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EGUS vs. ILCG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGUS vs. ILCG

Last updated Aug 2, 2026
Documentation

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and ILCG (iShares Morningstar Growth ETF) are both Large Cap Growth Equities funds from iShares - EGUS tracks the MSCI USA Growth Extended ESG Focus Index while ILCG tracks the Morningstar US Large-Mid Cap Broad Growth Index Gross. Both are passively managed. Over the past 3 years, EGUS returned 22.36%/yr vs 21.19%/yr for ILCG. Their 0.98 correlation means they have historically moved very closely together. EGUS charges 0.18%/yr vs 0.04%/yr for ILCG.

Performance

EGUS vs. ILCG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with EGUS having a 7.97% return and ILCG slightly lower at 7.63%.

EGUS

1D
1.33%
1M
-0.80%
6M
10.13%
YTD
7.97%
1Y
20.16%
3Y*
22.36%
5Y*
—
10Y*
—
ALL TIME*
24.82%

ILCG

1D
1.01%
1M
-2.02%
6M
6.99%
YTD
7.63%
1Y
14.00%
3Y*
21.19%
5Y*
11.47%
10Y*
17.08%
ALL TIME*
11.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

EGUS

Ishares ESG Aware MSCI USA Growth ETF
$143.52K$111.36K$164.88K

ILCG

iShares Morningstar Growth ETF
$5.46M$7.04M$9.78M

EGUS vs. ILCG - Yearly Performance Comparison

2026 (YTD)202520242023
EGUS
Ishares ESG Aware MSCI USA Growth ETF		7.97%19.02%32.85%27.00%
ILCG
iShares Morningstar Growth ETF		7.63%16.71%32.82%27.21%

Correlation

The correlation between EGUS and ILCG is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.97

Correlation (3Y)
Balances recent behavior with more history.

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2023

0.98

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

EGUS vs. ILCG - Sectors Allocation Comparison

Sectors
EGUS
ILCG

Technology

55.6%
54.1%

Consumer Cyclical

11.9%
9.2%

Communication Services

9.9%
9.7%

Industrials

7.2%
10.9%

Healthcare

6.2%
5.3%

Financial Services

4.2%
4.7%

Real Estate

1.7%
1.5%

Energy

1.1%
0.7%

Utilities

1.1%
0.9%

Basic Materials

0.8%
1.4%

Consumer Defensive

0.2%
1.6%

Technology

EGUS
55.6%
ILCG
54.1%

Consumer Cyclical

EGUS
11.9%
ILCG
9.2%

Communication Services

EGUS
9.9%
ILCG
9.7%

Industrials

EGUS
7.2%
ILCG
10.9%

Healthcare

EGUS
6.2%
ILCG
5.3%

Financial Services

EGUS
4.2%
ILCG
4.7%

Real Estate

EGUS
1.7%
ILCG
1.5%

Energy

EGUS
1.1%
ILCG
0.7%

Utilities

EGUS
1.1%
ILCG
0.9%

Basic Materials

EGUS
0.8%
ILCG
1.4%

Consumer Defensive

EGUS
0.2%
ILCG
1.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Ishares ESG Aware MSCI USA Growth ETF

iShares Morningstar Growth ETF

Often compared with EGUS:
EGUS vs. SPYEGUS vs. FGDLEGUS vs. FELGEGUS vs. FXAIXEGUS vs. SCHGEGUS vs. VUGEGUS vs. SPMO
Often compared with ILCG:
ILCG vs. SCHGILCG vs. IUSGILCG vs. VUGILCG vs. ILCBILCG vs. QQQILCG vs. VOOILCG vs. MGK

Return for Risk

EGUS vs. ILCG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EGUS
EGUS Risk / Return Rank: 3636
Overall Rank
EGUS Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EGUS Sortino Ratio Rank: 3838
Sortino Ratio Rank
EGUS Omega Ratio Rank: 3636
Omega Ratio Rank
EGUS Calmar Ratio Rank: 3333
Calmar Ratio Rank
EGUS Martin Ratio Rank: 3636
Martin Ratio Rank
ILCG
ILCG Risk / Return Rank: 2727
Overall Rank
ILCG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ILCG Sortino Ratio Rank: 2626
Sortino Ratio Rank
ILCG Omega Ratio Rank: 2626
Omega Ratio Rank
ILCG Calmar Ratio Rank: 2525
Calmar Ratio Rank
ILCG Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGUS vs. ILCG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) 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.

EGUSILCGDifference
Sharpe ratioReturn per unit of total volatility
0.96
0.64

+0.33

Sortino ratioReturn per unit of downside risk
1.41
0.98

+0.43

Omega ratioGain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratioReturn relative to maximum drawdown

1.12

0.76

+0.36

Martin ratioReturn relative to average drawdown

3.57

2.42

+1.16

EGUS vs. ILCG - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 0.96, which is higher than the ILCG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EGUS 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.

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Drawdowns

EGUS vs. ILCG - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum ILCG drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for EGUS and ILCG.

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Drawdown Indicators

EGUSILCGDifference

Max Drawdown

Largest peak-to-trough decline

-24.87%

-52.98%

+28.11%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-15.65%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-23.10%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.38%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.38%

—

Current Drawdown

Current decline from peak

-4.69%

-6.94%

+2.25%

Average Drawdown

Average peak-to-trough decline

-3.39%

-8.20%

+4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

4.91%

+0.01%

Volatility

EGUS vs. ILCG - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 5.38%, while iShares Morningstar Growth ETF (ILCG) has a volatility of 6.14%. This indicates that EGUS experiences smaller price fluctuations and is considered to be less risky than ILCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EGUSILCGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.38%

6.14%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

15.54%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.25%

18.72%

-0.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

22.37%

-3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.32%

21.70%

-2.38%

EGUS vs. ILCG - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is higher than ILCG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EGUS vs. ILCG - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.21%, less than ILCG's 0.43% yield.

PositionTTM20252024202320222021202020192018201720162015
EGUS
Ishares ESG Aware MSCI USA Growth ETF		0.21%0.22%0.25%0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ILCG
iShares Morningstar Growth ETF		0.43%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

With a correlation of 0.97, EGUS and ILCG 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.

ILCG has higher volatility (6.14%) compared to EGUS (5.38%). In terms of maximum drawdown, EGUS dropped -24.87% vs ILCG's -52.98%.

On 3-year performance, EGUS leads with 22.36% vs 21.19% for ILCG. On fees, ILCG is cheaper at 0.04% per year. On volatility, EGUS has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EGUS has performed better with a 22.36% return vs 21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCG is cheaper with a 0.04% expense ratio, compared with 0.18% for EGUS.

ILCG has the higher dividend yield at 0.43%, compared with 0.21% for EGUS.

EGUS tracks MSCI USA Growth Extended ESG Focus Index, while ILCG tracks Morningstar US Large-Mid Cap Broad Growth Index Gross. Their fees differ too: 0.18% for EGUS and 0.04% for ILCG.

EGUS currently has the higher Sharpe Ratio (0.96 vs 0.64), 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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