PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
GURU vs. SCHK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GURU vs. SCHK

Last updated Jun 26, 2026

GURU (Global X Guru Index ETF) and SCHK (Schwab 1000 Index ETF) are both Large Cap Blend Equities funds - GURU tracks the Solactive Guru Index while SCHK tracks the Schwab 1000 Index. Both are passively managed. Over the past 5 years, GURU returned 7.12%/yr vs 12.22%/yr for SCHK. Their correlation of 0.89 suggests significant overlap in exposure. GURU charges 0.75%/yr vs 0.03%/yr for SCHK.

Performance

GURU vs. SCHK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Guru Index ETF (GURU) and Schwab 1000 Index ETF (SCHK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GURU achieves a 10.08% return, which is significantly higher than SCHK's 8.52% return.

GURU

1D
0.39%
1M
2.80%
YTD
10.08%
6M
7.24%
1Y
30.14%
3Y*
24.36%
5Y*
7.12%
10Y*
13.28%

SCHK

1D
0.06%
1M
-1.68%
YTD
8.52%
6M
7.14%
1Y
22.28%
3Y*
20.89%
5Y*
12.22%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GURU vs. SCHK - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
GURU
Global X Guru Index ETF		10.08%25.43%23.76%19.28%-27.94%8.19%25.27%30.99%-6.56%4.26%
SCHK
Schwab 1000 Index ETF		8.52%17.23%24.48%26.63%-19.51%26.17%20.75%31.31%-5.09%5.24%

Correlation

The correlation between GURU and SCHK is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2017

0.89

The correlation between GURU and SCHK has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

GURU vs. SCHK - Sectors Allocation Comparison

Sectors
GURU
SCHK

Technology

25.0%
38.0%

Healthcare

24.1%
8.4%

Consumer Cyclical

11.0%
9.8%

Industrials

10.3%
8.9%

Financial Services

9.5%
11.2%

Utilities

5.5%
2.1%

Communication Services

5.2%
10.1%

Energy

4.2%
3.2%

Basic Materials

2.1%
1.9%

Consumer Defensive

2.0%
4.3%

Real Estate

1.2%
2.0%

Technology

GURU
25.0%
SCHK
38.0%

Healthcare

GURU
24.1%
SCHK
8.4%

Consumer Cyclical

GURU
11.0%
SCHK
9.8%

Industrials

GURU
10.3%
SCHK
8.9%

Financial Services

GURU
9.5%
SCHK
11.2%

Utilities

GURU
5.5%
SCHK
2.1%

Communication Services

GURU
5.2%
SCHK
10.1%

Energy

GURU
4.2%
SCHK
3.2%

Basic Materials

GURU
2.1%
SCHK
1.9%

Consumer Defensive

GURU
2.0%
SCHK
4.3%

Real Estate

GURU
1.2%
SCHK
2.0%

Compare stocks, funds, or ETFs

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

Global X Guru Index ETF

Schwab 1000 Index ETF

Often compared with GURU:
GURU vs. VOOGURU vs. HDGGURU vs. SPYGURU vs. ACWIGURU vs. FMAGGURU vs. CHIQGURU vs. MCHI
Often compared with SCHK:
SCHK vs. SCHBSCHK vs. VOOSCHK vs. SCHXSCHK vs. SCHGSCHK vs. VONGSCHK vs. VTISCHK vs. SCHD

Return for Risk

GURU vs. SCHK — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GURU
GURU Risk / Return Rank: 6363
Overall Rank
GURU Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
GURU Sortino Ratio Rank: 6565
Sortino Ratio Rank
GURU Omega Ratio Rank: 6161
Omega Ratio Rank
GURU Calmar Ratio Rank: 6363
Calmar Ratio Rank
GURU Martin Ratio Rank: 6262
Martin Ratio Rank
SCHK
SCHK Risk / Return Rank: 6161
Overall Rank
SCHK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SCHK Sortino Ratio Rank: 5959
Sortino Ratio Rank
SCHK Omega Ratio Rank: 6060
Omega Ratio Rank
SCHK Calmar Ratio Rank: 5959
Calmar Ratio Rank
SCHK Martin Ratio Rank: 6969
Martin Ratio Rank
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.

GURU vs. SCHK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Guru Index ETF (GURU) 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.

GURUSCHKDifference
Sharpe ratioReturn per unit of total volatility
1.87
1.75

+0.12

Sortino ratioReturn per unit of downside risk
2.60
2.40

+0.20

Omega ratioGain probability vs. loss probability

1.32

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

2.70

2.50

+0.20

Martin ratioReturn relative to average drawdown

9.74

11.02

-1.28

GURU vs. SCHK - Sharpe Ratio Comparison

The current GURU Sharpe Ratio is 1.87, which is comparable to the SCHK Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of GURU and SCHK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

GURU vs. SCHK - Drawdown Comparison

The maximum GURU drawdown since its inception was -38.50%, which is greater than SCHK's maximum drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for GURU and SCHK.

Loading charts...

Drawdown Indicators

GURUSCHKDifference

Max Drawdown

Largest peak-to-trough decline

-38.50%

-34.80%

-3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-8.97%

-2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-20.73%

-19.21%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.50%

-25.44%

-13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.50%

—

—

Current Drawdown

Current decline from peak

-0.31%

-3.00%

+2.69%

Average Drawdown

Average peak-to-trough decline

-8.64%

-5.16%

-3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.03%

+1.07%

Volatility

GURU vs. SCHK - Volatility Comparison

Global X Guru Index ETF (GURU) has a higher volatility of 5.88% compared to Schwab 1000 Index ETF (SCHK) at 4.87%. This indicates that GURU's price experiences larger fluctuations and is considered to be riskier than SCHK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

GURUSCHKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

4.87%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.13%

10.04%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.20%

12.77%

+3.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.55%

17.33%

+3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.18%

19.11%

+1.07%

GURU vs. SCHK - Expense Ratio Comparison

GURU has a 0.75% expense ratio, which is higher than SCHK's 0.03% expense ratio.

Dividends

GURU vs. SCHK - Dividend Comparison

GURU's dividend yield for the trailing twelve months is around 0.10%, less than SCHK's 1.05% yield.

PositionTTM20252024202320222021202020192018201720162015
GURU
Global X Guru Index ETF		0.10%0.11%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%
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%0.00%0.00%

Frequently Asked Questions

GURU and SCHK have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GURU has higher volatility (5.88%) compared to SCHK (4.87%). In terms of maximum drawdown, GURU dropped -38.50% vs SCHK's -34.80%.

On 5-year performance, SCHK leads with 12.22% vs 7.12% for GURU. On fees, SCHK is cheaper at 0.03% per year. On volatility, SCHK has been the lower-risk option at 4.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SCHK has performed better with a 12.22% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHK is cheaper with a 0.03% expense ratio, compared with 0.75% for GURU.

SCHK has the higher dividend yield at 1.05%, compared with 0.10% for GURU.

GURU tracks Solactive Guru Index, while SCHK tracks Schwab 1000 Index. They also come from different issuers: Global X and Charles Schwab. Their fees differ too: 0.75% for GURU and 0.03% for SCHK.

GURU currently has the higher Sharpe Ratio (1.87 vs 1.75), 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.

Portfolio Optimizer

Find the right allocation for GURU and SCHK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer