SCHG vs. IS3R.DE
SCHG (Schwab U.S. Large-Cap Growth ETF) and IS3R.DE (iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)) 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 IS3R.DE is a Momentum fund tracking the MSCI World Momentum Index. Both are passively managed. Over the past 10 years, SCHG returned 18.53%/yr vs 15.57%/yr for IS3R.DE. A 0.53 correlation means they provide meaningful diversification when combined. SCHG charges 0.04%/yr vs 0.25%/yr for IS3R.DE.
Performance
SCHG vs. IS3R.DE - Performance Comparison
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Different Trading Currencies
SCHG is traded in USD, while IS3R.DE is traded in EUR. To make them comparable, the IS3R.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 IS3R.DE's 21.08% return. Over the past 10 years, SCHG has outperformed IS3R.DE with an annualized return of 18.53%, while IS3R.DE has yielded a comparatively lower 15.57% 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%
IS3R.DE
- 1D
- -0.90%
- 1M
- 5.23%
- YTD
- 21.08%
- 6M
- 22.11%
- 1Y
- 33.96%
- 3Y*
- 29.48%
- 5Y*
- 13.60%
- 10Y*
- 15.57%
SCHG vs. IS3R.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% |
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 21.08% | 22.35% | 30.07% | 11.51% | -18.36% | 14.68% | 27.79% | 28.72% | -4.44% | 32.48% |
Correlation
The correlation between SCHG and IS3R.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2014 | 0.53 |
The correlation between SCHG and IS3R.DE has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.
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Return for Risk
SCHG vs. IS3R.DE — Risk / Return Rank
SCHG
IS3R.DE
SCHG vs. IS3R.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 Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.91 | -1.63 |
| Martin ratioReturn relative to average drawdown | 4.25 | 12.19 | -7.94 |
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 | IS3R.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.87 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.73 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.86 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.80 | +0.03 |
Drawdowns
SCHG vs. IS3R.DE - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, which is greater than IS3R.DE's maximum drawdown of -31.26%. Use the drawdown chart below to compare losses from any high point for SCHG and IS3R.DE.
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Drawdown Indicators
| SCHG | IS3R.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -31.26% | -3.33% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -11.54% | -4.87% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -19.94% | -3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -29.86% | -4.73% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -31.26% | -3.33% |
Current DrawdownCurrent decline from peak | -4.25% | -0.90% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -6.13% | +0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 2.75% | +2.16% |
Volatility
SCHG vs. IS3R.DE - Volatility Comparison
The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 4.52%, while iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) (IS3R.DE) has a volatility of 6.32%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than IS3R.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 | IS3R.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 6.32% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 15.44% | -3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 17.97% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 18.46% | +3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 17.89% | +3.69% |
SCHG vs. IS3R.DE - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than IS3R.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SCHG vs. IS3R.DE - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.37%, while IS3R.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS3R.DE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 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 | 0.37% | 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 IS3R.DE have a correlation of 0.60, 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 0.25% for IS3R.DE.
SCHG is categorized as Large Cap Growth Equities, while IS3R.DE is Momentum. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while IS3R.DE tracks MSCI World Momentum Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.25% for IS3R.DE.
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