LFEQ vs. IUSG

Last updated Jun 24, 2026

LFEQ (VanEck Long/Flat Trend ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - LFEQ tracks the Ned Davis Research CMG US Large Cap Long/Flat Index - USD while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past 5 years, LFEQ returned 9.18%/yr vs 13.77%/yr for IUSG. Their correlation of 0.88 suggests significant overlap in exposure. LFEQ charges 0.58%/yr vs 0.04%/yr for IUSG.

Performance

LFEQ vs. IUSG - Performance Comparison

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

Returns By Period

In the year-to-date period, LFEQ achieves a 7.96% return, which is significantly lower than IUSG's 9.19% return.

LFEQ

• 1D: -1.29%
• 1M: -1.28%
• YTD: 7.96%
• 6M: 7.08%
• 1Y: 22.91%
• 3Y*: 16.77%
• 5Y*: 9.18%
• 10Y*: —

IUSG

• 1D: -2.31%
• 1M: -1.86%
• YTD: 9.19%
• 6M: 7.87%
• 1Y: 26.96%
• 3Y*: 25.00%
• 5Y*: 13.77%
• 10Y*: 17.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LFEQ vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LFEQ VanEck Long/Flat Trend ETF	7.96%	10.49%	24.30%	19.66%	-22.05%	27.97%	17.56%	24.07%	-5.55%	5.48%
IUSG iShares Core S&P U.S. Growth ETF	9.19%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	6.17%

Correlation

The correlation between LFEQ and IUSG is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 5, 2017	0.88

The correlation between LFEQ and IUSG has been stable across timeframes, ranging from 0.87 to 0.94 - a consistent structural relationship.

LFEQ vs. IUSG - Sectors Allocation Comparison

Sectors	LFEQ	IUSG
Technology	35.7%	50.8%
Financial Services	11.6%	8.7%
Communication Services	11.3%	15.2%
Consumer Cyclical	10.2%	8.4%
Healthcare	8.5%	6.4%
Industrials	8.3%	6.6%
Consumer Defensive	4.9%	1.2%
Energy	3.5%	0.3%
Utilities	2.4%	1.1%
Real Estate	1.9%	0.8%
Basic Materials	1.8%	0.5%

Return for Risk

LFEQ vs. IUSG — Risk / Return Rank

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

LFEQ

LFEQ Risk / Return Rank: 60
LFEQ Sharpe Ratio Rank: 60
LFEQ Sortino Ratio Rank: 58
LFEQ Omega Ratio Rank: 58
LFEQ Calmar Ratio Rank: 56
LFEQ Martin Ratio Rank: 67

IUSG

IUSG Risk / Return Rank: 47
IUSG Sharpe Ratio Rank: 48
IUSG Sortino Ratio Rank: 45
IUSG Omega Ratio Rank: 45
IUSG Calmar Ratio Rank: 43
IUSG Martin Ratio Rank: 51

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.

LFEQ vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Long/Flat Trend ETF (LFEQ) 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.

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.

	LFEQ	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.60	+0.24
Sortino ratio: Return per unit of downside risk	2.53	2.20	+0.34
Omega ratio: Gain probability vs. loss probability	1.33	1.28	+0.05
Calmar ratio: Return relative to maximum drawdown	2.56	2.07	+0.49
Martin ratio: Return relative to average drawdown	11.38	8.45	+2.93

LFEQ vs. IUSG - Sharpe Ratio Comparison

The current LFEQ Sharpe Ratio is 1.84, which is comparable to the IUSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of LFEQ and IUSG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LFEQ vs. IUSG - Drawdown Comparison

The maximum LFEQ drawdown since its inception was -35.19%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for LFEQ and IUSG.

Drawdown Indicators

	LFEQ	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-35.19%	-63.41%	+28.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-13.07%	+4.09%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-22.28%	+3.31%
Max Drawdown (5Y) Largest decline over 5 years	-25.55%	-32.21%	+6.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	-3.00%	-5.23%	+2.23%
Average Drawdown Average peak-to-trough decline	-6.13%	-21.40%	+15.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.02%	3.20%	-1.18%

Volatility

LFEQ vs. IUSG - Volatility Comparison

The current volatility for VanEck Long/Flat Trend ETF (LFEQ) is 4.60%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 7.16%. This indicates that LFEQ 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.

Volatility by Period

	LFEQ	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.60%	7.16%	-2.56%
Volatility (6M) Calculated over the trailing 6-month period	9.88%	13.66%	-3.78%
Volatility (1Y) Calculated over the trailing 1-year period	12.54%	16.92%	-4.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	21.06%	-6.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.59%	20.48%	-2.89%

LFEQ vs. IUSG - Expense Ratio Comparison

LFEQ has a 0.58% expense ratio, which is higher than IUSG's 0.04% expense ratio.

Dividends

LFEQ vs. IUSG - Dividend Comparison

LFEQ's dividend yield for the trailing twelve months is around 0.84%, more than IUSG's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.50%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
LFEQ VanEck Long/Flat Trend ETF	0.84%	0.90%	0.74%	1.56%	1.19%	0.37%	2.06%	1.45%	1.07%	0.79%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LFEQ and IUSG in my portfolio?

With a correlation of 0.94, LFEQ and IUSG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LFEQ or IUSG?

IUSG has higher volatility (7.16%) compared to LFEQ (4.60%). In terms of maximum drawdown, LFEQ dropped -35.19% vs IUSG's -63.41%.

Which ETF is better, LFEQ or IUSG?

On 5-year performance, IUSG leads with 13.77% vs 9.18% for LFEQ. On fees, IUSG is cheaper at 0.04% per year. On volatility, LFEQ has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LFEQ or IUSG?

Over the 5-year period, IUSG has performed better with a 13.77% return vs 9.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LFEQ or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 0.58% for LFEQ.

Which ETF pays a higher dividend yield, LFEQ or IUSG?

LFEQ has the higher dividend yield at 0.84%, compared with 0.50% for IUSG.

What is the main difference between LFEQ and IUSG?

LFEQ tracks Ned Davis Research CMG US Large Cap Long/Flat Index - USD, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.58% for LFEQ and 0.04% for IUSG.

Which has better risk-adjusted returns?

LFEQ currently has the higher Sharpe Ratio (1.84 vs 1.60), 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.