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IUSG vs. BUL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUSG vs. BUL - Performance Comparison

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

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IUSG vs. BUL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSG
iShares Core S&P U.S. Growth ETF
-6.29%21.23%34.70%29.28%-28.81%31.26%32.65%9.58%
BUL
Pacer US Cash Cows Growth ETF
-0.64%19.18%27.39%3.68%-16.18%32.48%27.26%4.81%

Returns By Period

In the year-to-date period, IUSG achieves a -6.29% return, which is significantly lower than BUL's -0.64% return.


IUSG

1D
1.35%
1M
-4.30%
YTD
-6.29%
6M
-4.63%
1Y
23.27%
3Y*
21.89%
5Y*
12.17%
10Y*
15.66%

BUL

1D
1.26%
1M
-4.08%
YTD
-0.64%
6M
3.80%
1Y
25.03%
3Y*
17.35%
5Y*
9.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUSG vs. BUL - Expense Ratio Comparison

IUSG has a 0.04% expense ratio, which is lower than BUL's 0.60% expense ratio.


Return for Risk

IUSG vs. BUL — Risk / Return Rank

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

IUSG
IUSG Risk / Return Rank: 6464
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 6363
Sortino Ratio Rank
IUSG Omega Ratio Rank: 6161
Omega Ratio Rank
IUSG Calmar Ratio Rank: 7070
Calmar Ratio Rank
IUSG Martin Ratio Rank: 6969
Martin Ratio Rank

BUL
BUL Risk / Return Rank: 6565
Overall Rank
BUL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BUL Sortino Ratio Rank: 6565
Sortino Ratio Rank
BUL Omega Ratio Rank: 6060
Omega Ratio Rank
BUL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BUL Martin Ratio Rank: 7373
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.

IUSG vs. BUL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) and Pacer US Cash Cows Growth ETF (BUL). 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.


IUSGBULDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.08

-0.02

Sortino ratio

Return per unit of downside risk

1.64

1.70

-0.06

Omega ratio

Gain probability vs. loss probability

1.23

1.23

0.00

Calmar ratio

Return relative to maximum drawdown

1.87

1.83

+0.03

Martin ratio

Return relative to average drawdown

7.25

8.06

-0.81

IUSG vs. BUL - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.06, which is comparable to the BUL Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of IUSG and BUL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUSGBULDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.08

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.43

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.53

-0.18

Correlation

The correlation between IUSG and BUL is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IUSG vs. BUL - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.57%, more than BUL's 0.25% yield.


TTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.57%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
BUL
Pacer US Cash Cows Growth ETF
0.25%0.28%0.30%2.11%0.67%0.08%0.69%0.81%0.00%0.00%0.00%0.00%

Drawdowns

IUSG vs. BUL - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than BUL's maximum drawdown of -37.08%. Use the drawdown chart below to compare losses from any high point for IUSG and BUL.


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Drawdown Indicators


IUSGBULDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-37.08%

-26.33%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-13.57%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-27.85%

-4.36%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-8.34%

-4.90%

-3.44%

Average Drawdown

Average peak-to-trough decline

-21.57%

-7.79%

-13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.09%

+0.28%

Volatility

IUSG vs. BUL - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 7.27% compared to Pacer US Cash Cows Growth ETF (BUL) at 6.10%. This indicates that IUSG's price experiences larger fluctuations and is considered to be riskier than BUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSGBULDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

6.10%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

12.11%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

22.05%

23.20%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

21.77%

-0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

24.39%

-4.05%