EGUS vs. FELG

Last updated Apr 2, 2026

Compare and contrast key facts about Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Fidelity Enhanced Large Cap Growth ETF (FELG).

EGUS and FELG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EGUS is a passively managed fund by iShares that tracks the performance of the MSCI USA Growth Extended ESG Focus Index. It was launched on Jan 31, 2023. FELG is an actively managed fund by Fidelity. It was launched on Nov 20, 2023.

Performance

EGUS vs. FELG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Fidelity Enhanced Large Cap Growth ETF (FELG). The values are adjusted to include any dividend payments, if applicable.

EGUS vs. FELG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	-8.81%	19.02%	32.85%	4.53%
FELG Fidelity Enhanced Large Cap Growth ETF	-9.08%	18.44%	35.45%	4.20%

Returns By Period

The year-to-date returns for both stocks are quite close, with EGUS having a -8.81% return and FELG slightly lower at -9.08%.

EGUS

• 1D: 1.05%
• 1M: -3.88%
• YTD: -8.81%
• 6M: -6.88%
• 1Y: 21.37%
• 3Y*: 21.89%
• 5Y*: —
• 10Y*: —

FELG

• 1D: 1.04%
• 1M: -4.28%
• YTD: -9.08%
• 6M: -8.16%
• 1Y: 19.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGUS vs. FELG - Expense Ratio Comparison

Both EGUS and FELG have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

EGUS

Ishares ESG Aware MSCI USA Growth ETF

FELG

Fidelity Enhanced Large Cap Growth ETF

Return for Risk

EGUS vs. FELG — Risk / Return Rank

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

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 52
EGUS Sortino Ratio Rank: 53
EGUS Omega Ratio Rank: 52
EGUS Calmar Ratio Rank: 51
EGUS Martin Ratio Rank: 46

FELG

FELG Risk / Return Rank: 48
FELG Sharpe Ratio Rank: 46
FELG Sortino Ratio Rank: 51
FELG Omega Ratio Rank: 50
FELG Calmar Ratio Rank: 47
FELG Martin Ratio Rank: 45

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.

EGUS vs. FELG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Fidelity Enhanced Large Cap Growth ETF (FELG). 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.

	EGUS	FELG	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.87	+0.11
Sortino ratio Return per unit of downside risk	1.48	1.41	+0.07
Omega ratio Gain probability vs. loss probability	1.21	1.20	+0.01
Calmar ratio Return relative to maximum drawdown	1.44	1.28	+0.16
Martin ratio Return relative to average drawdown	4.82	4.39	+0.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGUS vs. FELG - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 0.98, which is comparable to the FELG Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of EGUS and FELG, 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

	EGUS	FELG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.87	+0.11
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	0.97	+0.13

Correlation

The correlation between EGUS and FELG is 0.98, 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

EGUS vs. FELG - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.24%, less than FELG's 0.40% yield.

	TTM	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.24%	0.22%	0.25%	0.36%
FELG Fidelity Enhanced Large Cap Growth ETF	0.40%	0.38%	0.44%	0.11%

Drawdowns

EGUS vs. FELG - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, roughly equal to the maximum FELG drawdown of -23.89%. Use the drawdown chart below to compare losses from any high point for EGUS and FELG.

Drawdown Indicators

	EGUS	FELG	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-23.89%	-0.98%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-16.17%	+0.51%
Current Drawdown Current decline from peak	-11.63%	-11.99%	+0.36%
Average Drawdown Average peak-to-trough decline	-3.42%	-3.57%	+0.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.68%	4.73%	-0.05%

Volatility

EGUS vs. FELG - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Fidelity Enhanced Large Cap Growth ETF (FELG) have volatilities of 6.98% and 6.95%, 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.

Volatility by Period

	EGUS	FELG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.98%	6.95%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	13.29%	12.45%	+0.84%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	22.60%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.31%	20.23%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.31%	20.23%	-0.92%