PLDR vs. SCHG

Last updated Jun 4, 2026

PLDR (Putnam Sustainable Leaders ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - PLDR is a Sustainable fund actively managed by Power Corporation of Canada, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. PLDR is actively managed, while SCHG is passively managed. Over the past 5 years, PLDR returned 9.82%/yr vs 15.59%/yr for SCHG. Their correlation of 0.93 suggests significant overlap in exposure. PLDR charges 0.59%/yr vs 0.04%/yr for SCHG.

Performance

PLDR vs. SCHG - Performance Comparison

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

Returns By Period

In the year-to-date period, PLDR achieves a 4.85% return, which is significantly lower than SCHG's 6.42% return.

PLDR

• 1D: -0.20%
• 1M: 4.50%
• YTD: 4.85%
• 6M: 4.09%
• 1Y: 20.39%
• 3Y*: 18.32%
• 5Y*: 9.82%
• 10Y*: —

SCHG

• 1D: -1.23%
• 1M: 4.81%
• YTD: 6.42%
• 6M: 5.81%
• 1Y: 24.64%
• 3Y*: 25.02%
• 5Y*: 15.59%
• 10Y*: 18.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLDR vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PLDR Putnam Sustainable Leaders ETF	4.85%	12.03%	23.47%	27.47%	-22.52%	11.57%
SCHG Schwab U.S. Large-Cap Growth ETF	6.42%	17.50%	34.95%	50.10%	-31.80%	19.52%

Correlation

The correlation between PLDR and SCHG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 27, 2021	0.93

The correlation between PLDR and SCHG has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

PLDR vs. SCHG - Sectors Allocation Comparison

Sectors	PLDR	SCHG
Technology	24.1%	46.3%
Communication Services	12.0%	16.0%
Consumer Cyclical	8.8%	12.7%
Industrials	8.3%	5.8%
Financial Services	6.9%	6.7%
Consumer Defensive	5.2%	1.7%
Healthcare	4.9%	7.7%
Utilities	2.9%	0.4%
Energy	2.8%	0.8%
Basic Materials	2.4%	1.4%
Real Estate	0.9%	0.5%

Return for Risk

PLDR vs. SCHG — Risk / Return Rank

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

PLDR

PLDR Risk / Return Rank: 43
PLDR Sharpe Ratio Rank: 48
PLDR Sortino Ratio Rank: 47
PLDR Omega Ratio Rank: 47
PLDR Calmar Ratio Rank: 33
PLDR Martin Ratio Rank: 38

SCHG

SCHG Risk / Return Rank: 39
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 43
SCHG Calmar Ratio Rank: 30
SCHG Martin Ratio Rank: 33

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.

PLDR vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) 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.

	PLDR	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.60	+0.06
Sortino ratio: Return per unit of downside risk	2.33	2.18	+0.15
Omega ratio: Gain probability vs. loss probability	1.30	1.28	+0.02
Calmar ratio: Return relative to maximum drawdown	1.60	1.51	+0.09
Martin ratio: Return relative to average drawdown	6.04	5.04	+1.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLDR vs. SCHG - Sharpe Ratio Comparison

The current PLDR Sharpe Ratio is 1.66, which is comparable to the SCHG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of PLDR and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PLDR	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	1.60	+0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	0.70	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.84	-0.27

Drawdowns

PLDR vs. SCHG - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.58%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for PLDR and SCHG.

Drawdown Indicators

	PLDR	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-29.58%	-34.59%	+5.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-16.41%	+3.60%
Max Drawdown (3Y) Largest decline over 3 years	-23.00%	-23.39%	+0.39%
Max Drawdown (5Y) Largest decline over 5 years	-29.58%	-34.59%	+5.01%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-0.20%	-1.78%	+1.58%
Average Drawdown Average peak-to-trough decline	-8.59%	-5.20%	-3.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	4.90%	-1.52%

Volatility

PLDR vs. SCHG - Volatility Comparison

The current volatility for Putnam Sustainable Leaders ETF (PLDR) is 3.19%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 3.61%. This indicates that PLDR 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.

Volatility by Period

	PLDR	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	3.61%	-0.42%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	11.62%	-2.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	15.50%	-3.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	22.27%	-5.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	21.55%	-4.51%

PLDR vs. SCHG - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

PLDR vs. SCHG - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.36%, which matches SCHG's 0.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLDR Putnam Sustainable Leaders ETF	0.36%	0.37%	0.38%	0.56%	0.63%	0.39%	0.00%	0.00%	0.00%	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

Can I hold both PLDR and SCHG in my portfolio?

With a correlation of 0.90, PLDR and SCHG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, PLDR or SCHG?

SCHG has higher volatility (3.61%) compared to PLDR (3.19%). In terms of maximum drawdown, PLDR dropped -29.58% vs SCHG's -34.59%.

Which ETF is better, PLDR or SCHG?

On 5-year performance, SCHG leads with 15.59% vs 9.82% for PLDR. On fees, SCHG is cheaper at 0.04% per year. On volatility, PLDR has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLDR or SCHG?

Over the 5-year period, SCHG has performed better with a 15.59% return vs 9.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLDR or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.59% for PLDR.

Which ETF pays a higher dividend yield, PLDR or SCHG?

PLDR and SCHG have nearly identical dividend yields, around 0.36%.

What is the main difference between PLDR and SCHG?

PLDR is categorized as Sustainable, while SCHG is Large Cap Growth Equities. They also come from different issuers: Power Corporation of Canada and Charles Schwab. Their fees differ too: 0.59% for PLDR and 0.04% for SCHG.

Which has better risk-adjusted returns?

PLDR currently has the higher Sharpe Ratio (1.66 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.