PCLG vs. IOO

Last updated Apr 1, 2026

Compare and contrast key facts about Polen Focus Growth ETF (PCLG) and iShares Global 100 ETF (IOO).

PCLG and IOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PCLG is an actively managed fund by Polen. It was launched on Sep 29, 2025. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000.

Performance

PCLG vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Focus Growth ETF (PCLG) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

PCLG vs. IOO - Yearly Performance Comparison

	2026 (YTD)	2025
PCLG Polen Focus Growth ETF	-17.33%	-1.09%
IOO iShares Global 100 ETF	-4.50%	5.93%

Returns By Period

In the year-to-date period, PCLG achieves a -17.33% return, which is significantly lower than IOO's -4.50% return.

PCLG

• 1D: 2.82%
• 1M: -5.61%
• YTD: -17.33%
• 6M: -18.23%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IOO

• 1D: 3.46%
• 1M: -5.18%
• YTD: -4.50%
• 6M: 1.16%
• 1Y: 26.95%
• 3Y*: 21.47%
• 5Y*: 14.29%
• 10Y*: 15.03%

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

PCLG vs. IOO - Expense Ratio Comparison

PCLG has a 0.49% expense ratio, which is higher than IOO's 0.40% expense ratio.

PCLG

Polen Focus Growth ETF

IOO

iShares Global 100 ETF

Return for Risk

PCLG vs. IOO — Risk / Return Rank

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

IOO

IOO Risk / Return Rank: 83
IOO Sharpe Ratio Rank: 79
IOO Sortino Ratio Rank: 83
IOO Omega Ratio Rank: 82
IOO Calmar Ratio Rank: 82
IOO Martin Ratio Rank: 88

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.

PCLG vs. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Focus Growth ETF (PCLG) and iShares Global 100 ETF (IOO). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PCLG	IOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.41	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.85	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.93	0.36	-2.29

Correlation

The correlation between PCLG and IOO is 0.78, 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

PCLG vs. IOO - Dividend Comparison

PCLG's dividend yield for the trailing twelve months is around 0.04%, less than IOO's 0.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PCLG Polen Focus Growth ETF	0.04%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IOO iShares Global 100 ETF	0.96%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%

Drawdowns

PCLG vs. IOO - Drawdown Comparison

The maximum PCLG drawdown since its inception was -23.78%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for PCLG and IOO.

Drawdown Indicators

	PCLG	IOO	Difference
Max Drawdown Largest peak-to-trough decline	-23.78%	-55.85%	+32.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-31.43%	—
Current Drawdown Current decline from peak	-20.96%	-6.82%	-14.14%
Average Drawdown Average peak-to-trough decline	-8.08%	-11.34%	+3.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.61%	—

Volatility

Volatility by Period

	PCLG	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.26%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.38%	19.22%	-1.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.38%	16.97%	+0.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.38%	17.74%	-0.36%