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AGRW vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AGRW vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring LT Large Growth ETF (AGRW) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AGRW achieves a 5.86% return, which is significantly lower than IUSG's 11.21% return.


AGRW

1D
-1.18%
1M
2.04%
6M
5.05%
YTD
5.86%
1Y
12.48%
3Y*
5Y*
10Y*

IUSG

1D
-1.62%
1M
0.93%
6M
9.36%
YTD
11.21%
1Y
23.87%
3Y*
24.42%
5Y*
13.28%
10Y*
17.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AGRW vs. IUSG - Yearly Performance Comparison


2026 (YTD)2025
AGRW
Allspring LT Large Growth ETF
5.86%23.36%
IUSG
iShares Core S&P U.S. Growth ETF
11.21%28.77%

Correlation

The correlation between AGRW and IUSG is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2025

0.94

The correlation between AGRW and IUSG has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

AGRW vs. IUSG — Risk / Return Rank

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

AGRW
AGRW Risk / Return Rank: 2424
Overall Rank
AGRW Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGRW Sortino Ratio Rank: 2424
Sortino Ratio Rank
AGRW Omega Ratio Rank: 2424
Omega Ratio Rank
AGRW Calmar Ratio Rank: 2121
Calmar Ratio Rank
AGRW Martin Ratio Rank: 2323
Martin Ratio Rank

IUSG
IUSG Risk / Return Rank: 5050
Overall Rank
IUSG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4949
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4848
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4646
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5353
Martin Ratio Rank
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.

AGRW vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring LT Large Growth ETF (AGRW) and iShares Core S&P U.S. Growth ETF (IUSG). 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.

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.


AGRWIUSGDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.14

1.25

-0.11

Calmar ratioReturn relative to maximum drawdown

0.76

1.83

-1.07

Martin ratioReturn relative to average drawdown

2.36

7.22

-4.86

AGRW vs. IUSG - Sharpe Ratio Comparison

The current AGRW Sharpe Ratio is 0.75, which is lower than the IUSG Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AGRW and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AGRW vs. IUSG - Drawdown Comparison

The maximum AGRW drawdown since its inception was -16.46%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for AGRW and IUSG.


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Drawdown Indicators


AGRWIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-16.46%

-63.41%

+46.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.46%

-13.07%

-3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-4.97%

-3.48%

-1.49%

Average Drawdown

Average peak-to-trough decline

-3.48%

-21.37%

+17.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

3.31%

+1.98%

Volatility

AGRW vs. IUSG - Volatility Comparison

The current volatility for Allspring LT Large Growth ETF (AGRW) is 5.39%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 6.32%. This indicates that AGRW experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AGRWIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

6.32%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.54%

13.99%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

17.12%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.85%

21.11%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.85%

20.48%

+1.37%

AGRW vs. IUSG - Expense Ratio Comparison

AGRW has a 0.35% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Dividends

AGRW vs. IUSG - Dividend Comparison

AGRW's dividend yield for the trailing twelve months is around 0.12%, less than IUSG's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
AGRW
Allspring LT Large Growth ETF
0.12%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%

Frequently Asked Questions


With a correlation of 0.93, AGRW and IUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IUSG has higher volatility (6.32%) compared to AGRW (5.39%). In terms of maximum drawdown, AGRW dropped -16.46% vs IUSG's -63.41%.

On 1-year performance, IUSG leads with 23.87% vs 12.48% for AGRW. On fees, IUSG is cheaper at 0.04% per year. On volatility, AGRW has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IUSG has performed better with a 23.87% return vs 12.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.35% for AGRW.

IUSG has the higher dividend yield at 0.49%, compared with 0.12% for AGRW.

They also come from different issuers: Allspring and iShares. Their fees differ too: 0.35% for AGRW and 0.04% for IUSG.

IUSG currently has the higher Sharpe Ratio (1.40 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AGRW and IUSG

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