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IUSG vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSG vs. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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 higher than VGLT's 0.03% return. Over the past 10 years, IUSG has outperformed VGLT with an annualized return of 17.63%, while VGLT has yielded a comparatively lower -1.21% 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%

VGLT

1D
-0.27%
1M
2.62%
YTD
0.03%
6M
0.49%
1Y
4.27%
3Y*
-0.30%
5Y*
-5.52%
10Y*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. VGLT - 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%
VGLT
Vanguard Long-Term Treasury ETF
0.03%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between IUSG and VGLT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.13

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

0.06

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.21

The correlation between IUSG and VGLT shifts across timeframes, from -0.21 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IUSG vs. VGLT — 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

VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1616
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. VGLT - 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 Vanguard Long-Term Treasury ETF (VGLT). 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.


IUSGVGLTDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.69

Omega ratioGain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratioReturn relative to maximum drawdown

2.13

0.47

+1.66

Martin ratioReturn relative to average drawdown

8.79

1.19

+7.60

IUSG vs. VGLT - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.69, which is higher than the VGLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IUSG and VGLT, 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. VGLT - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than VGLT's maximum drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for IUSG and VGLT.


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Drawdown Indicators


IUSGVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-63.41%

-46.18%

-17.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-7.01%

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

-17.68%

-4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-40.98%

+8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

-46.18%

+13.83%

Current Drawdown

Current decline from peak

-4.37%

-36.55%

+32.18%

Average Drawdown

Average peak-to-trough decline

-21.42%

-15.09%

-6.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.78%

+0.38%

Volatility

IUSG vs. VGLT - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 6.20% compared to Vanguard Long-Term Treasury ETF (VGLT) at 2.69%. This indicates that IUSG's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSGVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.20%

2.69%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.25%

6.09%

+7.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

8.78%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

14.57%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.46%

13.82%

+6.64%

IUSG vs. VGLT - Expense Ratio Comparison

IUSG has a 0.04% expense ratio, which is higher than VGLT's 0.03% expense ratio. However, 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. VGLT - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.49%, less than VGLT's 4.59% 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%
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


IUSG and VGLT have a correlation of 0.19, 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 VGLT (2.69%). In terms of maximum drawdown, IUSG dropped -63.41% vs VGLT's -46.18%.

On 10-year performance, IUSG leads with 17.63% vs -1.21% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.69%. 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 -1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.04% for IUSG.

VGLT has the higher dividend yield at 4.59%, compared with 0.49% for IUSG.

IUSG is categorized as Large Cap Growth Equities, while VGLT is Government Bonds. IUSG tracks S&P 900 Growth Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.04% for IUSG and 0.03% for VGLT.

IUSG currently has the higher Sharpe Ratio (1.69 vs 0.38), 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

Find the right allocation for IUSG and VGLT

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

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