GTEK vs. SCHG

Last updated Jun 24, 2026

GTEK (Goldman Sachs Future Tech Leaders Equity ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - GTEK is a Technology Equities fund actively managed by Goldman Sachs, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. GTEK is actively managed, while SCHG is passively managed. Over the past 3 years, GTEK returned 34.34%/yr vs 22.13%/yr for SCHG. Their correlation of 0.86 suggests significant overlap in exposure. GTEK charges 0.75%/yr vs 0.04%/yr for SCHG.

Performance

GTEK vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Future Tech Leaders Equity ETF (GTEK) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GTEK achieves a 50.51% return, which is significantly higher than SCHG's 1.35% return.

GTEK

• 1D: -3.92%
• 1M: 6.91%
• YTD: 50.51%
• 6M: 50.29%
• 1Y: 74.39%
• 3Y*: 34.34%
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.37%
• 1M: -3.93%
• YTD: 1.35%
• 6M: 0.09%
• 1Y: 17.91%
• 3Y*: 22.13%
• 5Y*: 13.27%
• 10Y*: 18.65%

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

GTEK vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GTEK Goldman Sachs Future Tech Leaders Equity ETF	50.51%	23.68%	15.94%	33.58%	-46.73%	-2.50%
SCHG Schwab U.S. Large-Cap Growth ETF	1.35%	17.50%	34.95%	50.10%	-31.80%	5.28%

Correlation

The correlation between GTEK and SCHG is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 16, 2021	0.86

The correlation between GTEK and SCHG has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

GTEK vs. SCHG - Sectors Allocation Comparison

Sectors	GTEK	SCHG
Technology	75.2%	46.7%
Industrials	7.8%	6.0%
Communication Services	4.0%	15.3%
Consumer Cyclical	3.7%	12.4%
Basic Materials	3.4%	1.3%
Real Estate	2.6%	0.5%
Financial Services	1.3%	6.6%
Healthcare	1.2%	8.4%
Consumer Defensive	-	1.6%
Energy	-	0.7%
Utilities	-	0.4%

Return for Risk

GTEK vs. SCHG — Risk / Return Rank

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

GTEK

GTEK Risk / Return Rank: 85
GTEK Sharpe Ratio Rank: 86
GTEK Sortino Ratio Rank: 77
GTEK Omega Ratio Rank: 77
GTEK Calmar Ratio Rank: 94
GTEK Martin Ratio Rank: 92

SCHG

SCHG Risk / Return Rank: 28
SCHG Sharpe Ratio Rank: 31
SCHG Sortino Ratio Rank: 30
SCHG Omega Ratio Rank: 30
SCHG Calmar Ratio Rank: 23
SCHG Martin Ratio Rank: 27

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.

GTEK vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Future Tech Leaders Equity ETF (GTEK) 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.

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.

	GTEK	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.61	1.11	+1.50
Sortino ratio: Return per unit of downside risk	3.18	1.56	+1.62
Omega ratio: Gain probability vs. loss probability	1.42	1.20	+0.22
Calmar ratio: Return relative to maximum drawdown	6.72	1.10	+5.62
Martin ratio: Return relative to average drawdown	20.78	3.58	+17.20

GTEK vs. SCHG - Sharpe Ratio Comparison

The current GTEK Sharpe Ratio is 2.61, which is higher than the SCHG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of GTEK and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GTEK vs. SCHG - Drawdown Comparison

The maximum GTEK drawdown since its inception was -53.77%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for GTEK and SCHG.

Drawdown Indicators

	GTEK	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-53.77%	-34.59%	-19.18%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	-16.41%	+5.28%
Max Drawdown (3Y) Largest decline over 3 years	-27.49%	-23.39%	-4.10%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-3.92%	-6.46%	+2.54%
Average Drawdown Average peak-to-trough decline	-27.23%	-5.20%	-22.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.59%	5.02%	-1.43%

Volatility

GTEK vs. SCHG - Volatility Comparison

Goldman Sachs Future Tech Leaders Equity ETF (GTEK) has a higher volatility of 14.16% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.91%. This indicates that GTEK'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.

Volatility by Period

	GTEK	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.16%	5.91%	+8.25%
Volatility (6M) Calculated over the trailing 6-month period	24.72%	12.52%	+12.20%
Volatility (1Y) Calculated over the trailing 1-year period	28.63%	16.24%	+12.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.70%	22.38%	+6.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.70%	21.58%	+7.12%

GTEK vs. SCHG - Expense Ratio Comparison

GTEK has a 0.75% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

GTEK vs. SCHG - Dividend Comparison

GTEK has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GTEK Goldman Sachs Future Tech Leaders Equity ETF	0.00%	0.00%	0.00%	0.26%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both GTEK and SCHG in my portfolio?

GTEK and SCHG have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GTEK or SCHG?

GTEK has higher volatility (14.16%) compared to SCHG (5.91%). In terms of maximum drawdown, GTEK dropped -53.77% vs SCHG's -34.59%.

Which ETF is better, GTEK or SCHG?

On 3-year performance, GTEK leads with 34.34% vs 22.13% for SCHG. On fees, SCHG is cheaper at 0.04% per year. On volatility, SCHG has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GTEK or SCHG?

Over the 3-year period, GTEK has performed better with a 34.34% return vs 22.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GTEK or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.75% for GTEK.

Which ETF pays a higher dividend yield, GTEK or SCHG?

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for GTEK.

What is the main difference between GTEK and SCHG?

GTEK is categorized as Technology Equities, while SCHG is Large Cap Growth Equities. They also come from different issuers: Goldman Sachs and Charles Schwab. Their fees differ too: 0.75% for GTEK and 0.04% for SCHG.

Which has better risk-adjusted returns?

GTEK currently has the higher Sharpe Ratio (2.61 vs 1.11), 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.