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LEO-USD vs. SCHG
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

LEO-USD vs. SCHG

Last updated May 10, 2025

Compare and contrast key facts about UNUS SED LEO (LEO-USD) and Schwab U.S. Large-Cap Growth ETF (SCHG).

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.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LEO-USD or SCHG.

Correlation

The correlation between LEO-USD and SCHG is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

LEO-USD vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UNUS SED LEO (LEO-USD) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LEO-USD:

1.20

SCHG:

0.50

Sortino Ratio

LEO-USD:

2.58

SCHG:

0.86

Omega Ratio

LEO-USD:

1.32

SCHG:

1.12

Calmar Ratio

LEO-USD:

1.13

SCHG:

0.53

Martin Ratio

LEO-USD:

15.10

SCHG:

1.78

Ulcer Index

LEO-USD:

4.88%

SCHG:

7.00%

Daily Std Dev

LEO-USD:

34.30%

SCHG:

24.88%

Max Drawdown

LEO-USD:

-58.88%

SCHG:

-34.59%

Current Drawdown

LEO-USD:

-12.03%

SCHG:

-10.70%

Returns By Period

In the year-to-date period, LEO-USD achieves a -3.36% return, which is significantly higher than SCHG's -6.76% return.

LEO-USD

YTD

-3.36%

1M

-6.85%

6M

43.88%

1Y

49.72%

5Y*

51.80%

10Y*

N/A

SCHG

YTD

-6.76%

1M

4.47%

6M

-6.25%

1Y

12.34%

5Y*

17.90%

10Y*

15.31%

*Annualized

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Risk-Adjusted Performance

LEO-USD vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LEO-USD
The Risk-Adjusted Performance Rank of LEO-USD is 8989
Overall Rank
The Sharpe Ratio Rank of LEO-USD is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of LEO-USD is 8585
Sortino Ratio Rank
The Omega Ratio Rank of LEO-USD is 8989
Omega Ratio Rank
The Calmar Ratio Rank of LEO-USD is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LEO-USD is 9494
Martin Ratio Rank
SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LEO-USD vs. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UNUS SED LEO (LEO-USD) 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 LEO-USD Sharpe Ratio is 1.20, which is higher than the SCHG Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of LEO-USD 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.

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Drawdowns

LEO-USD vs. SCHG - Drawdown Comparison

The maximum LEO-USD drawdown since its inception was -58.88%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for LEO-USD and SCHG. For additional features, visit the drawdowns tool.

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Volatility

LEO-USD vs. SCHG - Volatility Comparison

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