SHLD vs. SCHG
Compare and contrast key facts about Global X Defense Tech ETF (SHLD) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SHLD and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHLD is a passively managed fund by Global X that tracks the performance of the Global X Defense Tech Index - Benchmark TR Net. It was launched on Sep 11, 2023. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009. Both SHLD and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SHLD vs. SCHG - Performance Comparison
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SHLD vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SHLD Global X Defense Tech ETF | 14.15% | 74.16% | 35.03% | 12.89% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.70% | 17.50% | 34.95% | 9.22% |
Returns By Period
In the year-to-date period, SHLD achieves a 14.15% return, which is significantly higher than SCHG's -9.70% return.
SHLD
- 1D
- 0.65%
- 1M
- -4.33%
- YTD
- 14.15%
- 6M
- 5.21%
- 1Y
- 57.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHG
- 1D
- 0.03%
- 1M
- -4.86%
- YTD
- -9.70%
- 6M
- -8.12%
- 1Y
- 22.88%
- 3Y*
- 22.25%
- 5Y*
- 12.77%
- 10Y*
- 17.00%
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SHLD vs. SCHG - Expense Ratio Comparison
SHLD has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Return for Risk
SHLD vs. SCHG — Risk / Return Rank
SHLD
SCHG
SHLD vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| SHLD | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 0.72 | +1.54 |
Sortino ratioReturn per unit of downside risk | 2.92 | 1.19 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.83 | 1.04 | +2.79 |
Martin ratioReturn relative to average drawdown | 11.11 | 3.47 | +7.64 |
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
| SHLD | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 0.72 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.57 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.64 | 0.79 | +1.84 |
Correlation
The correlation between SHLD and SCHG is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SHLD vs. SCHG - Dividend Comparison
SHLD's dividend yield for the trailing twelve months is around 0.48%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
SHLD vs. SCHG - Drawdown Comparison
The maximum SHLD drawdown since its inception was -15.06%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SHLD and SCHG.
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Drawdown Indicators
| SHLD | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.06% | -34.59% | +19.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.06% | -16.41% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -5.20% | -12.48% | +7.28% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -5.23% | +2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 4.90% | +0.29% |
Volatility
SHLD vs. SCHG - Volatility Comparison
Global X Defense Tech ETF (SHLD) has a higher volatility of 9.74% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.65%. This indicates that SHLD's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHLD | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.74% | 6.65% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.65% | 12.52% | +6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.62% | 22.44% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.79% | 22.30% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.79% | 21.51% | -0.72% |