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IUSG vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSG vs. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUSG achieves a 10.18% return, which is significantly lower than SPMD's 15.51% return. Over the past 10 years, IUSG has outperformed SPMD with an annualized return of 17.63%, while SPMD has yielded a comparatively lower 11.78% annualized return.


IUSG

1D
0.36%
1M
-0.99%
YTD
10.18%
6M
11.00%
1Y
29.29%
3Y*
25.32%
5Y*
14.55%
10Y*
17.63%

SPMD

1D
0.73%
1M
5.31%
YTD
15.51%
6M
14.03%
1Y
27.96%
3Y*
15.42%
5Y*
8.28%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSG
iShares Core S&P U.S. Growth ETF
10.18%21.23%34.70%29.28%-28.81%31.26%32.65%30.62%-0.79%27.02%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
15.51%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between IUSG and SPMD is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2005

0.78

The correlation between IUSG and SPMD shifts across timeframes, from 0.63 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSG vs. SPMD — Risk / Return Rank

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

IUSG
IUSG Risk / Return Rank: 5454
Overall Rank
IUSG Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 5454
Sortino Ratio Rank
IUSG Omega Ratio Rank: 5454
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4949
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5757
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 6060
Overall Rank
SPMD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 5858
Sortino Ratio Rank
SPMD Omega Ratio Rank: 5353
Omega Ratio Rank
SPMD Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPMD Martin Ratio Rank: 6767
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. SPMD - 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 SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


IUSGSPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

2.13

2.95

-0.82

Martin ratioReturn relative to average drawdown

8.79

10.81

-2.01

IUSG vs. SPMD - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.69, which is comparable to the SPMD Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of IUSG and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUSG vs. SPMD - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than SPMD's maximum drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for IUSG and SPMD.


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Drawdown Indicators


IUSGSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-57.62%

-5.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-8.86%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-24.08%

+1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-24.08%

-8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

-41.86%

+9.51%

Current Drawdown

Current decline from peak

-4.37%

0.00%

-4.37%

Average Drawdown

Average peak-to-trough decline

-21.42%

-8.11%

-13.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.41%

+0.75%

Volatility

IUSG vs. SPMD - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 6.20% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 5.07%. This indicates that IUSG's price experiences larger fluctuations and is considered to be riskier than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSGSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

5.07%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

11.77%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

15.91%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

19.75%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

21.20%

-0.74%

IUSG vs. SPMD - Expense Ratio Comparison

IUSG has a 0.04% expense ratio, which is lower than SPMD's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IUSG vs. SPMD - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.49%, less than SPMD's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%

Frequently Asked Questions


IUSG and SPMD have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUSG has higher volatility (6.20%) compared to SPMD (5.07%). In terms of maximum drawdown, IUSG dropped -63.41% vs SPMD's -57.62%.

On 10-year performance, IUSG leads with 17.63% vs 11.78% for SPMD. On fees, IUSG is cheaper at 0.04% per year. On volatility, SPMD has been the lower-risk option at 5.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IUSG has performed better with a 17.63% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.05% for SPMD.

SPMD has the higher dividend yield at 1.21%, compared with 0.49% for IUSG.

IUSG is categorized as Large Cap Growth Equities, while SPMD is Mid Cap Blend Equities. IUSG tracks S&P 900 Growth Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.04% for IUSG and 0.05% for SPMD.

IUSG currently has the higher Sharpe Ratio (1.69 vs 1.64), 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.

Portfolio Optimizer

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