SCHG vs. USD=X
SCHG (Schwab U.S. Large-Cap Growth ETF) is Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while USD=X (USD Cash) is a currency. Over the past 10 years, SCHG returned 18.53%/yr vs 0.00%/yr for USD=X.
Performance
SCHG vs. USD=X - Performance Comparison
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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%
SCHG vs. USD=X - 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% |
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
SCHG
USD=X
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.
| SCHG | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
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
| SCHG | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.25% | 0.00% | -4.25% |
Average DrawdownAverage peak-to-trough decline | -5.20% | 0.00% | -5.20% |
Ulcer IndexDepth 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
| SCHG | USD=X | Difference | |
|---|---|---|---|
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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