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SCHG vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

SCHG vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

SCHG vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHG
SCHG Risk / Return Rank: 3636
Overall Rank
SCHG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4040
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2929
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3232
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and USD Cash (USD=X). 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.


SCHGUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.27

Martin ratioReturn relative to average drawdown

4.25

SCHG vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SCHGUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

Drawdowns

SCHG vs. USD=X - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SCHG and USD=X.


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Drawdown Indicators


SCHGUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

0.00%

-34.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

0.00%

-16.41%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

0.00%

-23.39%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

0.00%

-34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

0.00%

-34.59%

Current Drawdown

Current decline from peak

-4.25%

0.00%

-4.25%

Average Drawdown

Average peak-to-trough decline

-5.20%

0.00%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

0.00%

+4.91%

Volatility

SCHG vs. USD=X - Volatility Comparison

Schwab U.S. Large-Cap Growth ETF (SCHG) has a higher volatility of 4.52% compared to USD Cash (USD=X) at 0.00%. This indicates that SCHG's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHGUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

0.00%

+4.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

0.00%

+12.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

0.00%

+15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

0.00%

+22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

0.00%

+21.58%

Frequently Asked Questions


SCHG has higher volatility (4.52%) compared to USD=X (0.00%). In terms of maximum drawdown, SCHG dropped -34.59% vs USD=X's 0.00%.

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