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SCHG vs. VAPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHG vs. VAPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SCHG is traded in USD, while VAPX.L is traded in GBP. To make them comparable, the VAPX.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SCHG achieves a 3.75% return, which is significantly lower than VAPX.L's 39.58% return. Over the past 10 years, SCHG has outperformed VAPX.L with an annualized return of 18.53%, while VAPX.L has yielded a comparatively lower 11.74% annualized return.


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%

VAPX.L

1D
0.35%
1M
-2.11%
YTD
39.58%
6M
44.97%
1Y
70.32%
3Y*
25.08%
5Y*
10.60%
10Y*
11.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHG vs. VAPX.L - 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%
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
39.58%41.25%-5.11%9.37%-12.16%0.91%18.84%17.37%-14.69%31.84%

Correlation

The correlation between SCHG and VAPX.L is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

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

0.46

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 22, 2013

0.48

The correlation between SCHG and VAPX.L shifts across timeframes, from 0.45 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

SCHG vs. VAPX.L - Sectors Allocation Comparison


Sectors
SCHG
VAPX.L

Technology

46.3%
30.2%

Communication Services

16.0%
2.4%

Consumer Cyclical

12.7%
5.3%

Healthcare

7.7%
3.3%

Financial Services

6.7%
25.3%

Industrials

5.8%
12.5%

Consumer Defensive

1.7%
2.5%

Basic Materials

1.4%
9.5%

Energy

0.8%
2.3%

Real Estate

0.5%
4.9%

Utilities

0.4%
2.0%

Technology

SCHG
46.3%
VAPX.L
30.2%

Communication Services

SCHG
16.0%
VAPX.L
2.4%

Consumer Cyclical

SCHG
12.7%
VAPX.L
5.3%

Healthcare

SCHG
7.7%
VAPX.L
3.3%

Financial Services

SCHG
6.7%
VAPX.L
25.3%

Industrials

SCHG
5.8%
VAPX.L
12.5%

Consumer Defensive

SCHG
1.7%
VAPX.L
2.5%

Basic Materials

SCHG
1.4%
VAPX.L
9.5%

Energy

SCHG
0.8%
VAPX.L
2.3%

Real Estate

SCHG
0.5%
VAPX.L
4.9%

Utilities

SCHG
0.4%
VAPX.L
2.0%

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Return for Risk

SCHG vs. VAPX.L — 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

VAPX.L
VAPX.L Risk / Return Rank: 9393
Overall Rank
VAPX.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VAPX.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
VAPX.L Omega Ratio Rank: 9494
Omega Ratio Rank
VAPX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
VAPX.L Martin Ratio Rank: 9191
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. VAPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Large-Cap Growth ETF (SCHG) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L). 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.


SCHGVAPX.LDifference
Sharpe ratioReturn per unit of total volatility

-1.69

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.24

1.54

-0.31

Calmar ratioReturn relative to maximum drawdown

1.27

4.63

-3.36

Martin ratioReturn relative to average drawdown

4.25

17.93

-13.68

SCHG vs. VAPX.L - Sharpe Ratio Comparison

The current SCHG Sharpe Ratio is 1.33, which is lower than the VAPX.L Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of SCHG and VAPX.L, 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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Sharpe Ratios by Period


SCHGVAPX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

3.02

-1.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.55

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.61

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.43

+0.40

Drawdowns

SCHG vs. VAPX.L - Drawdown Comparison

The maximum SCHG drawdown since its inception was -34.59%, smaller than the maximum VAPX.L drawdown of -38.96%. Use the drawdown chart below to compare losses from any high point for SCHG and VAPX.L.


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Drawdown Indicators


SCHGVAPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-38.96%

+4.37%

Max Drawdown (1Y)

Largest decline over 1 year

-16.41%

-15.09%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.39%

-20.38%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.59%

-31.90%

-2.69%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-38.96%

+4.37%

Current Drawdown

Current decline from peak

-4.25%

-9.65%

+5.40%

Average Drawdown

Average peak-to-trough decline

-5.20%

-10.17%

+4.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.91%

3.91%

+1.00%

Volatility

SCHG vs. VAPX.L - Volatility Comparison

The current volatility for Schwab U.S. Large-Cap Growth ETF (SCHG) is 4.52%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VAPX.L) has a volatility of 12.47%. This indicates that SCHG experiences smaller price fluctuations and is considered to be less risky than VAPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHGVAPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

12.47%

-7.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.02%

20.85%

-8.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

23.25%

-7.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.31%

19.18%

+3.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.58%

19.32%

+2.26%

SCHG vs. VAPX.L - Expense Ratio Comparison

SCHG has a 0.04% expense ratio, which is lower than VAPX.L'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. VAPX.L - Dividend Comparison

SCHG's dividend yield for the trailing twelve months is around 0.37%, less than VAPX.L's 1.91% yield.


PositionTTM20252024202320222021202020192018201720162015
SCHG
Schwab U.S. Large-Cap Growth ETF
0.37%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%
VAPX.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.91%2.70%3.47%3.53%4.32%3.51%2.08%3.39%3.52%3.10%2.71%3.49%

Frequently Asked Questions


SCHG and VAPX.L have a correlation of 0.56, 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 VAPX.L.

SCHG is categorized as Large Cap Growth Equities, while VAPX.L is Asia Pacific Equities. SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index, while VAPX.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: Charles Schwab and Vanguard. Their fees differ too: 0.04% for SCHG and 0.15% for VAPX.L.

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