PortfoliosLab logo
IUSV vs. IUSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUSV and IUSG is 0.91, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

IUSV vs. IUSG - Performance Comparison

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

350.00%400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
539.81%
410.36%
IUSV
IUSG

Key characteristics

Sharpe Ratio

IUSV:

0.18

IUSG:

0.62

Sortino Ratio

IUSV:

0.36

IUSG:

1.00

Omega Ratio

IUSV:

1.05

IUSG:

1.14

Calmar Ratio

IUSV:

0.16

IUSG:

0.67

Martin Ratio

IUSV:

0.58

IUSG:

2.40

Ulcer Index

IUSV:

4.81%

IUSG:

6.27%

Daily Std Dev

IUSV:

15.98%

IUSG:

24.42%

Max Drawdown

IUSV:

-60.18%

IUSG:

-63.35%

Current Drawdown

IUSV:

-11.01%

IUSG:

-11.78%

Returns By Period

In the year-to-date period, IUSV achieves a -4.42% return, which is significantly higher than IUSG's -7.29% return. Over the past 10 years, IUSV has underperformed IUSG with an annualized return of 9.25%, while IUSG has yielded a comparatively higher 13.37% annualized return.


IUSV

YTD

-4.42%

1M

-5.11%

6M

-6.39%

1Y

3.08%

5Y*

14.49%

10Y*

9.25%

IUSG

YTD

-7.29%

1M

-1.52%

6M

-3.47%

1Y

15.58%

5Y*

16.33%

10Y*

13.37%

*Annualized

Compare stocks, funds, or ETFs

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


IUSV vs. IUSG - Expense Ratio Comparison

Both IUSV and IUSG 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%.


Expense ratio chart for IUSV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSV: 0.04%
Expense ratio chart for IUSG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSG: 0.04%

Risk-Adjusted Performance

IUSV vs. IUSG — Risk-Adjusted Performance Rank

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

IUSV
The Risk-Adjusted Performance Rank of IUSV is 3131
Overall Rank
The Sharpe Ratio Rank of IUSV is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSV is 3030
Sortino Ratio Rank
The Omega Ratio Rank of IUSV is 3131
Omega Ratio Rank
The Calmar Ratio Rank of IUSV is 3333
Calmar Ratio Rank
The Martin Ratio Rank of IUSV is 3232
Martin Ratio Rank

IUSG
The Risk-Adjusted Performance Rank of IUSG is 6666
Overall Rank
The Sharpe Ratio Rank of IUSG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IUSG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of IUSG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of IUSG is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IUSV vs. IUSG - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IUSV, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
IUSV: 0.18
IUSG: 0.62
The chart of Sortino ratio for IUSV, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
IUSV: 0.36
IUSG: 1.00
The chart of Omega ratio for IUSV, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
IUSV: 1.05
IUSG: 1.14
The chart of Calmar ratio for IUSV, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.00
IUSV: 0.16
IUSG: 0.67
The chart of Martin ratio for IUSV, currently valued at 0.58, compared to the broader market0.0020.0040.0060.00
IUSV: 0.58
IUSG: 2.40

The current IUSV Sharpe Ratio is 0.18, which is lower than the IUSG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IUSV and IUSG, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.18
0.62
IUSV
IUSG

Dividends

IUSV vs. IUSG - Dividend Comparison

IUSV's dividend yield for the trailing twelve months is around 2.17%, more than IUSG's 0.64% yield.


TTM20242023202220212020201920182017201620152014
IUSV
iShares Core S&P U.S. Value ETF
2.17%2.15%1.75%2.22%1.87%2.40%2.19%2.66%1.93%2.18%2.54%1.86%
IUSG
iShares Core S&P U.S. Growth ETF
0.64%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%

Drawdowns

IUSV vs. IUSG - Drawdown Comparison

The maximum IUSV drawdown since its inception was -60.18%, smaller than the maximum IUSG drawdown of -63.35%. Use the drawdown chart below to compare losses from any high point for IUSV and IUSG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.01%
-11.78%
IUSV
IUSG

Volatility

IUSV vs. IUSG - Volatility Comparison

The current volatility for iShares Core S&P U.S. Value ETF (IUSV) is 12.11%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 16.12%. This indicates that IUSV experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.11%
16.12%
IUSV
IUSG