SCHG vs. QDVB.DE
SCHG (Schwab U.S. Large-Cap Growth ETF) and QDVB.DE (iShares Edge MSCI USA Quality Factor 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 QDVB.DE is a Large Cap Blend Equities fund tracking the MSCI USA Sector Neutral Quality. Both are passively managed. Over the past 5 years, SCHG returned 14.33%/yr vs 11.78%/yr for QDVB.DE. A 0.55 correlation means they provide meaningful diversification when combined. SCHG charges 0.04%/yr vs 0.20%/yr for QDVB.DE.
Performance
SCHG vs. QDVB.DE - Performance Comparison
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Different Trading Currencies
SCHG is traded in USD, while QDVB.DE is traded in EUR. To make them comparable, the QDVB.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 QDVB.DE's 8.57% 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%
QDVB.DE
- 1D
- 0.98%
- 1M
- 3.40%
- YTD
- 8.57%
- 6M
- 9.25%
- 1Y
- 20.96%
- 3Y*
- 19.10%
- 5Y*
- 11.78%
- 10Y*
- —
SCHG vs. QDVB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 8.57% | 13.29% | 21.89% | 30.64% | -21.09% | 28.10% | 15.63% | 34.29% | -7.21% | 22.41% |
Correlation
The correlation between SCHG and QDVB.DE is 0.62, 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 | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2016 | 0.55 |
The correlation between SCHG and QDVB.DE has been stable across timeframes, ranging from 0.55 to 0.62 - a consistent structural relationship.
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Return for Risk
SCHG vs. QDVB.DE — Risk / Return Rank
SCHG
QDVB.DE
SCHG vs. QDVB.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 USA Quality Factor UCITS ETF (QDVB.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.
| SCHG | QDVB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -1.12 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.32 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.53 | -1.38 |
| Martin ratioReturn relative to average drawdown | 3.78 | 10.72 | -6.94 |
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Drawdowns
SCHG vs. QDVB.DE - Drawdown Comparison
The maximum SCHG drawdown since its inception was -34.59%, roughly equal to the maximum QDVB.DE drawdown of -33.83%. Use the drawdown chart below to compare losses from any high point for SCHG and QDVB.DE.
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Drawdown Indicators
| SCHG | QDVB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -33.83% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -16.41% | -8.26% | -8.15% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -19.05% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -27.83% | -6.76% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -5.33% | 0.00% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -5.15% | -0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 1.95% | +3.01% |
Volatility
SCHG vs. QDVB.DE - Volatility Comparison
Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 5.14% compared to iShares Edge MSCI USA Quality Factor UCITS ETF (QDVB.DE) at 2.69%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than QDVB.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 | QDVB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 2.69% | +2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 12.30% | 8.12% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.95% | 11.47% | +4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 16.34% | +5.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.58% | 18.25% | +3.33% |
SCHG vs. QDVB.DE - Expense Ratio Comparison
SCHG has a 0.04% expense ratio, which is lower than QDVB.DE'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. QDVB.DE - Dividend Comparison
SCHG's dividend yield for the trailing twelve months is around 0.38%, while QDVB.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDVB.DE iShares Edge MSCI USA Quality Factor UCITS ETF | 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 | 0.38% | 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 QDVB.DE have a correlation of 0.62, 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 QDVB.DE.
SCHG is categorized as Large Cap Growth Equities, while QDVB.DE is Large Cap Blend Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while QDVB.DE tracks MSCI USA Sector Neutral Quality. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.20% for QDVB.DE.
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