SFY vs. IUSG

Last updated Jun 25, 2026

SFY (SoFi Select 500 ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - SFY tracks the Solactive SoFi US 500 Growth Index while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past 5 years, SFY returned 14.38%/yr vs 13.70%/yr for IUSG. With a 0.96 correlation, they move nearly in lockstep. SFY charges 0.00%/yr vs 0.04%/yr for IUSG.

Performance

SFY vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Select 500 ETF (SFY) 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, SFY achieves a 10.42% return, which is significantly higher than IUSG's 8.94% return.

SFY

• 1D: -0.30%
• 1M: -1.06%
• YTD: 10.42%
• 6M: 8.95%
• 1Y: 27.16%
• 3Y*: 25.26%
• 5Y*: 14.38%
• 10Y*: —

IUSG

• 1D: -0.23%
• 1M: -2.08%
• YTD: 8.94%
• 6M: 7.38%
• 1Y: 24.89%
• 3Y*: 24.91%
• 5Y*: 13.70%
• 10Y*: 17.74%

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

SFY vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFY SoFi Select 500 ETF	10.42%	22.67%	29.81%	29.36%	-22.84%	28.03%	24.52%	13.72%
IUSG iShares Core S&P U.S. Growth ETF	8.94%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	11.83%

Correlation

The correlation between SFY and IUSG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Apr 11, 2019	0.96

The correlation between SFY and IUSG has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

SFY vs. IUSG - Sectors Allocation Comparison

Sectors	SFY	IUSG
Technology	44.0%	50.8%
Financial Services	11.1%	8.7%
Healthcare	10.6%	6.4%
Communication Services	9.8%	15.2%
Consumer Cyclical	7.7%	8.4%
Industrials	6.0%	6.6%
Consumer Defensive	3.2%	1.2%
Utilities	2.1%	1.1%
Energy	2.0%	0.3%
Basic Materials	1.6%	0.5%
Real Estate	1.5%	0.8%

Return for Risk

SFY vs. IUSG — Risk / Return Rank

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

SFY

SFY Risk / Return Rank: 58
SFY Sharpe Ratio Rank: 58
SFY Sortino Ratio Rank: 54
SFY Omega Ratio Rank: 56
SFY Calmar Ratio Rank: 57
SFY Martin Ratio Rank: 64

IUSG

IUSG Risk / Return Rank: 45
IUSG Sharpe Ratio Rank: 47
IUSG Sortino Ratio Rank: 45
IUSG Omega Ratio Rank: 44
IUSG Calmar Ratio Rank: 42
IUSG Martin Ratio Rank: 50

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.

SFY vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Select 500 ETF (SFY) 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.

	SFY	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.49	+0.27
Sortino ratio: Return per unit of downside risk	2.35	2.05	+0.29
Omega ratio: Gain probability vs. loss probability	1.31	1.26	+0.05
Calmar ratio: Return relative to maximum drawdown	2.53	1.91	+0.62
Martin ratio: Return relative to average drawdown	10.42	7.76	+2.66

SFY vs. IUSG - Sharpe Ratio Comparison

The current SFY Sharpe Ratio is 1.76, which is comparable to the IUSG Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SFY 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

SFY vs. IUSG - Drawdown Comparison

The maximum SFY drawdown since its inception was -33.25%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SFY and IUSG.

Drawdown Indicators

	SFY	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-33.25%	-63.41%	+30.16%
Max Drawdown (1Y) Largest decline over 1 year	-10.79%	-13.07%	+2.28%
Max Drawdown (3Y) Largest decline over 3 years	-21.04%	-22.28%	+1.24%
Max Drawdown (5Y) Largest decline over 5 years	-27.72%	-32.21%	+4.49%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	-4.56%	-5.45%	+0.89%
Average Drawdown Average peak-to-trough decline	-6.16%	-21.40%	+15.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	3.22%	-0.61%

Volatility

SFY vs. IUSG - Volatility Comparison

SoFi Select 500 ETF (SFY) and iShares Core S&P U.S. Growth ETF (IUSG) have volatilities of 6.87% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFY	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	7.16%	-0.29%
Volatility (6M) Calculated over the trailing 6-month period	12.44%	13.61%	-1.17%
Volatility (1Y) Calculated over the trailing 1-year period	15.61%	16.89%	-1.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	21.06%	-1.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.25%	20.48%	-0.23%

SFY vs. IUSG - Expense Ratio Comparison

SFY has a 0.00% expense ratio, which is lower than IUSG's 0.04% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SFY vs. IUSG - Dividend Comparison

SFY's dividend yield for the trailing twelve months is around 0.87%, more than IUSG's 0.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.51%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
SFY SoFi Select 500 ETF	0.87%	0.96%	0.99%	1.40%	1.61%	0.90%	1.18%	1.02%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFY and IUSG in my portfolio?

With a correlation of 0.98, SFY 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, SFY or IUSG?

IUSG has higher volatility (7.16%) compared to SFY (6.87%). In terms of maximum drawdown, SFY dropped -33.25% vs IUSG's -63.41%.

Which ETF is better, SFY or IUSG?

On 5-year performance, SFY leads with 14.38% vs 13.70% for IUSG. On fees, SFY is cheaper at 0.00% per year. On volatility, SFY has been the lower-risk option at 6.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFY or IUSG?

Over the 5-year period, SFY has performed better with a 14.38% return vs 13.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFY or IUSG?

SFY is cheaper with a 0.00% expense ratio, compared with 0.04% for IUSG.

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

SFY has the higher dividend yield at 0.87%, compared with 0.51% for IUSG.

What is the main difference between SFY and IUSG?

SFY tracks Solactive SoFi US 500 Growth Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: SoFi and iShares. Their fees differ too: 0.00% for SFY and 0.04% for IUSG.

Which has better risk-adjusted returns?

SFY currently has the higher Sharpe Ratio (1.75 vs 1.49), 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.