- ISIN
- US46436E4035
- CUSIP
- 46436E403
- Issuer
- iShares
- Inception Date
- Jan 14, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell US Large Cap Factors Growth Style Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $182M
Share Price Chart
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Performance
STLG Performance Chart
iShares Factors US Growth Style ETF (STLG) is up 19.5% since the beginning of the year. STLG is currently trading at $81 per share. Investors who bought $1,000 worth of STLG shares 5 years ago would now be looking at an investment worth $2,400.
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Returns By Period
iShares Factors US Growth Style ETF (STLG) has returned 19.46% so far this year and 42.17% over the past 12 months.
iShares Factors US Growth Style ETF
- 1D
- -0.10%
- 1M
- 3.81%
- YTD
- 19.46%
- 6M
- 18.14%
- 1Y
- 42.17%
- 3Y*
- 32.04%
- 5Y*
- 19.14%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
STLG Monthly Returns History
Based on dividend-adjusted daily data since Jan 16, 2020, STLG's average daily return is +0.09%, while the average monthly return is +1.75%. At this rate, an investment would double in approximately 3.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +15.1%, while the worst month was Apr 2022 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, STLG closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.13% | -2.29% | -5.81% | 14.32% | 12.05% | -0.78% | 19.46% | ||||||
| 2025 | 3.61% | -4.29% | -8.45% | 2.18% | 9.05% | 6.28% | 1.67% | 1.56% | 5.37% | 4.89% | -1.70% | 0.72% | 21.49% |
| 2024 | 4.11% | 7.97% | 3.10% | -5.17% | 8.20% | 6.36% | -1.33% | 1.72% | 2.63% | -2.17% | 7.30% | 0.48% | 37.42% |
| 2023 | 8.55% | -0.13% | 5.32% | 0.41% | 3.41% | 7.54% | 2.18% | -0.66% | -4.22% | -0.93% | 11.36% | 4.47% | 42.86% |
| 2022 | -8.77% | -3.56% | 3.02% | -10.79% | -1.82% | -8.36% | 13.17% | -4.58% | -9.03% | 6.63% | 4.14% | -7.68% | -26.75% |
| 2021 | 0.89% | -0.74% | 2.12% | 5.30% | -0.49% | 5.54% | 3.26% | 4.39% | -6.32% | 8.32% | 1.40% | 2.02% | 27.99% |
Benchmark Metrics
iShares Factors US Growth Style ETF has an annualized alpha of 6.64%, beta of 1.04, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 16, 2020.
- This ETF captured 127.83% of S&P 500 Index gains and 101.50% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 6.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.04 and R2 of 0.79, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.64%
- Beta
- 1.04
- R²
- 0.79
- Upside Capture
- 127.83%
- Downside Capture
- 101.50%
Expense Ratio
STLG has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
STLG ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and compare them to S&P 500 Index.
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.
| STLG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.37 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 2.78 | +0.31 |
| Martin ratioReturn relative to average drawdown | 12.06 | 12.44 | -0.38 |
Dividends
Dividend History
iShares Factors US Growth Style ETF provided a 0.27% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.21 | $0.22 | $0.31 | $0.54 | $0.27 | $0.24 |
Dividend yield | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Factors US Growth Style ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.09 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.21 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.22 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.31 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.54 |
| 2021 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.05 | $0.27 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Factors US Growth Style ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares Factors US Growth Style ETF was 31.34%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current iShares Factors US Growth Style ETF drawdown is 2.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.34%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Bear market2022 | -30.61%Jun 2022 | 5mo 20d | 1y 5mo | 1y 11moDec 2021 - Dec 2023 |
2025 selloff2025 | -23.73%Apr 2025 | 1mo 17d | 2mo 18d | 4mo 5dFeb 2025 - Jun 2025 |
2026 correction2026 | -13.69%Mar 2026 | 1mo 29d | 17d | 2mo 16dJan 2026 - Apr 2026 |
2024 correction2024 | -13.45%Aug 2024 | 27d | 2mo 8d | 3mo 5dJul 2024 - Oct 2024 |
Drawdown Indicators
| STLG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -56.78% | +25.44% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -9.10% | -4.59% |
Max Drawdown (3Y)Largest decline over 3 years | -23.73% | -18.90% | -4.83% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -25.43% | -5.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.23% | -1.80% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -10.71% | +3.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 2.03% | +1.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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