PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

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
0.00%
1M
5.12%
YTD
7.69%
6M
5.99%
1Y
22.19%
3Y*
21.70%
5Y*
16.68%
10Y*
18.45%
*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%3.40%32.87%22.96%-15.87%37.82%9.09%34.14%-0.91%
SCHG
Schwab U.S. Large-Cap Growth ETF
8.00%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%1.28%

Correlation

The correlation between LCUS.DE and SCHG is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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 Mar 22, 2018

0.49

The correlation between LCUS.DE and SCHG shifts across timeframes, from 0.38 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 4040
Overall Rank
SCHG Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4444
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4545
Omega Ratio Rank
SCHG Calmar Ratio Rank: 3131
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3434
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


Loading charts...

Sharpe Ratios by Period


LCUS.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

Drawdowns

LCUS.DE vs. SCHG - Drawdown Comparison


Loading charts...

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

-1.46%

Average Drawdown

Average peak-to-trough decline

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

Volatility

LCUS.DE vs. SCHG - Volatility Comparison


Loading charts...

Volatility by Period


LCUS.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.86%

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 0.36%.


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
0.36%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 0.49, 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.

Portfolio Optimizer

Find the right allocation for LCUS.DE and SCHG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer