EXEQ vs. SCHX

Last updated Jul 8, 2026

EXEQ (Wedbush ReturnOnLeadership U.S. Large-Cap ETF) and SCHX (Schwab U.S. Large-Cap ETF) are both Large Cap Blend Equities funds - EXEQ tracks the Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index while SCHX tracks the Dow Jones U.S. Large-Cap Total Stock Market Index. Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. EXEQ charges 0.75%/yr vs 0.03%/yr for SCHX.

Performance

EXEQ vs. SCHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wedbush ReturnOnLeadership U.S. Large-Cap ETF (EXEQ) and Schwab U.S. Large-Cap ETF (SCHX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EXEQ

• 1D: -0.42%
• 1M: 2.22%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHX

• 1D: -0.54%
• 1M: 1.78%
• 6M: 8.46%
• YTD: 10.19%
• 1Y: 21.28%
• 3Y*: 21.02%
• 5Y*: 12.62%
• 10Y*: 15.18%

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

EXEQ vs. SCHX - Yearly Performance Comparison

	2026 (YTD)
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	9.33%
SCHX Schwab U.S. Large-Cap ETF	10.44%

Correlation

The correlation between EXEQ and SCHX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.81

Return for Risk

EXEQ vs. SCHX — Risk / Return Rank

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

EXEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHX

SCHX Risk / Return Rank: 61
SCHX Sharpe Ratio Rank: 61
SCHX Sortino Ratio Rank: 59
SCHX Omega Ratio Rank: 60
SCHX Calmar Ratio Rank: 57
SCHX Martin Ratio Rank: 68

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.

EXEQ vs. SCHX - 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 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.

	EXEQ	SCHX	Difference
Sharpe ratio: Return per unit of total volatility	—	1.69	—
Sortino ratio: Return per unit of downside risk	—	2.34	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.37	—
Martin ratio: Return relative to average drawdown	—	10.17	—

Drawdowns

EXEQ vs. SCHX - Drawdown Comparison

The maximum EXEQ drawdown since its inception was -8.92%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for EXEQ and SCHX.

Drawdown Indicators

	EXEQ	SCHX	Difference
Max Drawdown Largest peak-to-trough decline	-8.92%	-34.33%	+25.41%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.02%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.41%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.33%	—
Current Drawdown Current decline from peak	-0.73%	-1.18%	+0.45%
Average Drawdown Average peak-to-trough decline	-1.77%	-3.96%	+2.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.10%	—

Volatility

Volatility by Period

	EXEQ	SCHX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.21%	12.65%	+2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	17.24%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	18.13%	-2.92%

EXEQ vs. SCHX - Expense Ratio Comparison

EXEQ has a 0.75% expense ratio, which is higher than SCHX's 0.03% expense ratio.

Dividends

EXEQ vs. SCHX - Dividend Comparison

EXEQ's dividend yield for the trailing twelve months is around 0.09%, less than SCHX's 1.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	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

Can I hold both EXEQ and SCHX in my portfolio?

EXEQ and SCHX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXEQ or SCHX?

On fees, SCHX is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EXEQ or SCHX?

SCHX is cheaper with a 0.03% expense ratio, compared with 0.75% for EXEQ.

Which ETF pays a higher dividend yield, EXEQ or SCHX?

SCHX has the higher dividend yield at 1.03%, compared with 0.09% for EXEQ.

What is the main difference between EXEQ and SCHX?

EXEQ tracks Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index, while SCHX tracks Dow Jones U.S. Large-Cap Total Stock Market Index. They also come from different issuers: Wedbush and Charles Schwab. Their fees differ too: 0.75% for EXEQ and 0.03% for SCHX.