BGRO vs. IUSG

Last updated Apr 2, 2026

Compare and contrast key facts about BlackRock Large Cap Growth ETF (BGRO) and iShares Core S&P U.S. Growth ETF (IUSG).

BGRO and IUSG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BGRO is an actively managed fund by iShares. It was launched on Jun 4, 2024. IUSG is a passively managed fund by iShares that tracks the performance of the Russell 3000 Growth Index. It was launched on Jul 24, 2000.

Performance

BGRO vs. IUSG - Performance Comparison

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

BGRO vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BGRO BlackRock Large Cap Growth ETF	-8.48%	12.37%	10.92%
IUSG iShares Core S&P U.S. Growth ETF	-6.29%	21.23%	13.87%

Returns By Period

In the year-to-date period, BGRO achieves a -8.48% return, which is significantly lower than IUSG's -6.29% return.

BGRO

• 1D: 1.52%
• 1M: -4.78%
• YTD: -8.48%
• 6M: -10.04%
• 1Y: 14.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUSG

• 1D: 1.35%
• 1M: -4.30%
• YTD: -6.29%
• 6M: -4.63%
• 1Y: 23.27%
• 3Y*: 21.89%
• 5Y*: 12.17%
• 10Y*: 15.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRO vs. IUSG - Expense Ratio Comparison

BGRO has a 0.55% expense ratio, which is higher than IUSG's 0.04% expense ratio.

BGRO

BlackRock Large Cap Growth ETF

IUSG

iShares Core S&P U.S. Growth ETF

Return for Risk

BGRO vs. IUSG — Risk / Return Rank

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

BGRO

BGRO Risk / Return Rank: 32
BGRO Sharpe Ratio Rank: 30
BGRO Sortino Ratio Rank: 33
BGRO Omega Ratio Rank: 32
BGRO Calmar Ratio Rank: 32
BGRO Martin Ratio Rank: 31

IUSG

IUSG Risk / Return Rank: 64
IUSG Sharpe Ratio Rank: 58
IUSG Sortino Ratio Rank: 63
IUSG Omega Ratio Rank: 61
IUSG Calmar Ratio Rank: 70
IUSG Martin Ratio Rank: 69

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.

BGRO vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Large Cap Growth ETF (BGRO) 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.

	BGRO	IUSG	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.06	-0.46
Sortino ratio Return per unit of downside risk	1.04	1.64	-0.60
Omega ratio Gain probability vs. loss probability	1.14	1.23	-0.09
Calmar ratio Return relative to maximum drawdown	0.89	1.87	-0.97
Martin ratio Return relative to average drawdown	3.01	7.25	-4.24
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGRO vs. IUSG - Sharpe Ratio Comparison

The current BGRO Sharpe Ratio is 0.60, which is lower than the IUSG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BGRO and IUSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BGRO	IUSG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.06	-0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.59	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.77	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.35	-0.03

Correlation

The correlation between BGRO and IUSG is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BGRO vs. IUSG - Dividend Comparison

BGRO's dividend yield for the trailing twelve months is around 0.04%, less than IUSG's 0.57% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGRO BlackRock Large Cap Growth ETF	0.04%	0.04%	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	0.57%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Drawdowns

BGRO vs. IUSG - Drawdown Comparison

The maximum BGRO drawdown since its inception was -24.94%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for BGRO and IUSG.

Drawdown Indicators

	BGRO	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-63.41%	+38.47%
Max Drawdown (1Y) Largest decline over 1 year	-17.64%	-13.07%	-4.57%
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	-13.09%	-8.34%	-4.75%
Average Drawdown Average peak-to-trough decline	-4.94%	-21.57%	+16.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.23%	3.37%	+1.86%

Volatility

BGRO vs. IUSG - Volatility Comparison

BlackRock Large Cap Growth ETF (BGRO) has a higher volatility of 7.85% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 7.27%. This indicates that BGRO's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGRO	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.85%	7.27%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	14.58%	12.59%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	24.76%	22.05%	+2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.98%	20.83%	+3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.98%	20.34%	+3.64%