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LRGF vs. WLTG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LRGF vs. WLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Multifactor ETF (LRGF) and WealthTrust DBS Long Term Growth ETF (WLTG). The values are adjusted to include any dividend payments, if applicable.

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LRGF vs. WLTG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LRGF
iShares MSCI USA Multifactor ETF
-4.69%16.48%26.59%25.85%-14.77%2.77%
WLTG
WealthTrust DBS Long Term Growth ETF
-2.68%24.55%26.90%17.00%-22.64%1.00%

Returns By Period

In the year-to-date period, LRGF achieves a -4.69% return, which is significantly lower than WLTG's -2.68% return.


LRGF

1D
2.92%
1M
-4.24%
YTD
-4.69%
6M
-3.86%
1Y
15.42%
3Y*
18.34%
5Y*
11.50%
10Y*
12.34%

WLTG

1D
2.93%
1M
-5.29%
YTD
-2.68%
6M
1.42%
1Y
25.35%
3Y*
20.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LRGF vs. WLTG - Expense Ratio Comparison

LRGF has a 0.20% expense ratio, which is lower than WLTG's 0.75% expense ratio.


Return for Risk

LRGF vs. WLTG — Risk / Return Rank

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

LRGF
LRGF Risk / Return Rank: 5454
Overall Rank
LRGF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LRGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
LRGF Omega Ratio Rank: 5454
Omega Ratio Rank
LRGF Calmar Ratio Rank: 5454
Calmar Ratio Rank
LRGF Martin Ratio Rank: 6262
Martin Ratio Rank

WLTG
WLTG Risk / Return Rank: 8383
Overall Rank
WLTG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WLTG Sortino Ratio Rank: 8383
Sortino Ratio Rank
WLTG Omega Ratio Rank: 8080
Omega Ratio Rank
WLTG Calmar Ratio Rank: 8686
Calmar Ratio Rank
WLTG Martin Ratio Rank: 8888
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.

LRGF vs. WLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Multifactor ETF (LRGF) and WealthTrust DBS Long Term Growth ETF (WLTG). 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.


LRGFWLTGDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.53

-0.69

Sortino ratio

Return per unit of downside risk

1.31

2.18

-0.87

Omega ratio

Gain probability vs. loss probability

1.20

1.31

-0.11

Calmar ratio

Return relative to maximum drawdown

1.30

2.68

-1.38

Martin ratio

Return relative to average drawdown

5.87

11.01

-5.13

LRGF vs. WLTG - Sharpe Ratio Comparison

The current LRGF Sharpe Ratio is 0.84, which is lower than the WLTG Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of LRGF and WLTG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LRGFWLTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.53

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.54

+0.08

Correlation

The correlation between LRGF and WLTG is 0.93, 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.


Dividends

LRGF vs. WLTG - Dividend Comparison

LRGF's dividend yield for the trailing twelve months is around 1.23%, less than WLTG's 4.55% yield.


TTM20252024202320222021202020192018201720162015
LRGF
iShares MSCI USA Multifactor ETF
1.23%1.16%1.23%1.49%1.78%1.05%1.35%1.76%3.27%1.68%1.56%0.83%
WLTG
WealthTrust DBS Long Term Growth ETF
4.55%4.43%0.55%0.71%0.44%0.02%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LRGF vs. WLTG - Drawdown Comparison

The maximum LRGF drawdown since its inception was -36.03%, which is greater than WLTG's maximum drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for LRGF and WLTG.


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Drawdown Indicators


LRGFWLTGDifference

Max Drawdown

Largest peak-to-trough decline

-36.03%

-25.14%

-10.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-9.56%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-21.62%

Max Drawdown (10Y)

Largest decline over 10 years

-36.03%

Current Drawdown

Current decline from peak

-6.26%

-6.91%

+0.65%

Average Drawdown

Average peak-to-trough decline

-4.60%

-9.40%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.33%

+0.42%

Volatility

LRGF vs. WLTG - Volatility Comparison

The current volatility for iShares MSCI USA Multifactor ETF (LRGF) is 5.21%, while WealthTrust DBS Long Term Growth ETF (WLTG) has a volatility of 5.68%. This indicates that LRGF experiences smaller price fluctuations and is considered to be less risky than WLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LRGFWLTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.21%

5.68%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

10.88%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

18.48%

16.70%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.05%

15.24%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

15.24%

+3.06%