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OGIG vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

OGIG vs. ILCB

Last updated Aug 4, 2026
Documentation

OGIG (O’Shares Global Internet Giants ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds - OGIG tracks the O’Shares Global Internet Giants Index while ILCB tracks the Morningstar US Large-Mid Cap Index. Both are passively managed. Over the past 5 years, OGIG returned -2.57%/yr vs 12.54%/yr for ILCB. Their 0.73 correlation means they have sometimes moved together and sometimes differently. OGIG charges 0.48%/yr vs 0.03%/yr for ILCB.

Performance

OGIG vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O’Shares Global Internet Giants ETF (OGIG) and iShares Morningstar U.S. Equity ETF (ILCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OGIG achieves a -8.22% return, which is significantly lower than ILCB's 11.73% return.

OGIG

1D
3.19%
1M
4.98%
6M
1.25%
YTD
-8.22%
1Y
-8.96%
3Y*
13.89%
5Y*
-2.57%
10Y*
—
ALL TIME*
8.27%

ILCB

1D
1.54%
1M
1.56%
6M
9.71%
YTD
11.73%
1Y
23.00%
3Y*
20.96%
5Y*
12.54%
10Y*
14.42%
ALL TIME*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ILCB

iShares Morningstar U.S. Equity ETF
$1.31M$1.30M$1.40M

OGIG

O’Shares Global Internet Giants ETF
$250.04K$303.92K$446.15K

OGIG vs. ILCB - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
OGIG
O’Shares Global Internet Giants ETF		-8.22%14.39%25.97%50.25%-50.64%-9.30%107.92%36.90%-24.48%
ILCB
iShares Morningstar U.S. Equity ETF		11.73%17.70%24.96%26.91%-19.48%24.07%19.40%32.68%-7.87%

Correlation

The correlation between OGIG and ILCB is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.64

Correlation (3Y)
Balances recent behavior with more history.

0.75

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.78

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.73

The correlation between OGIG and ILCB shifts across timeframes, from 0.64 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

OGIG vs. ILCB - Sectors Allocation Comparison

Sectors
OGIG
ILCB

Technology

50.3%
38.4%

Communication Services

28.4%
9.8%

Consumer Cyclical

19.5%
9.4%

Healthcare

1.0%
9.0%

Real Estate

0.8%
1.7%

Industrials

0.4%
8.9%

Financial Services

0.2%
11.4%

Basic Materials

-

1.8%

Consumer Defensive

-

4.4%

Energy

-

3.1%

Utilities

-

2.2%

Technology

OGIG
50.3%
ILCB
38.4%

Communication Services

OGIG
28.4%
ILCB
9.8%

Consumer Cyclical

OGIG
19.5%
ILCB
9.4%

Healthcare

OGIG
1.0%
ILCB
9.0%

Real Estate

OGIG
0.8%
ILCB
1.7%

Industrials

OGIG
0.4%
ILCB
8.9%

Financial Services

OGIG
0.2%
ILCB
11.4%

Basic Materials

OGIG

-

ILCB
1.8%

Consumer Defensive

OGIG

-

ILCB
4.4%

Energy

OGIG

-

ILCB
3.1%

Utilities

OGIG

-

ILCB
2.2%

Compare stocks, funds, or ETFs

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

O’Shares Global Internet Giants ETF

iShares Morningstar U.S. Equity ETF

Often compared with OGIG:
OGIG vs. PNQIOGIG vs. FDNOGIG vs. XNTKOGIG vs. WUGIOGIG vs. EMQQOGIG vs. BUZZOGIG vs. WCBR
Often compared with ILCB:
ILCB vs. ILCGILCB vs. VOOILCB vs. IVVILCB vs. SPYILCB vs. SCHBILCB vs. VTIILCB vs. BBUS

