PSWD.DE vs. SCHG
PSWD.DE (Invesco FTSE RAFI All World 3000 UCITS ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - PSWD.DE is a Global Equities fund tracking the FTSE RAFI All-World 3000, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, PSWD.DE returned 12.18%/yr vs 18.38%/yr for SCHG. At a 0.42 correlation, their price movements are largely independent. PSWD.DE charges 0.39%/yr vs 0.04%/yr for SCHG.
Performance
PSWD.DE vs. SCHG - Performance Comparison
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Different Trading Currencies
PSWD.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, PSWD.DE achieves a 17.03% return, which is significantly higher than SCHG's 4.67% return. Over the past 10 years, PSWD.DE has underperformed SCHG with an annualized return of 12.18%, while SCHG has yielded a comparatively higher 18.38% annualized return.
PSWD.DE
- 1D
- -1.00%
- 1M
- 1.79%
- YTD
- 17.03%
- 6M
- 17.62%
- 1Y
- 34.55%
- 3Y*
- 19.43%
- 5Y*
- 13.49%
- 10Y*
- 12.18%
SCHG
- 1D
- -0.92%
- 1M
- -2.01%
- YTD
- 4.67%
- 6M
- 3.79%
- 1Y
- 20.03%
- 3Y*
- 20.39%
- 5Y*
- 14.36%
- 10Y*
- 18.38%
PSWD.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 17.03% | 14.61% | 17.71% | 12.73% | -3.65% | 31.90% | -3.86% | 26.31% | -9.63% | 5.60% |
SCHG Schwab U.S. Large-Cap Growth ETF | 4.67% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between PSWD.DE and SCHG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.42 |
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Return for Risk
PSWD.DE vs. SCHG — Risk / Return Rank
PSWD.DE
SCHG
PSWD.DE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.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.
| PSWD.DE | SCHG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.90 | ||
| Sortino ratioReturn per unit of downside risk | +2.55 | ||
| Omega ratioGain probability vs. loss probability | 1.58 | 1.22 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 5.84 | 1.29 | +4.56 |
| Martin ratioReturn relative to average drawdown | 23.45 | 3.68 | +19.78 |
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Drawdowns
PSWD.DE vs. SCHG - Drawdown Comparison
The maximum PSWD.DE drawdown since its inception was -36.38%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for PSWD.DE and SCHG.
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Drawdown Indicators
| PSWD.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.38% | -31.88% | -4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -5.88% | -15.64% | +9.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.19% | -28.18% | +9.99% |
Max Drawdown (5Y)Largest decline over 5 years | -18.19% | -30.34% | +12.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.38% | -31.88% | -4.50% |
Current DrawdownCurrent decline from peak | -1.00% | -4.31% | +3.31% |
Average DrawdownAverage peak-to-trough decline | -4.65% | -5.23% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 5.46% | -3.99% |
Volatility
PSWD.DE vs. SCHG - Volatility Comparison
The current volatility for Invesco FTSE RAFI All World 3000 UCITS ETF (PSWD.DE) is 3.37%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.05%. This indicates that PSWD.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
| PSWD.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.05% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 11.65% | -3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.00% | 16.24% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.23% | 22.04% | -8.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.18% | 21.91% | -6.73% |
PSWD.DE vs. SCHG - Expense Ratio Comparison
PSWD.DE has a 0.39% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Dividends
PSWD.DE vs. SCHG - Dividend Comparison
PSWD.DE's dividend yield for the trailing twelve months is around 1.69%, more than SCHG's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSWD.DE Invesco FTSE RAFI All World 3000 UCITS ETF | 1.69% | 2.03% | 2.27% | 2.48% | 2.66% | 1.92% | 1.98% | 2.37% | 2.56% | 2.06% | 1.97% | 2.02% |
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
PSWD.DE and SCHG have a correlation of 0.46, 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 0.39% for PSWD.DE.
PSWD.DE is categorized as Global Equities, while SCHG is Large Cap Growth Equities. PSWD.DE tracks FTSE RAFI All-World 3000, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Invesco and Charles Schwab. Their fees differ too: 0.39% for PSWD.DE and 0.04% for SCHG.
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