.17% | 1.58% | 1.82% | 1.80% | 0.31% |
Frequently Asked Questions
EXEQ and SCHK have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHK is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHK is cheaper with a 0.03% expense ratio, compared with 0.75% for EXEQ.
SCHK has the higher dividend yield at 1.05%, compared with 0.09% for EXEQ.
EXEQ tracks Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Wedbush and Charles Schwab. Their fees differ too: 0.75% for EXEQ and 0.03% for SCHK.
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