EGUS vs. FELG

Last updated Jun 24, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and FELG (Fidelity Enhanced Large Cap Growth ETF) are both Large Cap Growth Equities funds. EGUS is passively managed, while FELG is actively managed. Over the past year, EGUS returned 26.18% vs 20.00% for FELG. With a 0.98 correlation, they move nearly in lockstep. Both charge a 0.18% expense ratio.

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.

Returns By Period

In the year-to-date period, EGUS achieves a 7.09% return, which is significantly higher than FELG's 2.26% return.

EGUS

• 1D: -2.34%
• 1M: -1.95%
• YTD: 7.09%
• 6M: 5.77%
• 1Y: 26.18%
• 3Y*: 24.15%
• 5Y*: —
• 10Y*: —

FELG

• 1D: -1.73%
• 1M: -3.56%
• YTD: 2.26%
• 6M: 0.98%
• 1Y: 20.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EGUS vs. FELG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	7.09%	19.02%	32.85%	5.61%
FELG Fidelity Enhanced Large Cap Growth ETF	2.26%	18.44%	35.45%	4.37%

Correlation

The correlation between EGUS and FELG is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Nov 20, 2023	0.98

The correlation between EGUS and FELG has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

EGUS vs. FELG - Sectors Allocation Comparison

Sectors	EGUS	FELG
Technology	54.5%	54.2%
Consumer Cyclical	12.6%	11.4%
Communication Services	11.1%	12.2%
Industrials	7.3%	6.1%
Healthcare	5.9%	7.0%
Financial Services	3.8%	4.4%
Real Estate	1.5%	0.1%
Utilities	1.1%	1.0%
Energy	1.1%	0.7%
Basic Materials	0.7%	0.0%
Consumer Defensive	0.2%	1.3%

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: 42
EGUS Sharpe Ratio Rank: 47
EGUS Sortino Ratio Rank: 43
EGUS Omega Ratio Rank: 44
EGUS Calmar Ratio Rank: 36
EGUS Martin Ratio Rank: 38

FELG

FELG Risk / Return Rank: 32
FELG Sharpe Ratio Rank: 35
FELG Sortino Ratio Rank: 34
FELG Omega Ratio Rank: 34
FELG Calmar Ratio Rank: 26
FELG Martin Ratio Rank: 30

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.

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.

	EGUS	FELG	Difference
Sharpe ratio: Return per unit of total volatility	1.51	1.24	+0.27
Sortino ratio: Return per unit of downside risk	2.05	1.73	+0.32
Omega ratio: Gain probability vs. loss probability	1.26	1.22	+0.04
Calmar ratio: Return relative to maximum drawdown	1.68	1.24	+0.44
Martin ratio: Return relative to average drawdown	5.58	4.14	+1.44

EGUS vs. FELG - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.51, which is comparable to the FELG Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EGUS and FELG, 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

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%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	—	—
Current Drawdown Current decline from peak	-5.47%	-6.32%	+0.85%
Average Drawdown Average peak-to-trough decline	-3.37%	-3.54%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	4.84%	-0.14%

Volatility

EGUS vs. FELG - Volatility Comparison

Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a higher volatility of 7.10% compared to Fidelity Enhanced Large Cap Growth ETF (FELG) at 6.15%. This indicates that EGUS's price experiences larger fluctuations and is considered to be riskier than FELG based on this measure. 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	7.10%	6.15%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	13.93%	12.66%	+1.27%
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	16.29%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.33%	20.00%	-0.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.33%	20.00%	-0.67%

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%.

Dividends

EGUS vs. FELG - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.21%, less than FELG's 0.36% yield.

Position	TTM	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.21%	0.22%	0.25%	0.36%
FELG Fidelity Enhanced Large Cap Growth ETF	0.36%	0.38%	0.44%	0.11%

Frequently Asked Questions

Can I hold both EGUS and FELG in my portfolio?

With a correlation of 0.97, EGUS and FELG 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.

Which is riskier, EGUS or FELG?

EGUS has higher volatility (7.10%) compared to FELG (6.15%). In terms of maximum drawdown, EGUS dropped -24.87% vs FELG's -23.89%.

Which ETF is better, EGUS or FELG?

On 1-year performance, EGUS leads with 26.18% vs 20.00% for FELG. Both ETFs have the same 0.18% expense ratio. On volatility, FELG has been the lower-risk option at 6.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGUS or FELG?

Over the 1-year period, EGUS has performed better with a 26.18% return vs 20.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGUS or FELG?

EGUS and FELG have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, EGUS or FELG?

FELG has the higher dividend yield at 0.36%, compared with 0.21% for EGUS.

What is the main difference between EGUS and FELG?

They also come from different issuers: iShares and Fidelity.

Which has better risk-adjusted returns?

EGUS currently has the higher Sharpe Ratio (1.51 vs 1.24), 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.