DVQQ vs. IUSG
DVQQ (WEBs QQQ Defined Volatility ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - DVQQ tracks the Syntax Defined Volatility Triple Qs Index while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past year, DVQQ returned 28.24% vs 21.76% for IUSG. Their correlation of 0.93 means they have usually moved in the same direction. DVQQ charges 0.94%/yr vs 0.04%/yr for IUSG.
Performance
DVQQ vs. IUSG - Performance Comparison
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Returns By Period
In the year-to-date period, DVQQ achieves a 11.17% return, which is significantly higher than IUSG's 10.32% return.
DVQQ
- 1D
- 0.67%
- 1M
- -2.69%
- 6M
- 9.43%
- YTD
- 11.17%
- 1Y
- 28.24%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.46%
IUSG
- 1D
- 1.37%
- 1M
- -0.25%
- 6M
- 9.46%
- YTD
- 10.32%
- 1Y
- 21.76%
- 3Y*
- 23.41%
- 5Y*
- 12.96%
- 10Y*
- 17.06%
- ALL TIME*
- 8.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $24.59K | $14.02K | $49.42K | |
| $108.31M | $93.20M | $100.12M |
DVQQ vs. IUSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 11.17% | 18.03% | -7.84% |
IUSG iShares Core S&P U.S. Growth ETF | 10.32% | 21.23% | -3.71% |
Correlation
The correlation between DVQQ and IUSG is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024 | 0.93 |
The correlation between DVQQ 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
DVQQ vs. IUSG — Risk / Return Rank
DVQQ
IUSG
DVQQ vs. IUSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) 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.
| DVQQ | IUSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.19 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.49 | -0.18 |
| Martin ratioReturn relative to average drawdown | 3.88 | 5.55 | -1.67 |
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Drawdowns
DVQQ vs. IUSG - Drawdown Comparison
The maximum DVQQ drawdown since its inception was -25.28%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for DVQQ and IUSG.
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Drawdown Indicators
| DVQQ | IUSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -63.41% | +38.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.89% | -13.07% | -4.82% |
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 DrawdownCurrent decline from peak | -8.75% | -4.25% | -4.50% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -21.33% | +14.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 3.52% | +2.55% |
Volatility
DVQQ vs. IUSG - Volatility Comparison
WEBs QQQ Defined Volatility ETF (DVQQ) and iShares Core S&P U.S. Growth ETF (IUSG) have volatilities of 5.97% and 5.95%, 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.
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Volatility by Period
| DVQQ | IUSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 5.95% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 17.86% | 14.56% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.44% | 17.79% | +6.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.65% | 21.19% | +3.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 20.54% | +4.11% |
DVQQ vs. IUSG - Expense Ratio Comparison
DVQQ has a 0.94% expense ratio, which is higher than IUSG's 0.04% expense ratio.
Dividends
DVQQ vs. IUSG - Dividend Comparison
DVQQ's dividend yield for the trailing twelve months is around 0.03%, less than IUSG's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 0.03% | 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 | 0.50% | 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 0.94, DVQQ 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.
DVQQ has higher volatility (5.97%) compared to IUSG (5.95%). In terms of maximum drawdown, DVQQ dropped -25.28% vs IUSG's -63.41%.
On 1-year performance, DVQQ leads with 28.24% vs 21.76% for IUSG. On fees, IUSG 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.
Over the 1-year period, DVQQ has performed better with a 28.24% return vs 21.76%. 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 0.94% for DVQQ.
IUSG has the higher dividend yield at 0.50%, compared with 0.03% for DVQQ.
DVQQ tracks Syntax Defined Volatility Triple Qs Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: WEBs and iShares. Their fees differ too: 0.94% for DVQQ and 0.04% for IUSG.
IUSG currently has the higher Sharpe Ratio (1.10 vs 0.97), 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.
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