XS8R.L vs. SCHG
Compare and contrast key facts about Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C (XS8R.L) and Schwab U.S. Large-Cap Growth ETF (SCHG).
XS8R.L and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XS8R.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Jun 29, 2007. 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 XS8R.L 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: XS8R.L or SCHG.
Key characteristics
| XS8R.L | SCHG | |
|---|---|---|
| YTD Return | -1.67% | 25.06% |
| 1Y Return | 20.04% | 40.18% |
| 3Y Return (Ann) | -0.29% | 11.54% |
| 5Y Return (Ann) | 9.86% | 20.22% |
| 10Y Return (Ann) | 11.94% | 16.38% |
| Sharpe Ratio | 1.02 | 2.18 |
| Daily Std Dev | 20.73% | 17.45% |
| Max Drawdown | -37.17% | -34.59% |
| Current Drawdown | -14.17% | -2.04% |
Correlation
The correlation between XS8R.L and SCHG is 0.43, 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
XS8R.L vs. SCHG - Performance Comparison
In the year-to-date period, XS8R.L achieves a -1.67% return, which is significantly lower than SCHG's 25.06% return. Over the past 10 years, XS8R.L has underperformed SCHG with an annualized return of 11.94%, while SCHG has yielded a comparatively higher 16.38% annualized return. 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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XS8R.L vs. SCHG - Expense Ratio Comparison
XS8R.L has a 0.20% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
XS8R.L vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C (XS8R.L) 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
XS8R.L vs. SCHG - Dividend Comparison
XS8R.L has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.32%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XS8R.L Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C | 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 | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
Drawdowns
XS8R.L vs. SCHG - Drawdown Comparison
The maximum XS8R.L drawdown since its inception was -37.17%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for XS8R.L and SCHG. For additional features, visit the drawdowns tool.
Volatility
XS8R.L vs. SCHG - Volatility Comparison
Xtrackers MSCI Europe Information Technology ESG Screened UCITS ETF 1C (XS8R.L) has a higher volatility of 7.31% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.95%. This indicates that XS8R.L'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.