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

Performance

MWOT.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Russell 1000 Growth UCITS ETF Acc (MWOT.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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Returns By Period


MWOT.DE

1D
0.00%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

SCHG

1D
-1.30%
1M
2.26%
6M
5.86%
YTD
5.02%
1Y
15.45%
3Y*
21.11%
5Y*
13.54%
10Y*
18.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWOT.DE vs. SCHG - Yearly Performance Comparison


Correlation

The correlation between MWOT.DE and SCHG is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2026

-1.00

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Return for Risk

MWOT.DE vs. SCHG — Risk / Return Rank

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

MWOT.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: 2929
Overall Rank
SCHG Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3030
Sortino Ratio Rank
SCHG Omega Ratio Rank: 2929
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2424
Calmar Ratio Rank
SCHG Martin Ratio Rank: 2828
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.

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.

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.


MWOT.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

3.03

MWOT.DE vs. SCHG - Sharpe Ratio Comparison


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Drawdowns

MWOT.DE vs. SCHG - Drawdown Comparison

The maximum MWOT.DE drawdown since its inception was -0.89%, 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.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-0.89%

-34.59%

+33.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

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 Drawdown

Current decline from peak

-0.89%

-3.07%

+2.18%

Average Drawdown

Average peak-to-trough decline

-0.89%

-5.19%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

Volatility

MWOT.DE vs. SCHG - Volatility Comparison


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Volatility by Period


MWOT.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

9.94%

16.40%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.94%

22.41%

-12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.94%

21.57%

-11.63%

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 0.38%.


PositionTTM20252024202320222021202020192018201720162015
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
0.38%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 -1.00, 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.

Portfolio Optimizer

Find the right allocation for MWOT.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.

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