IUSG vs. SCHG
Compare and contrast key facts about iShares Core S&P U.S. Growth ETF (IUSG) and Schwab U.S. Large-Cap Growth ETF (SCHG).
IUSG and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009. Both IUSG and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUSG or SCHG.
Performance
IUSG vs. SCHG - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with IUSG having a 32.80% return and SCHG slightly higher at 33.11%. Over the past 10 years, IUSG has underperformed SCHG with an annualized return of 14.67%, while SCHG has yielded a comparatively higher 16.48% annualized return.
IUSG
32.80%
2.65%
13.91%
37.81%
16.92%
14.67%
SCHG
33.11%
3.54%
15.01%
38.74%
20.05%
16.48%
Key characteristics
| IUSG | SCHG | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.28 |
| Sortino Ratio | 2.93 | 2.97 |
| Omega Ratio | 1.41 | 1.42 |
| Calmar Ratio | 2.89 | 3.14 |
| Martin Ratio | 12.09 | 12.43 |
| Ulcer Index | 3.13% | 3.12% |
| Daily Std Dev | 16.80% | 16.99% |
| Max Drawdown | -63.35% | -34.59% |
| Current Drawdown | -1.23% | -1.08% |
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IUSG vs. SCHG - Expense Ratio Comparison
Both IUSG and SCHG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IUSG and SCHG is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IUSG vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.
Dividends
IUSG vs. SCHG - Dividend Comparison
IUSG's dividend yield for the trailing twelve months is around 0.65%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSG iShares Core S&P U.S. Growth ETF | 0.65% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% | 1.21% | 1.22% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
IUSG vs. SCHG - Drawdown Comparison
The maximum IUSG drawdown since its inception was -63.35%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IUSG and SCHG. For additional features, visit the drawdowns tool.
Volatility
IUSG vs. SCHG - Volatility Comparison
iShares Core S&P U.S. Growth ETF (IUSG) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.26% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.