EGUS vs. IQM

Last updated Jun 24, 2026

EGUS (Ishares ESG Aware MSCI USA Growth ETF) and IQM (Franklin Intelligent Machines ETF) are both Large Cap Growth Equities funds. EGUS is passively managed, while IQM is actively managed. Over the past 3 years, EGUS returned 24.15%/yr vs 35.52%/yr for IQM. Their correlation of 0.87 suggests significant overlap in exposure. EGUS charges 0.18%/yr vs 0.50%/yr for IQM.

Performance

EGUS vs. IQM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Franklin Intelligent Machines ETF (IQM). 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 lower than IQM's 35.15% return.

EGUS

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

IQM

• 1D: -6.20%
• 1M: 3.59%
• YTD: 35.15%
• 6M: 31.71%
• 1Y: 66.07%
• 3Y*: 35.52%
• 5Y*: 20.13%
• 10Y*: —

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

EGUS vs. IQM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EGUS Ishares ESG Aware MSCI USA Growth ETF	7.09%	19.02%	32.85%	27.00%
IQM Franklin Intelligent Machines ETF	35.15%	30.76%	31.03%	22.74%

Correlation

The correlation between EGUS and IQM is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023	0.87

The correlation between EGUS and IQM has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.

EGUS vs. IQM - Sectors Allocation Comparison

Sectors	EGUS	IQM
Technology	54.5%	68.4%
Consumer Cyclical	12.6%	2.9%
Communication Services	11.1%	2.3%
Industrials	7.3%	17.1%
Healthcare	5.9%	1.0%
Financial Services	3.8%	-
Real Estate	1.5%	-
Utilities	1.1%	3.2%
Energy	1.1%	2.3%
Basic Materials	0.7%	-
Consumer Defensive	0.2%	-

Return for Risk

EGUS vs. IQM — 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

IQM

IQM Risk / Return Rank: 70
IQM Sharpe Ratio Rank: 69
IQM Sortino Ratio Rank: 55
IQM Omega Ratio Rank: 61
IQM Calmar Ratio Rank: 86
IQM Martin Ratio Rank: 77

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. IQM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Growth ETF (EGUS) and Franklin Intelligent Machines ETF (IQM). 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	IQM	Difference
Sharpe ratio: Return per unit of total volatility	1.51	2.11	-0.60
Sortino ratio: Return per unit of downside risk	2.05	2.52	-0.47
Omega ratio: Gain probability vs. loss probability	1.26	1.35	-0.09
Calmar ratio: Return relative to maximum drawdown	1.68	4.52	-2.84
Martin ratio: Return relative to average drawdown	5.58	14.13	-8.54

EGUS vs. IQM - Sharpe Ratio Comparison

The current EGUS Sharpe Ratio is 1.51, which is comparable to the IQM Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EGUS and IQM, 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. IQM - Drawdown Comparison

The maximum EGUS drawdown since its inception was -24.87%, smaller than the maximum IQM drawdown of -44.91%. Use the drawdown chart below to compare losses from any high point for EGUS and IQM.

Drawdown Indicators

	EGUS	IQM	Difference
Max Drawdown Largest peak-to-trough decline	-24.87%	-44.91%	+20.04%
Max Drawdown (1Y) Largest decline over 1 year	-15.66%	-14.71%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-30.42%	+5.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-44.91%	—
Current Drawdown Current decline from peak	-5.47%	-6.20%	+0.73%
Average Drawdown Average peak-to-trough decline	-3.37%	-12.18%	+8.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.70%	4.69%	+0.01%

Volatility

EGUS vs. IQM - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Growth ETF (EGUS) is 7.10%, while Franklin Intelligent Machines ETF (IQM) has a volatility of 15.34%. This indicates that EGUS experiences smaller price fluctuations and is considered to be less risky than IQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGUS	IQM	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.10%	15.34%	-8.24%
Volatility (6M) Calculated over the trailing 6-month period	13.93%	26.16%	-12.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	31.47%	-14.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.33%	29.56%	-10.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.33%	31.10%	-11.77%

EGUS vs. IQM - Expense Ratio Comparison

EGUS has a 0.18% expense ratio, which is lower than IQM's 0.50% expense ratio.

Dividends

EGUS vs. IQM - Dividend Comparison

EGUS's dividend yield for the trailing twelve months is around 0.21%, while IQM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.21%	0.22%	0.25%	0.36%	0.00%	0.00%	0.00%
IQM Franklin Intelligent Machines ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.17%	0.01%

Frequently Asked Questions

Can I hold both EGUS and IQM in my portfolio?

EGUS and IQM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGUS or IQM?

IQM has higher volatility (15.34%) compared to EGUS (7.10%). In terms of maximum drawdown, EGUS dropped -24.87% vs IQM's -44.91%.

Which ETF is better, EGUS or IQM?

On 3-year performance, IQM leads with 35.52% vs 24.15% for EGUS. On fees, EGUS is cheaper at 0.18% per year. On volatility, EGUS has been the lower-risk option at 7.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGUS or IQM?

Over the 3-year period, IQM has performed better with a 35.52% return vs 24.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGUS or IQM?

EGUS is cheaper with a 0.18% expense ratio, compared with 0.50% for IQM.

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

EGUS has the higher dividend yield at 0.21%, compared with 0.00% for IQM.

What is the main difference between EGUS and IQM?

They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.18% for EGUS and 0.50% for IQM.

Which has better risk-adjusted returns?

IQM currently has the higher Sharpe Ratio (2.11 vs 1.51), 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.