IVW vs. SGRT
IVW (iShares S&P 500 Growth ETF) and SGRT (SMART Earnings Growth ETF) are both Large Cap Growth Equities funds. IVW is passively managed, while SGRT is actively managed. Their 0.74 correlation means they have sometimes moved together and sometimes differently. IVW charges 0.18%/yr vs 0.59%/yr for SGRT.
Performance
IVW vs. SGRT - Performance Comparison
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Returns By Period
In the year-to-date period, IVW achieves a 9.92% return, which is significantly lower than SGRT's 25.07% return.
IVW
- 1D
- 1.44%
- 1M
- -0.12%
- 6M
- 9.37%
- YTD
- 9.92%
- 1Y
- 21.55%
- 3Y*
- 23.84%
- 5Y*
- 13.12%
- 10Y*
- 17.24%
- ALL TIME*
- 8.83%
SGRT
- 1D
- -0.19%
- 1M
- -7.04%
- 6M
- 20.49%
- YTD
- 25.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $179.67M | $190.15M | $300.66M | |
| $998.46K | $1.36M | $2.23M |
IVW vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IVW iShares S&P 500 Growth ETF | 9.92% | 8.26% |
SGRT SMART Earnings Growth ETF | 25.07% | 26.83% |
Correlation
The correlation between IVW and SGRT is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.74 |
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Return for Risk
IVW vs. SGRT — Risk / Return Rank
IVW
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVW vs. SGRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) and SMART Earnings Growth ETF (SGRT). 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.
| IVW | SGRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | — | — |
| Martin ratioReturn relative to average drawdown | 5.09 | — | — |
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Drawdowns
IVW vs. SGRT - Drawdown Comparison
The maximum IVW drawdown since its inception was -57.33%, which is greater than SGRT's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for IVW and SGRT.
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Drawdown Indicators
| IVW | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.33% | -24.98% | -32.35% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -32.72% | — | — |
Current DrawdownCurrent decline from peak | -4.39% | -18.61% | +14.22% |
Average DrawdownAverage peak-to-trough decline | -17.53% | -4.25% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | — | — |
Volatility
IVW vs. SGRT - Volatility Comparison
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Volatility by Period
| IVW | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.74% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 38.93% | -20.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 38.93% | -17.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 38.93% | -18.17% |
IVW vs. SGRT - Expense Ratio Comparison
IVW has a 0.18% expense ratio, which is lower than SGRT's 0.59% expense ratio.
Dividends
IVW vs. SGRT - Dividend Comparison
IVW's dividend yield for the trailing twelve months is around 0.37%, more than SGRT's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVW iShares S&P 500 Growth ETF | 0.37% | 0.40% | 0.43% | 1.03% | 0.92% | 0.46% | 0.82% | 1.63% | 1.28% | 1.30% | 1.51% | 1.51% |
SGRT SMART Earnings Growth ETF | 0.13% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IVW and SGRT have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVW is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVW is cheaper with a 0.18% expense ratio, compared with 0.59% for SGRT.
IVW has the higher dividend yield at 0.37%, compared with 0.13% for SGRT.
Their fees differ too: 0.18% for IVW and 0.59% for SGRT.
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