USLV.L vs. SCHX
Compare and contrast key facts about SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and Schwab U.S. Large-Cap ETF (SCHX).
USLV.L and SCHX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USLV.L is a passively managed fund by State Street that tracks the performance of the Russell 1000 TR USD. It was launched on Oct 3, 2012. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both USLV.L and SCHX 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: USLV.L or SCHX.
Correlation
The correlation between USLV.L and SCHX 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.
Performance
USLV.L vs. SCHX - Performance Comparison
Key characteristics
USLV.L:
1.89
SCHX:
1.88
USLV.L:
2.92
SCHX:
2.52
USLV.L:
1.33
SCHX:
1.34
USLV.L:
1.95
SCHX:
2.86
USLV.L:
8.49
SCHX:
11.67
USLV.L:
2.14%
SCHX:
2.09%
USLV.L:
9.61%
SCHX:
13.00%
USLV.L:
-27.37%
SCHX:
-34.33%
USLV.L:
-1.68%
SCHX:
-0.79%
Returns By Period
In the year-to-date period, USLV.L achieves a 4.19% return, which is significantly higher than SCHX's 3.54% return. Over the past 10 years, USLV.L has underperformed SCHX with an annualized return of 10.70%, while SCHX has yielded a comparatively higher 15.70% annualized return.
USLV.L
4.19%
3.53%
10.55%
18.60%
5.99%
10.70%
SCHX
3.54%
4.26%
15.03%
23.41%
16.00%
15.70%
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USLV.L vs. SCHX - Expense Ratio Comparison
USLV.L has a 0.35% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
USLV.L vs. SCHX — Risk-Adjusted Performance Rank
USLV.L
SCHX
USLV.L vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) and Schwab U.S. Large-Cap ETF (SCHX). 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
USLV.L vs. SCHX - Dividend Comparison
USLV.L has not paid dividends to shareholders, while SCHX's dividend yield for the trailing twelve months is around 2.87%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USLV.L SPDR S&P 500 Low Volatility 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% |
SCHX Schwab U.S. Large-Cap ETF | 2.87% | 2.97% | 3.50% | 3.24% | 2.29% | 3.04% | 5.47% | 5.31% | 5.10% | 2.61% | 4.21% | 4.35% |
Drawdowns
USLV.L vs. SCHX - Drawdown Comparison
The maximum USLV.L drawdown since its inception was -27.37%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for USLV.L and SCHX. For additional features, visit the drawdowns tool.
Volatility
USLV.L vs. SCHX - Volatility Comparison
The current volatility for SPDR S&P 500 Low Volatility UCITS ETF (USLV.L) is 2.36%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 3.27%. This indicates that USLV.L experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.