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REGS vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REGS vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Large Cap Growth ETF (REGS) 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


REGS

1D
-1.06%
1M
-4.44%
6M
YTD
1Y
3Y*
5Y*
10Y*

ILCB

1D
-0.09%
1M
-0.99%
6M
9.82%
YTD
10.02%
1Y
20.43%
3Y*
20.60%
5Y*
12.48%
10Y*
14.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REGS vs. ILCB - Yearly Performance Comparison


Correlation

The correlation between REGS and ILCB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 16, 2026

0.91

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Return for Risk

REGS vs. ILCB — Risk / Return Rank

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

REGS

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


ILCB
ILCB Risk / Return Rank: 6262
Overall Rank
ILCB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6060
Sortino Ratio Rank
ILCB Omega Ratio Rank: 6161
Omega Ratio Rank
ILCB Calmar Ratio Rank: 5858
Calmar Ratio Rank
ILCB Martin Ratio Rank: 6868
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.

REGS vs. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Growth ETF (REGS) 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.


REGSILCBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

10.24

REGS vs. ILCB - Sharpe Ratio Comparison


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Drawdowns

REGS vs. ILCB - Drawdown Comparison

The maximum REGS drawdown since its inception was -7.59%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for REGS and ILCB.


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Drawdown Indicators


REGSILCBDifference

Max Drawdown

Largest peak-to-trough decline

-7.59%

-51.53%

+43.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.47%

Max Drawdown (10Y)

Largest decline over 10 years

-35.30%

Current Drawdown

Current decline from peak

-5.84%

-1.66%

-4.18%

Average Drawdown

Average peak-to-trough decline

-2.22%

-6.22%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

REGS vs. ILCB - Volatility Comparison


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Volatility by Period


REGSILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

12.64%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.25%

17.23%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.25%

18.16%

+2.09%

REGS vs. ILCB - Expense Ratio Comparison

REGS has a 0.35% expense ratio, which is higher than ILCB's 0.03% expense ratio.


Dividends

REGS vs. ILCB - Dividend Comparison

REGS has not paid dividends to shareholders, while ILCB's dividend yield for the trailing twelve months is around 0.98%.


PositionTTM20252024202320222021202020192018201720162015
ILCB
iShares Morningstar U.S. Equity ETF
0.98%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%
REGS
Columbia Large Cap Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, REGS and ILCB 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.

On fees, ILCB is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ILCB is cheaper with a 0.03% expense ratio, compared with 0.35% for REGS.

ILCB has the higher dividend yield at 0.98%, compared with 0.00% for REGS.

They also come from different issuers: Columbia Threadneedle and iShares. Their fees differ too: 0.35% for REGS and 0.03% for ILCB.

Portfolio Optimizer

Find the right allocation for REGS and ILCB

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