BUYZ vs. ILCG

Last updated Jul 15, 2026

BUYZ (Franklin Disruptive Commerce ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds. BUYZ is actively managed, while ILCG is passively managed. Over the past 5 years, BUYZ returned -7.25%/yr vs 12.67%/yr for ILCG. Their correlation of 0.81 suggests significant overlap in exposure. BUYZ charges 0.50%/yr vs 0.04%/yr for ILCG.

Performance

BUYZ vs. ILCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUYZ achieves a -12.43% return, which is significantly lower than ILCG's 11.72% return.

BUYZ

• 1D: 0.41%
• 1M: 5.54%
• 6M: -14.05%
• YTD: -12.43%
• 1Y: -13.11%
• 3Y*: 9.09%
• 5Y*: -7.25%
• 10Y*: —

ILCG

• 1D: 1.40%
• 1M: 1.60%
• 6M: 9.86%
• YTD: 11.72%
• 1Y: 19.42%
• 3Y*: 22.98%
• 5Y*: 12.67%
• 10Y*: 17.68%

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

BUYZ vs. ILCG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BUYZ Franklin Disruptive Commerce ETF	-12.43%	8.70%	28.25%	39.13%	-49.81%	-19.38%	117.10%
ILCG iShares Morningstar Growth ETF	11.72%	16.71%	32.82%	40.41%	-31.75%	24.33%	42.03%

Correlation

The correlation between BUYZ and ILCG is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 28, 2020	0.81

The correlation between BUYZ and ILCG shifts across timeframes, from 0.64 (1 year) to 0.83 (5 years), reflecting how their relationship changes across market environments.

BUYZ vs. ILCG - Sectors Allocation Comparison

Sectors	BUYZ	ILCG
Consumer Cyclical	33.9%	10.1%
Technology	27.0%	53.1%
Communication Services	17.0%	13.5%
Financial Services	6.7%	5.5%
Consumer Defensive	5.4%	1.4%
Industrials	5.1%	7.7%
Real Estate	2.8%	1.3%
Healthcare	0.7%	5.2%
Basic Materials	-	1.0%
Energy	-	0.4%
Utilities	-	0.7%

Return for Risk

BUYZ vs. ILCG — Risk / Return Rank

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

BUYZ

BUYZ Risk / Return Rank: 5
BUYZ Sharpe Ratio Rank: 4
BUYZ Sortino Ratio Rank: 5
BUYZ Omega Ratio Rank: 5
BUYZ Calmar Ratio Rank: 6
BUYZ Martin Ratio Rank: 6

ILCG

ILCG Risk / Return Rank: 34
ILCG Sharpe Ratio Rank: 37
ILCG Sortino Ratio Rank: 34
ILCG Omega Ratio Rank: 35
ILCG Calmar Ratio Rank: 30
ILCG Martin Ratio Rank: 34

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.

BUYZ vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and iShares Morningstar Growth ETF (ILCG). 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.

	BUYZ	ILCG	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	1.08	-1.66
Sortino ratio: Return per unit of downside risk	-0.66	1.52	-2.18
Omega ratio: Gain probability vs. loss probability	0.92	1.20	-0.28
Calmar ratio: Return relative to maximum drawdown	-0.43	1.25	-1.67
Martin ratio: Return relative to average drawdown	-0.77	4.17	-4.95

BUYZ vs. ILCG - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.58, which is lower than the ILCG Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of BUYZ and ILCG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUYZ vs. ILCG - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than ILCG's maximum drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for BUYZ and ILCG.

Drawdown Indicators

	BUYZ	ILCG	Difference
Max Drawdown Largest peak-to-trough decline	-68.04%	-52.98%	-15.06%
Max Drawdown (1Y) Largest decline over 1 year	-30.85%	-15.65%	-15.20%
Max Drawdown (3Y) Largest decline over 3 years	-30.85%	-23.10%	-7.75%
Max Drawdown (5Y) Largest decline over 5 years	-63.21%	-35.38%	-27.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.38%	—
Current Drawdown Current decline from peak	-43.48%	-3.41%	-40.07%
Average Drawdown Average peak-to-trough decline	-38.84%	-8.20%	-30.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.01%	4.66%	+12.35%

Volatility

BUYZ vs. ILCG - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) and iShares Morningstar Growth ETF (ILCG) have volatilities of 7.07% and 7.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUYZ	ILCG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	7.00%	+0.07%
Volatility (6M) Calculated over the trailing 6-month period	18.01%	15.12%	+2.89%
Volatility (1Y) Calculated over the trailing 1-year period	22.79%	18.11%	+4.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.25%	22.31%	+4.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.82%	21.65%	+8.17%

BUYZ vs. ILCG - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than ILCG's 0.04% expense ratio.

Dividends

BUYZ vs. ILCG - Dividend Comparison

BUYZ has not paid dividends to shareholders, while ILCG's dividend yield for the trailing twelve months is around 0.41%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ILCG iShares Morningstar Growth ETF	0.41%	0.47%	0.50%	0.69%	0.75%	0.34%	0.28%	0.54%	0.81%	0.89%	0.95%	0.99%

Frequently Asked Questions

Can I hold both BUYZ and ILCG in my portfolio?

BUYZ and ILCG have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUYZ or ILCG?

BUYZ has higher volatility (7.07%) compared to ILCG (7.00%). In terms of maximum drawdown, BUYZ dropped -68.04% vs ILCG's -52.98%.

Which ETF is better, BUYZ or ILCG?

On 5-year performance, ILCG leads with 12.67% vs -7.25% for BUYZ. On fees, ILCG is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUYZ or ILCG?

Over the 5-year period, ILCG has performed better with a 12.67% return vs -7.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUYZ or ILCG?

ILCG is cheaper with a 0.04% expense ratio, compared with 0.50% for BUYZ.

Which ETF pays a higher dividend yield, BUYZ or ILCG?

ILCG has the higher dividend yield at 0.41%, compared with 0.00% for BUYZ.

What is the main difference between BUYZ and ILCG?

They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.50% for BUYZ and 0.04% for ILCG.

Which has better risk-adjusted returns?

ILCG currently has the higher Sharpe Ratio (1.08 vs -0.58), 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.