SCHG vs. EUN1.DE
SCHG (Schwab U.S. Large-Cap Growth ETF) and EUN1.DE (iShares STOXX Europe 50 UCITS ETF) are both exchange-traded funds - SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while EUN1.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 10 years, SCHG returned 18.53%/yr vs 9.41%/yr for EUN1.DE. At a 0.49 correlation, their price movements are largely independent. SCHG charges 0.04%/yr vs 0.35%/yr for EUN1.DE.
Performance
SCHG vs. EUN1.DE - Performance Comparison
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Different Trading Currencies
SCHG is traded in USD, while EUN1.DE is traded in EUR. To make them comparable, the EUN1.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SCHG achieves a 3.75% return, which is significantly lower than EUN1.DE's 6.03% return. Over the past 10 years, SCHG has outperformed EUN1.DE with an annualized return of 18.53%, while EUN1.DE has yielded a comparatively lower 9.41% annualized return.
SCHG
- 1D
- 0.15%
- 1M
- -0.94%
- YTD
- 3.75%
- 6M
- 2.93%
- 1Y
- 20.82%
- 3Y*
- 24.03%
- 5Y*
- 14.90%
- 10Y*
- 18.53%
EUN1.DE
- 1D
- 0.89%
- 1M
- 1.10%
- YTD
- 6.03%
- 6M
- 9.45%
- 1Y
- 18.07%
- 3Y*
- 15.07%
- 5Y*
- 10.05%
- 10Y*
- 9.41%
SCHG vs. EUN1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 3.75% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 6.03% | 33.06% | 1.15% | 18.46% | -7.28% | 16.07% | 2.46% | 25.73% | -14.66% | 24.57% |
Correlation
The correlation between SCHG and EUN1.DE 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 | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.49 |
The correlation between SCHG and EUN1.DE shifts across timeframes, from 0.37 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SCHG vs. EUN1.DE — Risk / Return Rank
SCHG
EUN1.DE
SCHG vs. EUN1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and iShares STOXX Europe 50 UCITS ETF (EUN1.DE). 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.
| SCHG | EUN1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.58 | -0.31 |
| Martin ratioReturn relative to average drawdown | 4.25 | 5.38 | -1.13 |
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
| SCHG | EUN1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.19 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.59 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.54 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.18 | +0.65 |
Drawdowns
SCHG vs. EUN1.DE - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum EUN1.DE drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for SCHG and EUN1.DE.
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Drawdown Indicators
| SCHG | EUN1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -62.12% | +27.53% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -11.49% | -4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -15.53% | -7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -25.67% | -8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -32.94% | -1.65% |
Current DrawdownCurrent decline from peak | -4.25% | -2.25% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -16.03% | +10.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 3.39% | +1.52% |
Volatility
SCHG vs. EUN1.DE - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 4.52%, while iShares STOXX Europe 50 UCITS ETF (EUN1.DE) has a volatility of 4.76%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than EUN1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | EUN1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 4.76% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 12.78% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 15.27% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 16.94% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 17.20% | +4.38% |
SCHG vs. EUN1.DE - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than EUN1.DE's 0.35% expense ratio.
Dividends
SCHG vs. EUN1.DE - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.37%, less than EUN1.DE's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUN1.DE iShares STOXX Europe 50 UCITS ETF | 2.41% | 2.41% | 2.62% | 2.55% | 2.61% | 2.22% | 2.41% | 2.94% | 3.53% | 3.22% | 3.28% | 3.05% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 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
SCHG and EUN1.DE 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 0.35% for EUN1.DE.
SCHG is categorized as Large Cap Growth Equities, while EUN1.DE is Europe Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while EUN1.DE tracks STOXX® Europe 50. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.35% for EUN1.DE.
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