OUSM vs. SCHG
Compare and contrast key facts about OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and Schwab U.S. Large-Cap Growth ETF (SCHG).
OUSM and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. OUSM is a passively managed fund by O'Shares Investments that tracks the performance of the O'Shares US Small-Cap Quality Dividend Index. It was launched on Dec 30, 2016. 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. Both OUSM and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OUSM or SCHG.
Key characteristics
| OUSM | SCHG | |
|---|---|---|
| YTD Return | 20.12% | 34.42% |
| 1Y Return | 35.49% | 44.81% |
| 3Y Return (Ann) | 9.31% | 11.25% |
| 5Y Return (Ann) | 12.04% | 20.92% |
| Sharpe Ratio | 2.41 | 2.64 |
| Sortino Ratio | 3.48 | 3.39 |
| Omega Ratio | 1.42 | 1.48 |
| Calmar Ratio | 5.00 | 3.61 |
| Martin Ratio | 14.94 | 14.40 |
| Ulcer Index | 2.37% | 3.10% |
| Daily Std Dev | 14.64% | 16.93% |
| Max Drawdown | -39.84% | -34.59% |
| Current Drawdown | -0.92% | -0.11% |
Correlation
The correlation between OUSM and SCHG is 0.67, 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.
Performance
OUSM vs. SCHG - Performance Comparison
In the year-to-date period, OUSM achieves a 20.12% return, which is significantly lower than SCHG's 34.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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OUSM vs. SCHG - Expense Ratio Comparison
OUSM has a 0.48% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
OUSM vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for OShares U.S. Small-Cap Quality Dividend ETF (OUSM) 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.
Dividends
OUSM vs. SCHG - Dividend Comparison
OUSM's dividend yield for the trailing twelve months is around 1.25%, more than SCHG's 0.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OUSM OShares U.S. Small-Cap Quality Dividend ETF | 1.25% | 1.64% | 1.99% | 1.55% | 2.02% | 1.99% | 2.62% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
OUSM vs. SCHG - Drawdown Comparison
The maximum OUSM drawdown since its inception was -39.84%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for OUSM and SCHG. For additional features, visit the drawdowns tool.
Volatility
OUSM vs. SCHG - Volatility Comparison
OShares U.S. Small-Cap Quality Dividend ETF (OUSM) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.12% and 5.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.