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SPYG.DE vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYG.DE vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYG.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYG.DE achieves a 5.85% return, which is significantly lower than SCHG's 8.00% return. Over the past 10 years, SPYG.DE has underperformed SCHG with an annualized return of 3.61%, while SCHG has yielded a comparatively higher 18.47% annualized return.


SPYG.DE

1D
1.41%
1M
0.66%
YTD
5.85%
6M
8.49%
1Y
11.94%
3Y*
11.53%
5Y*
6.76%
10Y*
3.61%

SCHG

1D
0.00%
1M
4.08%
YTD
8.00%
6M
5.93%
1Y
23.77%
3Y*
21.69%
5Y*
16.75%
10Y*
18.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYG.DE vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
5.85%12.61%14.64%8.08%-13.77%20.96%-20.77%41.80%-15.19%-0.54%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.62%3.56%43.86%45.60%-27.58%37.70%27.67%39.09%3.27%12.31%

Correlation

The correlation between SPYG.DE and SCHG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.24

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

0.29

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.38

The correlation between SPYG.DE and SCHG shifts across timeframes, from 0.24 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SPYG.DE vs. SCHG — Risk / Return Rank

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

SPYG.DE
SPYG.DE Risk / Return Rank: 2828
Overall Rank
SPYG.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPYG.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPYG.DE Omega Ratio Rank: 2626
Omega Ratio Rank
SPYG.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SPYG.DE Martin Ratio Rank: 3131
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3535
Overall Rank
SCHG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3737
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2828
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3131
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.

SPYG.DE vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) 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.


SPYG.DESCHGDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.42

1.53

-0.11

Martin ratioReturn relative to average drawdown

4.53

4.41

+0.12

SPYG.DE vs. SCHG - Sharpe Ratio Comparison

The current SPYG.DE Sharpe Ratio is 0.95, which is lower than the SCHG Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of SPYG.DE and SCHG, 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


SPYG.DESCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.51

-0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.77

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.85

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.92

-0.63

Drawdowns

SPYG.DE vs. SCHG - Drawdown Comparison

The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and SCHG.


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Drawdown Indicators


SPYG.DESCHGDifference

Max Drawdown

Largest peak-to-trough decline

-44.67%

-31.88%

-12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-15.64%

+6.86%

Max Drawdown (3Y)

Largest decline over 3 years

-16.46%

-28.18%

+11.72%

Max Drawdown (5Y)

Largest decline over 5 years

-21.83%

-30.34%

+8.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.67%

-31.88%

-12.79%

Current Drawdown

Current decline from peak

-1.89%

-1.27%

-0.62%

Average Drawdown

Average peak-to-trough decline

-11.38%

-5.23%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

5.40%

-2.65%

Volatility

SPYG.DE vs. SCHG - Volatility Comparison

SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 2.87%. This indicates that SPYG.DE'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


SPYG.DESCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

2.87%

+2.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

11.10%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.11%

15.82%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

21.96%

-6.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

21.86%

-3.92%

SPYG.DE vs. SCHG - Expense Ratio Comparison

SPYG.DE has a 0.30% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Dividends

SPYG.DE vs. SCHG - Dividend Comparison

SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, more than SCHG's 0.37% 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%
SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)
3.44%3.68%3.39%3.66%4.67%3.53%3.12%3.92%7.36%3.83%4.39%4.04%

Frequently Asked Questions


SPYG.DE and SCHG have a correlation of 0.32, 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 0.30% for SPYG.DE.

SPYG.DE is categorized as Europe Equities, while SCHG is Large Cap Growth Equities. SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.30% for SPYG.DE and 0.04% for SCHG.

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