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LCUS.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCUS.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LCUS.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


LCUS.DE

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SCHG

1D
-1.16%
1M
-3.35%
YTD
3.58%
6M
2.33%
1Y
17.33%
3Y*
20.51%
5Y*
14.14%
10Y*
18.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCUS.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.38%32.92%22.93%-15.84%37.76%9.13%34.09%-19.44%
SCHG
Schwab U.S. Large-Cap Growth ETF
3.58%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%-0.46%

Correlation

The correlation between LCUS.DE and SCHG is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.38

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

0.45

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2018

0.50

The correlation between LCUS.DE and SCHG shifts across timeframes, from 0.38 (3 years) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LCUS.DE vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LCUS.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHG
SCHG Risk / Return Rank: 2525
Overall Rank
SCHG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 2626
Sortino Ratio Rank
SCHG Omega Ratio Rank: 2626
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2121
Calmar Ratio Rank
SCHG Martin Ratio Rank: 2424
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.

LCUS.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core US Equity (DR) UCITS ETF - Dist (LCUS.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.


LCUS.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.11

Martin ratioReturn relative to average drawdown

3.17

LCUS.DE vs. SCHG - Sharpe Ratio Comparison


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Drawdowns

LCUS.DE vs. SCHG - Drawdown Comparison


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Drawdown Indicators


LCUS.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-31.88%

Max Drawdown (1Y)

Largest decline over 1 year

-15.64%

Max Drawdown (3Y)

Largest decline over 3 years

-28.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.34%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

Current Drawdown

Current decline from peak

-5.31%

Average Drawdown

Average peak-to-trough decline

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

Volatility

LCUS.DE vs. SCHG - Volatility Comparison


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Volatility by Period


LCUS.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

LCUS.DE vs. SCHG - Expense Ratio Comparison

Both LCUS.DE 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%.


Dividends

LCUS.DE vs. SCHG - Dividend Comparison

LCUS.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.


PositionTTM20252024202320222021202020192018201720162015
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%0.00%0.84%0.78%2.27%1.12%1.52%1.10%1.30%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.40%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


LCUS.DE and SCHG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.04% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LCUS.DE and SCHG have the same expense ratio: 0.04% per year.

LCUS.DE is categorized as Large Cap Blend Equities, while SCHG is Large Cap Growth Equities. LCUS.DE tracks Russell 1000 TR USD, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Amundi and Charles Schwab.

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