SXRU.DE vs. SCHG
Compare and contrast key facts about iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SXRU.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. SXRU.DE is a passively managed fund by iShares that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 26, 2010. 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 SXRU.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: SXRU.DE or SCHG.
Key characteristics
| SXRU.DE | SCHG | |
|---|---|---|
| YTD Return | 21.49% | 34.22% |
| 1Y Return | 30.53% | 47.39% |
| 3Y Return (Ann) | 10.79% | 11.12% |
| 5Y Return (Ann) | 11.83% | 21.10% |
| 10Y Return (Ann) | 13.37% | 16.82% |
| Sharpe Ratio | 2.56 | 2.71 |
| Sortino Ratio | 3.79 | 3.48 |
| Omega Ratio | 1.53 | 1.49 |
| Calmar Ratio | 4.58 | 3.74 |
| Martin Ratio | 16.00 | 14.90 |
| Ulcer Index | 1.83% | 3.10% |
| Daily Std Dev | 11.40% | 17.06% |
| Max Drawdown | -36.09% | -34.59% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SXRU.DE and SCHG is 0.39, 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
SXRU.DE vs. SCHG - Performance Comparison
In the year-to-date period, SXRU.DE achieves a 21.49% return, which is significantly lower than SCHG's 34.22% return. Over the past 10 years, SXRU.DE has underperformed SCHG with an annualized return of 13.37%, while SCHG has yielded a comparatively higher 16.82% 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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SXRU.DE vs. SCHG - Expense Ratio Comparison
SXRU.DE has a 0.33% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
SXRU.DE vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.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
SXRU.DE vs. SCHG - Dividend Comparison
SXRU.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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRU.DE iShares Dow Jones Industrial Average UCITS ETF (Acc) | 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
SXRU.DE vs. SCHG - Drawdown Comparison
The maximum SXRU.DE drawdown since its inception was -36.09%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for SXRU.DE and SCHG. For additional features, visit the drawdowns tool.
Volatility
SXRU.DE vs. SCHG - Volatility Comparison
The current volatility for iShares Dow Jones Industrial Average UCITS ETF (Acc) (SXRU.DE) is 4.16%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 5.35%. This indicates that SXRU.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.