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iShares Factors US Growth Style ETF (STLG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46436E4035
CUSIP46436E403
IssueriShares
Inception DateJan 14, 2020
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Leveraged1x
Index TrackedRussell US Large Cap Factors Growth Style Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

STLG has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for STLG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: STLG vs. PRFIX, STLG vs. VRAI, STLG vs. PRFHX, STLG vs. SPLG, STLG vs. SCHD, STLG vs. SCHG, STLG vs. ELFNX, STLG vs. IRBO, STLG vs. USXF, STLG vs. XLK

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Factors US Growth Style ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.52%
12.73%
STLG (iShares Factors US Growth Style ETF)
Benchmark (^GSPC)

Returns By Period

iShares Factors US Growth Style ETF had a return of 37.04% year-to-date (YTD) and 45.15% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date37.04%25.48%
1 month2.93%2.14%
6 months15.52%12.76%
1 year45.15%33.14%
5 years (annualized)N/A13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of STLG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.11%7.97%3.04%-5.17%8.20%6.36%-1.33%1.72%2.63%-2.17%37.04%
20238.55%-0.13%5.14%0.41%3.41%7.16%2.18%-0.66%-4.36%-0.93%11.36%4.47%41.90%
2022-8.77%-3.56%2.84%-10.79%-1.82%-8.81%13.17%-4.58%-9.33%6.63%4.14%-8.22%-27.89%
20210.89%-0.74%1.89%5.30%-0.49%5.43%3.26%4.39%-6.59%8.32%1.40%1.88%27.02%
2020-3.01%-8.41%-9.62%14.30%6.83%4.47%5.76%8.13%-3.17%-4.86%10.74%5.86%26.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of STLG is 75, placing it in the top 25% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of STLG is 7575
Combined Rank
The Sharpe Ratio Rank of STLG is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of STLG is 7373Sortino Ratio Rank
The Omega Ratio Rank of STLG is 7777Omega Ratio Rank
The Calmar Ratio Rank of STLG is 7878Calmar Ratio Rank
The Martin Ratio Rank of STLG is 7070Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


STLG
Sharpe ratio
The chart of Sharpe ratio for STLG, currently valued at 2.69, compared to the broader market-2.000.002.004.002.69
Sortino ratio
The chart of Sortino ratio for STLG, currently valued at 3.46, compared to the broader market-2.000.002.004.006.008.0010.0012.003.46
Omega ratio
The chart of Omega ratio for STLG, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for STLG, currently valued at 3.59, compared to the broader market0.005.0010.0015.003.59
Martin ratio
The chart of Martin ratio for STLG, currently valued at 13.76, compared to the broader market0.0020.0040.0060.0080.00100.00120.0013.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.80

Sharpe Ratio

The current iShares Factors US Growth Style ETF Sharpe ratio is 2.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Factors US Growth Style ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.69
2.90
STLG (iShares Factors US Growth Style ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Factors US Growth Style ETF provided a 0.22% dividend yield over the last twelve months, with an annual payout of $0.12 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.202020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.12$0.04$0.04$0.00$0.24

Dividend yield

0.22%0.09%0.14%0.00%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.11
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.01$0.00$0.00$0.01$0.04
2022$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.01$0.00$0.00$0.02$0.04
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2020$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.05$0.24

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.37%
-0.29%
STLG (iShares Factors US Growth Style ETF)
Benchmark (^GSPC)

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 0.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.34%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-31.12%Nov 22, 2021143Jun 16, 2022375Dec 13, 2023518
-13.45%Jul 11, 202420Aug 7, 202447Oct 14, 202467
-9.87%Sep 3, 202041Oct 30, 202021Dec 1, 202062
-9.27%Feb 16, 202115Mar 8, 202123Apr 9, 202138

Volatility

Volatility Chart

The current iShares Factors US Growth Style ETF volatility is 5.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.92%
3.86%
STLG (iShares Factors US Growth Style ETF)
Benchmark (^GSPC)