BROL vs. ILCB
BROL (Baron Risk Optimized Large Cap ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds. BROL is actively managed, while ILCB is passively managed. Their correlation of 0.89 suggests significant overlap in exposure. BROL charges 0.45%/yr vs 0.03%/yr for ILCB.
Performance
BROL vs. ILCB - Performance Comparison
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Returns By Period
BROL
- 1D
- -0.63%
- 1M
- 4.15%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCB
- 1D
- -0.47%
- 1M
- 1.58%
- 6M
- 8.79%
- YTD
- 10.40%
- 1Y
- 21.65%
- 3Y*
- 21.25%
- 5Y*
- 12.73%
- 10Y*
- 14.67%
BROL vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BROL Baron Risk Optimized Large Cap ETF | 2.61% |
ILCB iShares Morningstar U.S. Equity ETF | 0.12% |
Correlation
The correlation between BROL and ILCB is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 27, 2026 | 0.89 |
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Return for Risk
BROL vs. ILCB — Risk / Return Rank
BROL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ILCB
BROL vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Risk Optimized Large Cap ETF (BROL) and iShares Morningstar U.S. Equity ETF (ILCB). 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.
| BROL | ILCB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.39 | — |
| Martin ratioReturn relative to average drawdown | — | 10.37 | — |
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Drawdowns
BROL vs. ILCB - Drawdown Comparison
The maximum BROL drawdown since its inception was -4.67%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for BROL and ILCB.
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Drawdown Indicators
| BROL | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.67% | -51.53% | +46.86% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.09% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.05% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -0.63% | -1.31% | +0.68% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -6.22% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
BROL vs. ILCB - Volatility Comparison
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Volatility by Period
| BROL | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 12.65% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.17% | 17.24% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 18.16% | -0.99% |
BROL vs. ILCB - Expense Ratio Comparison
BROL has a 0.45% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Dividends
BROL vs. ILCB - Dividend Comparison
BROL has not paid dividends to shareholders, while ILCB's dividend yield for the trailing twelve months is around 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BROL Baron Risk Optimized Large Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 0.98% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Frequently Asked Questions
BROL and ILCB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ILCB is cheaper with a 0.03% expense ratio, compared with 0.45% for BROL.
ILCB has the higher dividend yield at 0.98%, compared with 0.00% for BROL.
They also come from different issuers: Baron Capital and iShares. Their fees differ too: 0.45% for BROL and 0.03% for ILCB.
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