WEIX vs. SCHG

Last updated Jun 24, 2026

WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - WEIX is a Volatility fund actively managed by Dynamic Shares Trust, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. WEIX is actively managed, while SCHG is passively managed. WEIX charges 0.50%/yr vs 0.04%/yr for SCHG.

Performance

WEIX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

WEIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: -1.37%
• 1M: -3.93%
• YTD: 1.35%
• 6M: 0.09%
• 1Y: 17.91%
• 3Y*: 22.13%
• 5Y*: 13.27%
• 10Y*: 18.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEIX vs. SCHG - Yearly Performance Comparison

	2026 (YTD)
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	8.54%

Return for Risk

WEIX vs. SCHG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WEIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SCHG

SCHG Risk / Return Rank: 28
SCHG Sharpe Ratio Rank: 31
SCHG Sortino Ratio Rank: 30
SCHG Omega Ratio Rank: 30
SCHG Calmar Ratio Rank: 23
SCHG Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WEIX vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WEIX	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.11	—
Sortino ratio: Return per unit of downside risk	—	1.56	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	1.10	—
Martin ratio: Return relative to average drawdown	—	3.58	—

Drawdowns

WEIX vs. SCHG - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for WEIX and SCHG.

Drawdown Indicators

	WEIX	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-34.59%	+34.59%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-23.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	0.00%	-6.46%	+6.46%
Average Drawdown Average peak-to-trough decline	0.00%	-5.20%	+5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.02%	—

Volatility

Volatility by Period

	WEIX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	16.24%	-16.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.38%	-22.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.58%	-21.58%

WEIX vs. SCHG - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

WEIX vs. SCHG - Dividend Comparison

WEIX has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.38%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SCHG Schwab U.S. Large-Cap Growth ETF	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures 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%

Frequently Asked Questions

Which ETF is better, WEIX or SCHG?

On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEIX or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.50% for WEIX.

Which ETF pays a higher dividend yield, WEIX or SCHG?

SCHG has the higher dividend yield at 0.38%, compared with 0.00% for WEIX.

What is the main difference between WEIX and SCHG?

WEIX is categorized as Volatility, while SCHG is Large Cap Growth Equities. They also come from different issuers: Dynamic Shares Trust and Charles Schwab. Their fees differ too: 0.50% for WEIX and 0.04% for SCHG.