Correlation
The correlation between QSML and SCHG is 0.75, 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.
QSML vs. SCHG
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Schwab U.S. Large-Cap Growth ETF (SCHG).
QSML and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSML is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross. It was launched on Jan 23, 2024. 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 QSML 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: QSML or SCHG.
Performance
QSML vs. SCHG - Performance Comparison
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Key characteristics
QSML:
-0.01
SCHG:
0.68
QSML:
0.16
SCHG:
0.98
QSML:
1.02
SCHG:
1.13
QSML:
-0.02
SCHG:
0.63
QSML:
-0.04
SCHG:
2.07
QSML:
10.28%
SCHG:
7.13%
QSML:
24.73%
SCHG:
25.37%
QSML:
-28.54%
SCHG:
-34.59%
QSML:
-14.67%
SCHG:
-5.20%
Returns By Period
In the year-to-date period, QSML achieves a -7.47% return, which is significantly lower than SCHG's -1.01% return.
QSML
-7.47%
4.86%
-14.32%
-1.12%
N/A
N/A
N/A
SCHG
-1.01%
5.59%
-0.61%
17.22%
21.07%
18.23%
15.84%
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QSML vs. SCHG - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
QSML vs. SCHG — Risk-Adjusted Performance Rank
QSML
SCHG
QSML vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) 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.
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Dividends
QSML vs. SCHG - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.35%, less than SCHG's 0.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.35% | 0.32% | 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 | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
QSML vs. SCHG - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for QSML and SCHG.
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Volatility
QSML vs. SCHG - Volatility Comparison
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has a higher volatility of 6.50% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.75%. This indicates that QSML's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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