PortfoliosLab logoPortfoliosLab logo
ESLG vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESLG vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eventide Large Cap Growth ETF (ESLG) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ESLG achieves a 11.31% return, which is significantly higher than IUSG's 8.94% return.


ESLG

1D
0.37%
1M
2.15%
YTD
11.31%
6M
10.23%
1Y
3Y*
5Y*
10Y*

IUSG

1D
-0.23%
1M
-2.08%
YTD
8.94%
6M
7.38%
1Y
24.89%
3Y*
24.91%
5Y*
13.70%
10Y*
17.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ESLG vs. IUSG - Yearly Performance Comparison


2026 (YTD)2025
ESLG
Eventide Large Cap Growth ETF
11.31%-0.29%
IUSG
iShares Core S&P U.S. Growth ETF
8.94%2.63%

Correlation

The correlation between ESLG and IUSG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.90

Compare stocks, funds, or ETFs

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


Return for Risk

ESLG vs. IUSG — Risk / Return Rank

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

ESLG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IUSG
IUSG Risk / Return Rank: 4545
Overall Rank
IUSG Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4444
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4242
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5050
Martin Ratio Rank
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.

ESLG vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Large Cap Growth ETF (ESLG) 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.


ESLGIUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

7.76

ESLG vs. IUSG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ESLG vs. IUSG - Drawdown Comparison

The maximum ESLG drawdown since its inception was -12.36%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for ESLG and IUSG.


Loading charts...

Drawdown Indicators


ESLGIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-12.36%

-63.41%

+51.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

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 Drawdown

Current decline from peak

-2.49%

-5.45%

+2.96%

Average Drawdown

Average peak-to-trough decline

-3.34%

-21.40%

+18.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

Volatility

ESLG vs. IUSG - Volatility Comparison


Loading charts...

Volatility by Period


ESLGIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.76%

16.89%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.76%

21.06%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.76%

20.48%

-3.72%

ESLG vs. IUSG - Expense Ratio Comparison

ESLG has a 0.39% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Dividends

ESLG vs. IUSG - Dividend Comparison

ESLG's dividend yield for the trailing twelve months is around 0.15%, less than IUSG's 0.51% yield.


PositionTTM20252024202320222021202020192018201720162015
ESLG
Eventide Large Cap Growth ETF
0.15%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
0.51%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


ESLG and IUSG have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.39% for ESLG.

IUSG has the higher dividend yield at 0.51%, compared with 0.15% for ESLG.

They also come from different issuers: Eventide and iShares. Their fees differ too: 0.39% for ESLG and 0.04% for IUSG.

Portfolio Optimizer

Find the right allocation for ESLG and IUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer