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

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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LCUS.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LCUS.DE
Lyxor Core US Equity (DR) UCITS ETF - Dist
0.00%3.40%32.87%22.96%-15.87%37.82%9.09%34.14%-0.91%
SCHG
Schwab U.S. Large-Cap Growth ETF
-8.34%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%1.28%
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
0.86%
1M
-3.45%
YTD
-8.34%
6M
-6.85%
1Y
9.17%
3Y*
19.69%
5Y*
13.17%
10Y*
16.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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%.


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

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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.


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

LCUS.DE vs. SCHG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LCUS.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

Correlation

The correlation between LCUS.DE and SCHG is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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 0.43%.


TTM20252024202320222021202020192018201720162015
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
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

LCUS.DE vs. SCHG - Drawdown Comparison


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Drawdown Indicators


LCUS.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

Current Drawdown

Current decline from peak

-12.51%

Average Drawdown

Average peak-to-trough decline

-5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

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

5.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%