IS3S.DE vs. SCHG
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, 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, IS3S.DE returned 12.60%/yr vs 18.47%/yr for SCHG. At a 0.46 correlation, their price movements are largely independent. IS3S.DE charges 0.30%/yr vs 0.04%/yr for SCHG.
Performance
IS3S.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
IS3S.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, IS3S.DE achieves a 35.27% return, which is significantly higher than SCHG's 8.00% return. Over the past 10 years, IS3S.DE has underperformed SCHG with an annualized return of 12.60%, while SCHG has yielded a comparatively higher 18.47% annualized return.
IS3S.DE
- 1D
- -0.83%
- 1M
- 11.04%
- YTD
- 35.27%
- 6M
- 38.20%
- 1Y
- 63.38%
- 3Y*
- 26.82%
- 5Y*
- 17.35%
- 10Y*
- 12.60%
SCHG
- 1D
- 0.00%
- 1M
- 4.08%
- YTD
- 8.00%
- 6M
- 5.93%
- 1Y
- 23.77%
- 3Y*
- 21.69%
- 5Y*
- 16.75%
- 10Y*
- 18.47%
IS3S.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 35.27% | 25.13% | 11.36% | 15.62% | -4.81% | 30.38% | -12.53% | 22.01% | -10.34% | 7.66% |
SCHG Schwab U.S. Large-Cap Growth ETF | 5.62% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between IS3S.DE and SCHG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.46 |
The correlation between IS3S.DE and SCHG shifts across timeframes, from 0.33 (3 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IS3S.DE vs. SCHG — Risk / Return Rank
IS3S.DE
SCHG
IS3S.DE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.02 | ||
| Sortino ratioReturn per unit of downside risk | +4.14 | ||
| Omega ratioGain probability vs. loss probability | 1.83 | 1.27 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 10.36 | 1.53 | +8.83 |
| Martin ratioReturn relative to average drawdown | 39.01 | 4.41 | +34.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IS3S.DE | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.53 | 1.51 | +3.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.24 | 0.77 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.85 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.92 | -0.23 |
Drawdowns
IS3S.DE vs. SCHG - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.18%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and SCHG.
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Drawdown Indicators
| IS3S.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.18% | -31.88% | -3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -15.64% | +9.55% |
Max Drawdown (3Y)Largest decline over 3 years | -17.80% | -28.18% | +10.38% |
Max Drawdown (5Y)Largest decline over 5 years | -17.80% | -30.34% | +12.54% |
Max Drawdown (10Y)Largest decline over 10 years | -35.18% | -31.88% | -3.30% |
Current DrawdownCurrent decline from peak | -0.83% | -1.27% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -5.23% | -0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 5.40% | -3.78% |
Volatility
IS3S.DE vs. SCHG - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.62% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 2.87%. This indicates that IS3S.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
| IS3S.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 2.87% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.32% | 11.10% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.93% | 15.82% | -1.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 21.96% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 21.86% | -6.10% |
IS3S.DE vs. SCHG - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Dividends
IS3S.DE vs. SCHG - Dividend Comparison
IS3S.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 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 | 0.37% | 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
IS3S.DE and SCHG have a correlation of 0.48, 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 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while SCHG is Large Cap Growth Equities. IS3S.DE tracks MSCI World Enhanced Value, 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: 0.30% for IS3S.DE and 0.04% for SCHG.
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