ILCG vs. HYP

Last updated Jun 14, 2026

ILCG (iShares Morningstar Growth ETF) and HYP (Golden Eagle Dynamic Hypergrowth ETF) are both Large Cap Growth Equities funds. ILCG is passively managed, while HYP is actively managed. A 0.69 correlation means they provide meaningful diversification when combined. ILCG charges 0.04%/yr vs 0.85%/yr for HYP.

Performance

ILCG vs. HYP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Growth ETF (ILCG) and Golden Eagle Dynamic Hypergrowth ETF (HYP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ILCG achieves a 9.97% return, which is significantly lower than HYP's 26.66% return.

ILCG

• 1D: 0.32%
• 1M: -2.56%
• YTD: 9.97%
• 6M: 11.01%
• 1Y: 24.20%
• 3Y*: 24.07%
• 5Y*: 13.61%
• 10Y*: 17.85%

HYP

• 1D: 0.34%
• 1M: -3.73%
• YTD: 26.66%
• 6M: 24.86%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ILCG vs. HYP - Yearly Performance Comparison

	2026 (YTD)	2025
ILCG iShares Morningstar Growth ETF	9.97%	-0.70%
HYP Golden Eagle Dynamic Hypergrowth ETF	26.66%	-6.61%

Correlation

The correlation between ILCG and HYP is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 23, 2025	0.69

Return for Risk

ILCG vs. HYP — Risk / Return Rank

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

ILCG

ILCG Risk / Return Rank: 39
ILCG Sharpe Ratio Rank: 43
ILCG Sortino Ratio Rank: 39
ILCG Omega Ratio Rank: 41
ILCG Calmar Ratio Rank: 34
ILCG Martin Ratio Rank: 37

HYP

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

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.

ILCG vs. HYP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Growth ETF (ILCG) and Golden Eagle Dynamic Hypergrowth ETF (HYP). 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.

	ILCG	HYP	Difference
Sharpe ratio: Return per unit of total volatility	1.33	—	—
Sortino ratio: Return per unit of downside risk	1.81	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.46	—	—
Martin ratio: Return relative to average drawdown	5.04	—	—

Drawdowns

ILCG vs. HYP - Drawdown Comparison

The maximum ILCG drawdown since its inception was -52.98%, which is greater than HYP's maximum drawdown of -19.58%. Use the drawdown chart below to compare losses from any high point for ILCG and HYP.

Drawdown Indicators

	ILCG	HYP	Difference
Max Drawdown Largest peak-to-trough decline	-52.98%	-19.58%	-33.40%
Max Drawdown (1Y) Largest decline over 1 year	-15.65%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.10%	—	—
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	-4.92%	-5.75%	+0.83%
Average Drawdown Average peak-to-trough decline	-8.21%	-6.55%	-1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	—	—

Volatility

Volatility by Period

	ILCG	HYP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.16%	43.01%	-25.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.12%	43.01%	-20.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.59%	43.01%	-21.42%

ILCG vs. HYP - Expense Ratio Comparison

ILCG has a 0.04% expense ratio, which is lower than HYP's 0.85% expense ratio.

Dividends

ILCG vs. HYP - Dividend Comparison

ILCG's dividend yield for the trailing twelve months is around 0.42%, more than HYP's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HYP Golden Eagle Dynamic Hypergrowth ETF	0.11%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ILCG iShares Morningstar Growth ETF	0.42%	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

Can I hold both ILCG and HYP in my portfolio?

ILCG and HYP have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ILCG or HYP?

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

Which ETF is cheaper, ILCG or HYP?

ILCG is cheaper with a 0.04% expense ratio, compared with 0.85% for HYP.

Which ETF pays a higher dividend yield, ILCG or HYP?

ILCG has the higher dividend yield at 0.42%, compared with 0.11% for HYP.

What is the main difference between ILCG and HYP?

They also come from different issuers: iShares and Golden Eagle. Their fees differ too: 0.04% for ILCG and 0.85% for HYP.