Return for Risk

OGIG vs. ILCB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
OGIG
OGIG Risk / Return Rank: 77
Overall Rank
OGIG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
OGIG Sortino Ratio Rank: 66
Sortino Ratio Rank
OGIG Omega Ratio Rank: 66
Omega Ratio Rank
OGIG Calmar Ratio Rank: 77
Calmar Ratio Rank
OGIG Martin Ratio Rank: 88
Martin Ratio Rank
ILCB
ILCB Risk / Return Rank: 7575
Overall Rank
ILCB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 7474
Sortino Ratio Rank
ILCB Omega Ratio Rank: 7474
Omega Ratio Rank
ILCB Calmar Ratio Rank: 7070
Calmar Ratio Rank
ILCB Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OGIG vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O’Shares Global Internet Giants ETF (OGIG) and iShares Morningstar U.S. Equity ETF (ILCB). 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.

OGIGILCBDifference
Sharpe ratioReturn per unit of total volatility
-0.37
1.78

-2.16

Sortino ratioReturn per unit of downside risk
-0.37
2.47

-2.84

Omega ratioGain probability vs. loss probability

0.96

1.32

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.27

2.54

-2.81

Martin ratioReturn relative to average drawdown

-0.49

10.74

-11.23

OGIG vs. ILCB - Sharpe Ratio Comparison

The current OGIG Sharpe Ratio is -0.37, which is lower than the ILCB Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of OGIG and ILCB, 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

OGIG vs. ILCB - Drawdown Comparison

The maximum OGIG drawdown since its inception was -66.05%, which is greater than ILCB's maximum drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for OGIG and ILCB.

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Drawdown Indicators

OGIGILCBDifference

Max Drawdown

Largest peak-to-trough decline

-66.05%

-51.53%

-14.52%

Max Drawdown (1Y)

Largest decline over 1 year

-33.23%

-9.09%

-24.14%

Max Drawdown (3Y)

Largest decline over 3 years

-33.23%

-19.05%

-14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-62.79%

-25.47%

-37.32%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.30%

—

Current Drawdown

Current decline from peak

-24.18%

-0.12%

-24.06%

Average Drawdown

Average peak-to-trough decline

-25.71%

-6.20%

-19.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.26%

2.15%

+16.11%

Volatility

OGIG vs. ILCB - Volatility Comparison

O’Shares Global Internet Giants ETF (OGIG) has a higher volatility of 7.26% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 3.90%. This indicates that OGIG's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

OGIGILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

3.90%

+3.36%

Volatility (6M)

Calculated over the trailing 6-month period

20.17%

10.31%

+9.86%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

12.99%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

17.25%

+14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.96%

18.20%

+12.76%

OGIG vs. ILCB - Expense Ratio Comparison

OGIG has a 0.48% expense ratio, which is higher than ILCB's 0.03% expense ratio.

Dividends

OGIG vs. ILCB - Dividend Comparison

OGIG's dividend yield for the trailing twelve months is around 0.08%, less than ILCB's 0.97% yield.

PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF		0.97%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
OGIG
O’Shares Global Internet Giants ETF		0.08%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

OGIG and ILCB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OGIG has higher volatility (7.26%) compared to ILCB (3.90%). In terms of maximum drawdown, OGIG dropped -66.05% vs ILCB's -51.53%.

On 5-year performance, ILCB leads with 12.54% vs -2.57% for OGIG. On fees, ILCB is cheaper at 0.03% per year. On volatility, ILCB has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ILCB has performed better with a 12.54% return vs -2.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.48% for OGIG.

ILCB has the higher dividend yield at 0.97%, compared with 0.08% for OGIG.

OGIG tracks O’Shares Global Internet Giants Index, while ILCB tracks Morningstar US Large-Mid Cap Index. They also come from different issuers: O'Shares Investments and iShares. Their fees differ too: 0.48% for OGIG and 0.03% for ILCB.

ILCB currently has the higher Sharpe Ratio (1.78 vs -0.37), 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.

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