SCHG vs. IWDA.AS
SCHG (Schwab U.S. Large-Cap Growth ETF) and IWDA.AS (iShares Core MSCI World UCITS ETF USD (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 IWDA.AS is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past 10 years, SCHG returned 18.53%/yr vs 13.07%/yr for IWDA.AS. A 0.58 correlation means they provide meaningful diversification when combined. SCHG charges 0.04%/yr vs 0.20%/yr for IWDA.AS.
Performance
SCHG vs. IWDA.AS - Performance Comparison
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Different Trading Currencies
SCHG is traded in USD, while IWDA.AS is traded in EUR. To make them comparable, the IWDA.AS 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 IWDA.AS's 9.79% return. Over the past 10 years, SCHG has outperformed IWDA.AS with an annualized return of 18.53%, while IWDA.AS has yielded a comparatively lower 13.07% 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%
IWDA.AS
- 1D
- 0.07%
- 1M
- 2.12%
- YTD
- 9.79%
- 6M
- 10.59%
- 1Y
- 25.58%
- 3Y*
- 20.73%
- 5Y*
- 11.83%
- 10Y*
- 13.07%
SCHG vs. IWDA.AS - 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% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 9.79% | 21.46% | 19.36% | 23.68% | -18.74% | 23.51% | 15.60% | 27.07% | -8.63% | 22.70% |
Correlation
The correlation between SCHG and IWDA.AS is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2009 | 0.58 |
The correlation between SCHG and IWDA.AS shifts across timeframes, from 0.57 (10 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCHG vs. IWDA.AS — Risk / Return Rank
SCHG
IWDA.AS
SCHG vs. IWDA.AS - 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 Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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 | IWDA.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 3.05 | -1.77 |
| Martin ratioReturn relative to average drawdown | 4.25 | 13.16 | -8.91 |
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 | IWDA.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.22 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.75 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.81 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.68 | +0.16 |
Drawdowns
SCHG vs. IWDA.AS - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, roughly equal to the maximum IWDA.AS drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for SCHG and IWDA.AS.
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Drawdown Indicators
| SCHG | IWDA.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -34.11% | -0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -8.39% | -8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -17.83% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -25.94% | -8.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -34.11% | -0.48% |
Current DrawdownCurrent decline from peak | -4.25% | -0.51% | -3.74% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -4.64% | -0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.91% | 1.95% | +2.96% |
Volatility
SCHG vs. IWDA.AS - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 4.52% compared to iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) at 2.94%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than IWDA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHG | IWDA.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.94% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 8.59% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 11.51% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.31% | 15.47% | +6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 15.80% | +5.78% |
SCHG vs. IWDA.AS - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than IWDA.AS's 0.20% 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. IWDA.AS - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.37%, while IWDA.AS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (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 IWDA.AS have a correlation of 0.67, 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 0.20% for IWDA.AS.
SCHG is categorized as Large Cap Growth Equities, while IWDA.AS is Global Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while IWDA.AS tracks MSCI World Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.20% for IWDA.AS.
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