PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IUSG vs. ILCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUSG and ILCG is 0.96, 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.


-0.50.00.51.01.0

Performance

IUSG vs. ILCG - 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 iShares Morningstar Growth ETF (ILCG). The values are adjusted to include any dividend payments, if applicable.

650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
849.13%
799.09%
IUSG
ILCG

Key characteristics

Sharpe Ratio

IUSG:

2.21

ILCG:

2.09

Sortino Ratio

IUSG:

2.84

ILCG:

2.70

Omega Ratio

IUSG:

1.40

ILCG:

1.38

Calmar Ratio

IUSG:

3.04

ILCG:

2.86

Martin Ratio

IUSG:

12.09

ILCG:

11.52

Ulcer Index

IUSG:

3.15%

ILCG:

3.18%

Daily Std Dev

IUSG:

17.25%

ILCG:

17.55%

Max Drawdown

IUSG:

-63.35%

ILCG:

-52.98%

Current Drawdown

IUSG:

-2.55%

ILCG:

-2.78%

Returns By Period

The year-to-date returns for both stocks are quite close, with IUSG having a 36.32% return and ILCG slightly lower at 34.88%. Over the past 10 years, IUSG has underperformed ILCG with an annualized return of 14.96%, while ILCG has yielded a comparatively higher 15.71% annualized return.


IUSG

YTD

36.32%

1M

3.10%

6M

11.17%

1Y

36.58%

5Y*

17.05%

10Y*

14.96%

ILCG

YTD

34.88%

1M

2.56%

6M

12.02%

1Y

35.08%

5Y*

17.41%

10Y*

15.71%

Compare stocks, funds, or ETFs

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


IUSG vs. ILCG - Expense Ratio Comparison

Both IUSG and ILCG have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


IUSG
iShares Core S&P U.S. Growth ETF
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for ILCG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

IUSG vs. ILCG - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for IUSG, currently valued at 2.21, compared to the broader market0.002.004.002.212.09
The chart of Sortino ratio for IUSG, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.0010.002.842.70
The chart of Omega ratio for IUSG, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.38
The chart of Calmar ratio for IUSG, currently valued at 3.04, compared to the broader market0.005.0010.0015.003.042.86
The chart of Martin ratio for IUSG, currently valued at 12.09, compared to the broader market0.0020.0040.0060.0080.00100.0012.0911.52
IUSG
ILCG

The current IUSG Sharpe Ratio is 2.21, which is comparable to the ILCG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of IUSG and ILCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.21
2.09
IUSG
ILCG

Dividends

IUSG vs. ILCG - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.58%, more than ILCG's 0.49% yield.


TTM20232022202120202019201820172016201520142013
IUSG
iShares Core S&P U.S. Growth ETF
0.58%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%1.22%
ILCG
iShares Morningstar Growth ETF
0.49%0.69%0.76%0.34%0.28%0.54%0.81%0.89%0.95%0.99%0.87%0.94%

Drawdowns

IUSG vs. ILCG - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.35%, which is greater than ILCG's maximum drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for IUSG and ILCG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.55%
-2.78%
IUSG
ILCG

Volatility

IUSG vs. ILCG - Volatility Comparison

The current volatility for iShares Core S&P U.S. Growth ETF (IUSG) is 4.81%, while iShares Morningstar Growth ETF (ILCG) has a volatility of 5.18%. This indicates that IUSG 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.81%
5.18%
IUSG
ILCG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab