SCHG vs. QDVE.DE
SCHG (Schwab U.S. Large-Cap Growth ETF) and QDVE.DE (iShares S&P 500 Information Technology Sector 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 QDVE.DE is a Technology Equities fund tracking the S&P 500 Capped 35/20 Information Technology Index. Both are passively managed. Over the past 10 years, SCHG returned 18.50%/yr vs 26.01%/yr for QDVE.DE. A 0.60 correlation means they provide meaningful diversification when combined. SCHG charges 0.04%/yr vs 0.15%/yr for QDVE.DE.
Performance
SCHG vs. QDVE.DE - Performance Comparison
Loading charts...
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%
SCHG vs. QDVE.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% |
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCHG vs. QDVE.DE — Risk / Return Rank
SCHG
QDVE.DE
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.
| SCHG | QDVE.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| SCHG | QDVE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.33% | -7.66% | +2.33% |
Average DrawdownAverage peak-to-trough decline | -5.20% | -5.95% | +0.75% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| SCHG | QDVE.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for SCHG and QDVE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer