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SCHG vs. EXI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHG vs. EXI2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SCHG is traded in USD, while EXI2.DE is traded in EUR. To make them comparable, the EXI2.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 2.58% return, which is significantly lower than EXI2.DE's 6.96% return. Over the past 10 years, SCHG has outperformed EXI2.DE with an annualized return of 18.50%, while EXI2.DE has yielded a comparatively lower 16.26% annualized return.


SCHG

1D
0.12%
1M
-2.62%
YTD
2.58%
6M
2.96%
1Y
18.71%
3Y*
22.68%
5Y*
14.33%
10Y*
18.50%

EXI2.DE

1D
1.10%
1M
-1.65%
YTD
6.96%
6M
8.83%
1Y
28.23%
3Y*
24.09%
5Y*
14.93%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. EXI2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHG
Schwab U.S. Large-Cap Growth ETF
2.58%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
6.96%24.62%30.90%37.65%-26.18%25.45%21.45%32.29%-5.52%21.43%

Correlation

The correlation between SCHG and EXI2.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2009

0.60

The correlation between SCHG and EXI2.DE shifts across timeframes, from 0.59 (10 years) to 0.71 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHG vs. EXI2.DE — Risk / Return Rank

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

SCHG
SCHG Risk / Return Rank: 3333
Overall Rank
SCHG Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3535
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3636
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2727
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3030
Martin Ratio Rank

EXI2.DE
EXI2.DE Risk / Return Rank: 7474
Overall Rank
EXI2.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EXI2.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
EXI2.DE Omega Ratio Rank: 7070
Omega Ratio Rank
EXI2.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXI2.DE Martin Ratio Rank: 7575
Martin Ratio Rank
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.

SCHG vs. EXI2.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 Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.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.

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.


SCHGEXI2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratioReturn relative to maximum drawdown

1.14

2.75

-1.60

Martin ratioReturn relative to average drawdown

3.78

11.12

-7.35

SCHG vs. EXI2.DE - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.18, which is lower than the EXI2.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SCHG and EXI2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SCHG vs. EXI2.DE - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum EXI2.DE drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SCHG and EXI2.DE.


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Drawdown Indicators


SCHGEXI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-55.20%

+20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-10.23%

-6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-21.00%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-29.55%

-5.04%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-30.51%

-4.08%

Current Drawdown

Current decline from peak

-5.33%

-4.81%

-0.52%

Average Drawdown

Average peak-to-trough decline

-5.20%

-10.26%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

2.53%

+2.43%

Volatility

SCHG vs. EXI2.DE - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.14% compared to iShares Dow Jones Global Titans 50 UCITS ETF (DE) (EXI2.DE) at 3.91%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than EXI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHGEXI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

3.91%

+1.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

10.25%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

13.96%

+1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

17.43%

+4.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

16.98%

+4.60%

SCHG vs. EXI2.DE - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than EXI2.DE's 0.51% expense ratio.


Dividends

SCHG vs. EXI2.DE - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, more than EXI2.DE's 0.34% yield.


PositionTTM20252024202320222021202020192018201720162015
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.34%0.41%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%
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


SCHG and EXI2.DE have a correlation of 0.71, 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 0.51% for EXI2.DE.

SCHG is categorized as Large Cap Growth Equities, while EXI2.DE is Global Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while EXI2.DE tracks Dow Jones Global Titans 50. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.51% for EXI2.DE.

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