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WEIX vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WEIX and SCHG is 0.65, 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.


-0.50.00.51.00.7

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.

10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
30.22%
46.83%
WEIX
SCHG

Key characteristics

Sharpe Ratio

WEIX:

-0.21

SCHG:

1.96

Sortino Ratio

WEIX:

-0.06

SCHG:

2.56

Omega Ratio

WEIX:

0.99

SCHG:

1.35

Calmar Ratio

WEIX:

-0.20

SCHG:

2.81

Martin Ratio

WEIX:

-0.60

SCHG:

10.89

Ulcer Index

WEIX:

10.12%

SCHG:

3.19%

Daily Std Dev

WEIX:

29.52%

SCHG:

17.72%

Max Drawdown

WEIX:

-30.55%

SCHG:

-34.59%

Current Drawdown

WEIX:

-15.51%

SCHG:

-4.78%

Returns By Period


WEIX

YTD

0.00%

1M

-5.34%

6M

-15.51%

1Y

-7.25%

5Y*

N/A

10Y*

N/A

SCHG

YTD

-0.57%

1M

-3.35%

6M

6.72%

1Y

33.19%

5Y*

18.85%

10Y*

16.88%

*Annualized

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WEIX vs. SCHG - Expense Ratio Comparison

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


Expense ratio chart for WEIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

WEIX vs. SCHG — Risk-Adjusted Performance Rank

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

WEIX
The Risk-Adjusted Performance Rank of WEIX is 88
Overall Rank
The Sharpe Ratio Rank of WEIX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of WEIX is 99
Sortino Ratio Rank
The Omega Ratio Rank of WEIX is 88
Omega Ratio Rank
The Calmar Ratio Rank of WEIX is 55
Calmar Ratio Rank
The Martin Ratio Rank of WEIX is 77
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 8181
Overall Rank
The Sharpe Ratio Rank of SCHG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 8080
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 8181
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WEIX vs. SCHG - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for WEIX, currently valued at -0.24, compared to the broader market0.002.004.00-0.241.96
The chart of Sortino ratio for WEIX, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.0010.00-0.102.56
The chart of Omega ratio for WEIX, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.35
The chart of Calmar ratio for WEIX, currently valued at -0.23, compared to the broader market0.005.0010.0015.00-0.232.81
The chart of Martin ratio for WEIX, currently valued at -0.69, compared to the broader market0.0020.0040.0060.0080.00100.00-0.6910.89
WEIX
SCHG

The current WEIX Sharpe Ratio is -0.21, which is lower than the SCHG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of WEIX and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.24
1.96
WEIX
SCHG

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 0.40%.


TTM20242023202220212020201920182017201620152014
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
0.40%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

WEIX vs. SCHG - Drawdown Comparison

The maximum WEIX drawdown since its inception was -30.55%, 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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-15.51%
-4.78%
WEIX
SCHG

Volatility

WEIX vs. SCHG - Volatility Comparison

Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 6.13% and 6.17%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
6.13%
6.17%
WEIX
SCHG