SFYF vs. IUSG

Last updated Jun 24, 2026

SFYF (SoFi Social 50 ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both Large Cap Growth Equities funds - SFYF tracks the SoFi Social 50 Index while IUSG tracks the S&P 900 Growth Index. Both are passively managed. Over the past 5 years, SFYF returned 9.95%/yr vs 13.77%/yr for IUSG. Their correlation of 0.83 suggests significant overlap in exposure. SFYF charges 0.29%/yr vs 0.04%/yr for IUSG.

Performance

SFYF vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) 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, SFYF achieves a 8.48% return, which is significantly lower than IUSG's 9.19% return.

SFYF

• 1D: -2.42%
• 1M: -2.98%
• YTD: 8.48%
• 6M: 6.33%
• 1Y: 34.24%
• 3Y*: 32.23%
• 5Y*: 9.95%
• 10Y*: —

IUSG

• 1D: -2.31%
• 1M: -1.86%
• YTD: 9.19%
• 6M: 7.87%
• 1Y: 26.96%
• 3Y*: 25.00%
• 5Y*: 13.77%
• 10Y*: 17.77%

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

SFYF vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SFYF SoFi Social 50 ETF	8.48%	30.00%	44.62%	56.80%	-47.73%	35.83%	33.65%	5.50%
IUSG iShares Core S&P U.S. Growth ETF	9.19%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	11.69%

Correlation

The correlation between SFYF and IUSG is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since May 8, 2019	0.84

The correlation between SFYF and IUSG has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

SFYF vs. IUSG - Sectors Allocation Comparison

Sectors	SFYF	IUSG
Technology	34.9%	50.8%
Consumer Cyclical	24.6%	8.4%
Communication Services	16.7%	15.2%
Financial Services	7.5%	8.7%
Healthcare	6.8%	6.4%
Consumer Defensive	6.0%	1.2%
Industrials	1.2%	6.6%
Real Estate	1.1%	0.8%
Energy	0.7%	0.3%
Basic Materials	-	0.5%
Utilities	-	1.1%

Return for Risk

SFYF vs. IUSG — Risk / Return Rank

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

SFYF

SFYF Risk / Return Rank: 50
SFYF Sharpe Ratio Rank: 55
SFYF Sortino Ratio Rank: 49
SFYF Omega Ratio Rank: 50
SFYF Calmar Ratio Rank: 48
SFYF Martin Ratio Rank: 46

IUSG

IUSG Risk / Return Rank: 47
IUSG Sharpe Ratio Rank: 48
IUSG Sortino Ratio Rank: 45
IUSG Omega Ratio Rank: 45
IUSG Calmar Ratio Rank: 43
IUSG Martin Ratio Rank: 51

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.

SFYF vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) 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.

	SFYF	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.60	+0.15
Sortino ratio: Return per unit of downside risk	2.29	2.20	+0.09
Omega ratio: Gain probability vs. loss probability	1.30	1.28	+0.02
Calmar ratio: Return relative to maximum drawdown	2.27	2.07	+0.19
Martin ratio: Return relative to average drawdown	7.28	8.45	-1.17

SFYF vs. IUSG - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.75, which is comparable to the IUSG Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of SFYF 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

SFYF vs. IUSG - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SFYF and IUSG.

Drawdown Indicators

	SFYF	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-56.09%	-63.41%	+7.32%
Max Drawdown (1Y) Largest decline over 1 year	-15.18%	-13.07%	-2.11%
Max Drawdown (3Y) Largest decline over 3 years	-26.45%	-22.28%	-4.17%
Max Drawdown (5Y) Largest decline over 5 years	-56.09%	-32.21%	-23.88%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	-7.13%	-5.23%	-1.90%
Average Drawdown Average peak-to-trough decline	-16.49%	-21.40%	+4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.72%	3.20%	+1.52%

Volatility

SFYF vs. IUSG - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 8.20% compared to iShares Core S&P U.S. Growth ETF (IUSG) at 7.16%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SFYF	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.20%	7.16%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	14.97%	13.66%	+1.31%
Volatility (1Y) Calculated over the trailing 1-year period	19.70%	16.92%	+2.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.37%	21.06%	+8.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.69%	20.48%	+10.21%

SFYF vs. IUSG - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is higher than IUSG's 0.04% expense ratio.

Dividends

SFYF vs. IUSG - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.30%, less than IUSG's 0.50% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSG iShares Core S&P U.S. Growth ETF	0.50%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%
SFYF SoFi Social 50 ETF	0.30%	0.33%	0.31%	1.71%	1.19%	0.26%	0.40%	0.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SFYF and IUSG in my portfolio?

SFYF and IUSG have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SFYF or IUSG?

SFYF has higher volatility (8.20%) compared to IUSG (7.16%). In terms of maximum drawdown, SFYF dropped -56.09% vs IUSG's -63.41%.

Which ETF is better, SFYF or IUSG?

On 5-year performance, IUSG leads with 13.77% vs 9.95% for SFYF. On fees, IUSG is cheaper at 0.04% per year. On volatility, IUSG has been the lower-risk option at 7.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SFYF or IUSG?

Over the 5-year period, IUSG has performed better with a 13.77% return vs 9.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SFYF or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 0.29% for SFYF.

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

IUSG has the higher dividend yield at 0.50%, compared with 0.30% for SFYF.

What is the main difference between SFYF and IUSG?

SFYF tracks SoFi Social 50 Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: Toroso Investments and iShares. Their fees differ too: 0.29% for SFYF and 0.04% for IUSG.

Which has better risk-adjusted returns?

SFYF currently has the higher Sharpe Ratio (1.75 vs 1.60), 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.