SPYT.DE vs. SCHG
Compare and contrast key facts about SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SPYT.DE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYT.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe Communication Services 20/35 Capped. It was launched on Dec 5, 2014. 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 Total Return Index. It was launched on Dec 11, 2009. Both SPYT.DE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPYT.DE or SCHG.
Key characteristics
| SPYT.DE | SCHG | |
|---|---|---|
| YTD Return | 15.77% | 33.60% |
| 1Y Return | 21.18% | 45.51% |
| 3Y Return (Ann) | 6.11% | 10.73% |
| 5Y Return (Ann) | 2.83% | 21.01% |
| 10Y Return (Ann) | 1.47% | 16.78% |
| Sharpe Ratio | 2.19 | 2.70 |
| Sortino Ratio | 3.04 | 3.46 |
| Omega Ratio | 1.38 | 1.49 |
| Calmar Ratio | 0.75 | 3.72 |
| Martin Ratio | 11.96 | 14.83 |
| Ulcer Index | 1.70% | 3.10% |
| Daily Std Dev | 9.31% | 17.06% |
| Max Drawdown | -49.63% | -34.59% |
| Current Drawdown | -11.94% | 0.00% |
Correlation
The correlation between SPYT.DE and SCHG is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SPYT.DE vs. SCHG - Performance Comparison
In the year-to-date period, SPYT.DE achieves a 15.77% return, which is significantly lower than SCHG's 33.60% return. Over the past 10 years, SPYT.DE has underperformed SCHG with an annualized return of 1.47%, while SCHG has yielded a comparatively higher 16.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SPYT.DE vs. SCHG - Expense Ratio Comparison
SPYT.DE has a 0.18% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPYT.DE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.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.
Dividends
SPYT.DE vs. SCHG - Dividend Comparison
SPYT.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYT.DE SPDR MSCI Europe Communication Services UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
SPYT.DE vs. SCHG - Drawdown Comparison
The maximum SPYT.DE drawdown since its inception was -49.63%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SPYT.DE and SCHG. For additional features, visit the drawdowns tool.
Volatility
SPYT.DE vs. SCHG - Volatility Comparison
The current volatility for SPDR MSCI Europe Communication Services UCITS ETF (SPYT.DE) is 3.60%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. This indicates that SPYT.DE experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.