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DUSG vs. ISCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DUSG vs. ISCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and iShares Morningstar Small-Cap Growth ETF (ISCG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DUSG

1D
0.22%
1M
-0.04%
6M
YTD
1Y
3Y*
5Y*
10Y*

ISCG

1D
-0.19%
1M
-0.49%
6M
8.05%
YTD
14.66%
1Y
27.96%
3Y*
15.16%
5Y*
6.32%
10Y*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUSG vs. ISCG - Yearly Performance Comparison


Correlation

The correlation between DUSG and ISCG is 0.86, 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 6, 2026

0.86

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Return for Risk

DUSG vs. ISCG — Risk / Return Rank

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

DUSG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ISCG
ISCG Risk / Return Rank: 5757
Overall Rank
ISCG Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ISCG Sortino Ratio Rank: 5656
Sortino Ratio Rank
ISCG Omega Ratio Rank: 5050
Omega Ratio Rank
ISCG Calmar Ratio Rank: 6161
Calmar Ratio Rank
ISCG Martin Ratio Rank: 6464
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.

DUSG vs. ISCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and iShares Morningstar Small-Cap Growth ETF (ISCG). 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.


DUSGISCGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.46

Martin ratioReturn relative to average drawdown

9.24

DUSG vs. ISCG - Sharpe Ratio Comparison


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Drawdowns

DUSG vs. ISCG - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum ISCG drawdown of -57.72%. Use the drawdown chart below to compare losses from any high point for DUSG and ISCG.


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Drawdown Indicators


DUSGISCGDifference

Max Drawdown

Largest peak-to-trough decline

-4.19%

-57.72%

+53.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-26.71%

Max Drawdown (5Y)

Largest decline over 5 years

-37.80%

Max Drawdown (10Y)

Largest decline over 10 years

-41.48%

Current Drawdown

Current decline from peak

-2.34%

-3.27%

+0.93%

Average Drawdown

Average peak-to-trough decline

-1.13%

-11.58%

+10.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

Volatility

DUSG vs. ISCG - Volatility Comparison


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Volatility by Period


DUSGISCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

18.58%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

23.01%

-8.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.71%

23.13%

-8.42%

DUSG vs. ISCG - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is higher than ISCG's 0.06% expense ratio.


Dividends

DUSG vs. ISCG - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than ISCG's 0.59% yield.


PositionTTM20252024202320222021202020192018201720162015
DUSG
U.S. Small Cap Growth Portfolio: ETF Class Shares
0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISCG
iShares Morningstar Small-Cap Growth ETF
0.59%0.61%0.84%0.77%0.92%0.62%0.10%0.27%0.40%0.52%1.19%0.64%

Frequently Asked Questions


DUSG and ISCG have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISCG is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCG is cheaper with a 0.06% expense ratio, compared with 0.32% for DUSG.

ISCG has the higher dividend yield at 0.59%, compared with 0.14% for DUSG.

They also come from different issuers: Dimensional Fund Advisors and iShares. Their fees differ too: 0.32% for DUSG and 0.06% for ISCG.

Portfolio Optimizer

Find the right allocation for DUSG and ISCG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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