IS3R.DE vs. SCHG
IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, IS3R.DE returned 14.31%/yr vs 17.95%/yr for SCHG. Their 0.55 correlation means they have sometimes moved together and sometimes differently. IS3R.DE charges 0.25%/yr vs 0.04%/yr for SCHG.
Performance
IS3R.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
IS3R.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, IS3R.DE achieves a 17.47% return, which is significantly higher than SCHG's 6.97% return. Over the past 10 years, IS3R.DE has underperformed SCHG with an annualized return of 14.31%, while SCHG has yielded a comparatively higher 17.95% annualized return.
IS3R.DE
- 1D
- 0.94%
- 1M
- -7.81%
- 6M
- 15.49%
- YTD
- 17.47%
- 1Y
- 23.64%
- 3Y*
- 23.02%
- 5Y*
- 12.64%
- 10Y*
- 14.31%
- ALL TIME*
- 14.55%
SCHG
- 1D
- 1.11%
- 1M
- -1.07%
- 6M
- 10.00%
- YTD
- 6.97%
- 1Y
- 12.39%
- 3Y*
- 19.57%
- 5Y*
- 13.81%
- 10Y*
- 17.95%
- ALL TIME*
- 18.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €9.67M | €10.15M | €7.74M | |
| €216.73M | €218.62M | €293.83M |
IS3R.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 17.47% | 8.37% | 37.95% | 8.09% | -13.60% | 24.52% | 16.42% | 31.46% | 0.29% | 16.07% |
SCHG Schwab U.S. Large-Cap Growth ETF | 6.97% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between IS3R.DE and SCHG is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2014 | 0.55 |
The correlation between IS3R.DE and SCHG has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.
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Return for Risk
IS3R.DE vs. SCHG — Risk / Return Rank
IS3R.DE
SCHG
IS3R.DE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) 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.
| IS3R.DE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.14 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 0.80 | +1.03 |
| Martin ratioReturn relative to average drawdown | 7.08 | 2.25 | +4.82 |
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Drawdowns
IS3R.DE vs. SCHG - Drawdown Comparison
The maximum IS3R.DE drawdown since its inception was -30.76%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for IS3R.DE and SCHG.
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Drawdown Indicators
| IS3R.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.76% | -31.88% | +1.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.86% | -15.64% | +2.78% |
Max Drawdown (3Y)Largest decline over 3 years | -23.57% | -28.18% | +4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -23.57% | -30.34% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -30.76% | -31.88% | +1.12% |
Current DrawdownCurrent decline from peak | -9.91% | -2.65% | -7.26% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -5.21% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 5.52% | -2.19% |
Volatility
IS3R.DE vs. SCHG - Volatility Comparison
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a higher volatility of 8.53% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.06%. This indicates that IS3R.DE'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.
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Volatility by Period
| IS3R.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.53% | 4.06% | +4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 11.63% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.23% | 16.48% | +3.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.92% | 22.06% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.58% | 21.92% | -4.34% |
IS3R.DE vs. SCHG - Expense Ratio Comparison
IS3R.DE has a 0.25% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
IS3R.DE vs. SCHG - Dividend Comparison
IS3R.DE 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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
IS3R.DE and SCHG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.25% for IS3R.DE.
IS3R.DE is categorized as Momentum, while SCHG is Large Cap Growth Equities. IS3R.DE tracks MSCI World Momentum Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.25% for IS3R.DE and 0.04% for SCHG.
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