MWOT.DE vs. SCHG
MWOT.DE (Amundi Russell 1000 Growth UCITS ETF Acc) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both Large Cap Growth Equities funds - MWOT.DE tracks the Russell 1000 Growth Index while SCHG tracks the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past year, MWOT.DE returned 24.11% vs 21.86% for SCHG. A 0.66 correlation means they provide meaningful diversification when combined. MWOT.DE charges 0.19%/yr vs 0.04%/yr for SCHG.
Performance
MWOT.DE vs. SCHG - Performance Comparison
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Returns By Period
In the year-to-date period, MWOT.DE achieves a 6.07% return, which is significantly higher than SCHG's 3.59% return.
MWOT.DE
- 1D
- -0.17%
- 1M
- 3.79%
- YTD
- 6.07%
- 6M
- 6.11%
- 1Y
- 24.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- -2.99%
- 1M
- -0.18%
- YTD
- 3.59%
- 6M
- 2.53%
- 1Y
- 21.86%
- 3Y*
- 23.83%
- 5Y*
- 14.97%
- 10Y*
- 18.38%
MWOT.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MWOT.DE Amundi Russell 1000 Growth UCITS ETF Acc | 6.07% | 18.02% | 7.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 3.59% | 17.50% | 6.92% |
Correlation
The correlation between MWOT.DE and SCHG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jul 9, 2024 | 0.66 |
The correlation between MWOT.DE and SCHG has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.
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Return for Risk
MWOT.DE vs. SCHG — Risk / Return Rank
MWOT.DE
SCHG
MWOT.DE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.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.
| MWOT.DE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 1.34 | +0.27 |
| Martin ratioReturn relative to average drawdown | 5.17 | 4.47 | +0.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MWOT.DE | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.39 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.83 | +0.02 |
Drawdowns
MWOT.DE vs. SCHG - Drawdown Comparison
The maximum MWOT.DE drawdown since its inception was -23.24%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MWOT.DE and SCHG.
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Drawdown Indicators
| MWOT.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.24% | -34.59% | +11.35% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -16.41% | +0.97% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.39% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -1.59% | -4.39% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -5.20% | +0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.80% | 4.91% | -0.11% |
Volatility
MWOT.DE vs. SCHG - Volatility Comparison
The current volatility for Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.DE) is 4.17%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.53%. This indicates that MWOT.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWOT.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 4.53% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 12.02% | -0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 15.79% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.74% | 22.30% | -2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 21.57% | -1.83% |
MWOT.DE vs. SCHG - Expense Ratio Comparison
MWOT.DE has a 0.19% 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%.
Dividends
MWOT.DE vs. SCHG - Dividend Comparison
MWOT.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWOT.DE Amundi Russell 1000 Growth UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 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
MWOT.DE and SCHG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.19% for MWOT.DE.
MWOT.DE tracks Russell 1000 Growth Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Amundi and Charles Schwab. Their fees differ too: 0.19% for MWOT.DE and 0.04% for SCHG.
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