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

Performance

SCHG vs. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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 QDVE.DE is traded in EUR. To make them comparable, the QDVE.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 QDVE.DE's 17.00% return. Over the past 10 years, SCHG has underperformed QDVE.DE with an annualized return of 18.50%, while QDVE.DE has yielded a comparatively higher 26.01% 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%

QDVE.DE

1D
2.41%
1M
1.33%
YTD
17.00%
6M
19.03%
1Y
42.33%
3Y*
31.42%
5Y*
22.64%
10Y*
26.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. QDVE.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%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
17.00%24.19%37.73%59.04%-29.90%35.16%42.34%50.64%-1.76%37.99%

Correlation

The correlation between SCHG and QDVE.DE 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

0.62

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

0.64

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

0.60

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2015

0.60

The correlation between SCHG and QDVE.DE has been stable across timeframes, ranging from 0.60 to 0.67 - a consistent structural relationship.

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Return for Risk

SCHG vs. QDVE.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

QDVE.DE
QDVE.DE Risk / Return Rank: 6363
Overall Rank
QDVE.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QDVE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
QDVE.DE Omega Ratio Rank: 6464
Omega Ratio Rank
QDVE.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
QDVE.DE Martin Ratio Rank: 4949
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. QDVE.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 S&P 500 Information Technology Sector UCITS ETF (QDVE.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.


SCHGQDVE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.21

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.14

2.56

-1.41

Martin ratioReturn relative to average drawdown

3.78

7.56

-3.78

SCHG vs. QDVE.DE - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.18, which is lower than the QDVE.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SCHG and QDVE.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. QDVE.DE - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, roughly equal to the maximum QDVE.DE drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for SCHG and QDVE.DE.


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Drawdown Indicators


SCHGQDVE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-33.59%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-16.48%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-26.14%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-33.59%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-33.59%

-1.00%

Current Drawdown

Current decline from peak

-5.33%

-7.66%

+2.33%

Average Drawdown

Average peak-to-trough decline

-5.20%

-5.95%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.96%

5.58%

-0.62%

Volatility

SCHG vs. QDVE.DE - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 5.14%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 8.28%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHGQDVE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

8.28%

-3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

16.00%

-3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

20.96%

-5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

23.50%

-1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

22.06%

-0.48%

SCHG vs. QDVE.DE - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than QDVE.DE's 0.15% 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. QDVE.DE - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.38%, while QDVE.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QDVE.DE
iShares S&P 500 Information Technology Sector 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 QDVE.DE 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 0.15% for QDVE.DE.

SCHG is categorized as Large Cap Growth Equities, while QDVE.DE is Technology Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while QDVE.DE tracks S&P 500 Capped 35/20 Information Technology Index. They also come from different issuers: Charles Schwab and iShares. Their fees differ too: 0.04% for SCHG and 0.15% for QDVE.DE.

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