IWY vs. SCHG

The year-to-date returns for both investments are quite close, with IWY having a -3.29% return and SCHG slightly higher at -3.17%. Over the past 10 years, IWY has outperformed SCHG with an annualized return of 16.84%, while SCHG has yielded a comparatively lower 15.64% annualized return.

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IWY has a 0.20% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares Russell Top 200 Growth ETF (IWY) 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.

The current IWY Sharpe Ratio is 0.55, which is comparable to the SCHG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of IWY and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IWY's dividend yield for the trailing twelve months is around 0.43%, more than SCHG's 0.42% yield.

The maximum IWY drawdown since its inception was -32.68%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IWY and SCHG.

iShares Russell Top 200 Growth ETF (IWY) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.37% 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.