TR1.DE vs. SCHG
Compare and contrast key facts about T. Rowe Price Group Inc (TR1.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).
TR1.DE is managed by T. Rowe Price. 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.
Performance
TR1.DE vs. SCHG - Performance Comparison
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TR1.DE vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TR1.DE T. Rowe Price Group Inc | -10.66% | -16.28% | 17.64% | -0.97% | -38.34% | 47.78% | 10.00% | 40.02% | -10.38% | 18.77% |
SCHG Schwab U.S. Large-Cap Growth ETF | -8.34% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Different Trading Currencies
TR1.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, TR1.DE achieves a -10.66% return, which is significantly lower than SCHG's -8.34% return. Over the past 10 years, TR1.DE has underperformed SCHG with an annualized return of 3.94%, while SCHG has yielded a comparatively higher 16.77% annualized return.
TR1.DE
- 1D
- 1.02%
- 1M
- -1.79%
- YTD
- -10.66%
- 6M
- -7.76%
- 1Y
- -3.85%
- 3Y*
- -5.07%
- 5Y*
- -8.28%
- 10Y*
- 3.94%
SCHG
- 1D
- 0.86%
- 1M
- -3.45%
- YTD
- -8.34%
- 6M
- -6.85%
- 1Y
- 9.17%
- 3Y*
- 19.69%
- 5Y*
- 13.17%
- 10Y*
- 16.77%
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Return for Risk
TR1.DE vs. SCHG — Risk / Return Rank
TR1.DE
SCHG
TR1.DE vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group Inc (TR1.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.
| TR1.DE | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.37 | -0.52 |
Sortino ratioReturn per unit of downside risk | -0.00 | 0.69 | -0.70 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.10 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.66 | 0.66 | -1.32 |
Martin ratioReturn relative to average drawdown | -1.33 | 1.83 | -3.16 |
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
| TR1.DE | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | 0.37 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.31 | 0.60 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.77 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.86 | -0.56 |
Correlation
The correlation between TR1.DE and SCHG is 0.18, 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.
Dividends
TR1.DE vs. SCHG - Dividend Comparison
TR1.DE's dividend yield for the trailing twelve months is around 4.82%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TR1.DE T. Rowe Price Group Inc | 4.82% | 4.29% | 3.57% | 3.97% | 3.83% | 3.08% | 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
TR1.DE vs. SCHG - Drawdown Comparison
The maximum TR1.DE drawdown since its inception was -57.46%, which is greater than SCHG's maximum drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for TR1.DE and SCHG.
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Drawdown Indicators
| TR1.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.46% | -34.59% | -22.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -16.41% | -2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -57.46% | -34.59% | -22.87% |
Max Drawdown (10Y)Largest decline over 10 years | -57.46% | -34.59% | -22.87% |
Current DrawdownCurrent decline from peak | -51.09% | -12.51% | -38.58% |
Average DrawdownAverage peak-to-trough decline | -31.15% | -5.22% | -25.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 4.84% | +9.59% |
Volatility
TR1.DE vs. SCHG - Volatility Comparison
T. Rowe Price Group Inc (TR1.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.82% and 5.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TR1.DE | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.82% | 5.83% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 12.82% | +5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.32% | 24.67% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.01% | 22.00% | +11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.09% | 21.88% | +20.21% |