PWTYX vs. SCHG
Compare and contrast key facts about UBS U.S. Allocation Fund (PWTYX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
PWTYX is managed by UBS. It was launched on May 9, 1993. 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 Index. It was launched on Dec 11, 2009.
Performance
PWTYX vs. SCHG - Performance Comparison
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PWTYX vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PWTYX UBS U.S. Allocation Fund | -3.38% | 13.28% | 14.01% | 17.73% | -17.04% | 16.19% | 17.66% | 23.75% | -7.80% | 15.77% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, PWTYX achieves a -3.38% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, PWTYX has underperformed SCHG with an annualized return of 8.89%, while SCHG has yielded a comparatively higher 16.95% annualized return.
PWTYX
- 1D
- 2.31%
- 1M
- -4.93%
- YTD
- -3.38%
- 6M
- -1.56%
- 1Y
- 12.45%
- 3Y*
- 11.97%
- 5Y*
- 6.21%
- 10Y*
- 8.89%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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PWTYX vs. SCHG - Expense Ratio Comparison
PWTYX has a 0.70% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
PWTYX vs. SCHG — Risk / Return Rank
PWTYX
SCHG
PWTYX vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS U.S. Allocation Fund (PWTYX) 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.
| PWTYX | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.76 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.24 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.17 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.03 | 1.09 | -0.06 |
Martin ratioReturn relative to average drawdown | 4.19 | 3.71 | +0.49 |
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
| PWTYX | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.76 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.79 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.79 | -0.28 |
Correlation
The correlation between PWTYX and SCHG is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PWTYX vs. SCHG - Dividend Comparison
PWTYX's dividend yield for the trailing twelve months is around 9.71%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PWTYX UBS U.S. Allocation Fund | 9.71% | 9.38% | 8.32% | 1.61% | 9.95% | 16.86% | 5.85% | 2.22% | 11.82% | 2.53% | 0.68% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
PWTYX vs. SCHG - Drawdown Comparison
The maximum PWTYX drawdown since its inception was -51.86%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for PWTYX and SCHG.
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Drawdown Indicators
| PWTYX | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.86% | -34.59% | -17.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -16.41% | +7.75% |
Max Drawdown (5Y)Largest decline over 5 years | -21.84% | -34.59% | +12.75% |
Max Drawdown (10Y)Largest decline over 10 years | -25.34% | -34.59% | +9.25% |
Current DrawdownCurrent decline from peak | -5.75% | -12.51% | +6.76% |
Average DrawdownAverage peak-to-trough decline | -7.65% | -5.22% | -2.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 4.84% | -2.48% |
Volatility
PWTYX vs. SCHG - Volatility Comparison
The current volatility for UBS U.S. Allocation Fund (PWTYX) is 4.52%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that PWTYX 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
| PWTYX | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 6.77% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 7.59% | 12.54% | -4.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 22.45% | -9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.15% | 22.31% | -9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.90% | 21.51% | -8.61% |