USML vs. SCHG
Compare and contrast key facts about ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) and Schwab U.S. Large-Cap Growth ETF (SCHG).
USML and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USML is a passively managed fund by UBS that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Feb 4, 2021. 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 USML 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: USML or SCHG.
Key characteristics
| USML | SCHG | |
|---|---|---|
| YTD Return | 30.02% | 29.15% |
| 1Y Return | 51.44% | 49.83% |
| 3Y Return (Ann) | 6.65% | 10.40% |
| Sharpe Ratio | 3.39 | 3.05 |
| Sortino Ratio | 4.32 | 3.87 |
| Omega Ratio | 1.58 | 1.55 |
| Calmar Ratio | 2.02 | 3.83 |
| Martin Ratio | 20.81 | 16.44 |
| Ulcer Index | 2.57% | 3.08% |
| Daily Std Dev | 15.80% | 16.63% |
| Max Drawdown | -35.34% | -34.59% |
| Current Drawdown | -4.84% | -0.45% |
Correlation
The correlation between USML and SCHG is 0.69, 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
USML vs. SCHG - Performance Comparison
The year-to-date returns for both stocks are quite close, with USML having a 30.02% return and SCHG slightly lower at 29.15%. 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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USML vs. SCHG - Expense Ratio Comparison
USML has a 0.95% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
USML vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) 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
USML vs. SCHG - Dividend Comparison
USML has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.41%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USML ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN | 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 | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
Drawdowns
USML vs. SCHG - Drawdown Comparison
The maximum USML drawdown since its inception was -35.34%, roughly equal to the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for USML and SCHG. For additional features, visit the drawdowns tool.
Volatility
USML vs. SCHG - Volatility Comparison
ETRACS 2x Leveraged MSCI US Minimum Volatility Factor TR ETN (USML) has a higher volatility of 4.77% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.43%. This indicates that USML'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.