WEIX vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG).

WEIX and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022. 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

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.

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	-5.35%

Returns By Period

WEIX

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

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

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

WEIX vs. SCHG - Expense Ratio Comparison

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

WEIX

Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

WEIX vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

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.

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

Sharpe Ratios by Period

	WEIX	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.79	—

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 0.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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

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 (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%	-12.51%	+12.51%
Average Drawdown Average peak-to-trough decline	0.00%	-5.22%	+5.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.84%	—

Volatility

Volatility by Period

	WEIX	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	22.45%	-22.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.31%	-22.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.51%	-21.51%