SGLC vs. WLTG

Last updated Jun 5, 2026

SGLC (SGI U.S. Large Cap Core ETF) and WLTG (WealthTrust DBS Long Term Growth ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, SGLC returned 22.49%/yr vs 24.13%/yr for WLTG. Their correlation of 0.88 suggests significant overlap in exposure. SGLC charges 0.85%/yr vs 0.75%/yr for WLTG.

Performance

SGLC vs. WLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SGI U.S. Large Cap Core ETF (SGLC) and WealthTrust DBS Long Term Growth ETF (WLTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SGLC achieves a 14.85% return, which is significantly higher than WLTG's 8.40% return.

SGLC

• 1D: 0.35%
• 1M: 5.34%
• YTD: 14.85%
• 6M: 16.84%
• 1Y: 33.91%
• 3Y*: 22.49%
• 5Y*: —
• 10Y*: —

WLTG

• 1D: 0.76%
• 1M: 1.79%
• YTD: 8.40%
• 6M: 8.94%
• 1Y: 28.74%
• 3Y*: 24.13%
• 5Y*: —
• 10Y*: —

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

SGLC vs. WLTG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SGLC SGI U.S. Large Cap Core ETF	14.85%	17.30%	20.19%	18.93%
WLTG WealthTrust DBS Long Term Growth ETF	8.40%	24.55%	26.90%	13.33%

Correlation

The correlation between SGLC and WLTG is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since Apr 3, 2023	0.88

The correlation between SGLC and WLTG has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.

Return for Risk

SGLC vs. WLTG — Risk / Return Rank

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

SGLC

SGLC Risk / Return Rank: 77
SGLC Sharpe Ratio Rank: 79
SGLC Sortino Ratio Rank: 75
SGLC Omega Ratio Rank: 77
SGLC Calmar Ratio Rank: 72
SGLC Martin Ratio Rank: 81

WLTG

WLTG Risk / Return Rank: 66
WLTG Sharpe Ratio Rank: 67
WLTG Sortino Ratio Rank: 66
WLTG Omega Ratio Rank: 65
WLTG Calmar Ratio Rank: 62
WLTG Martin Ratio Rank: 73

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.

SGLC vs. WLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SGI U.S. Large Cap Core ETF (SGLC) and WealthTrust DBS Long Term Growth ETF (WLTG). 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.

	SGLC	WLTG	Difference
Sharpe ratio: Return per unit of total volatility	2.53	2.17	+0.36
Sortino ratio: Return per unit of downside risk	3.32	2.99	+0.33
Omega ratio: Gain probability vs. loss probability	1.45	1.39	+0.07
Calmar ratio: Return relative to maximum drawdown	3.52	3.02	+0.50
Martin ratio: Return relative to average drawdown	15.67	13.59	+2.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SGLC vs. WLTG - Sharpe Ratio Comparison

The current SGLC Sharpe Ratio is 2.53, which is comparable to the WLTG Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of SGLC and WLTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SGLC	WLTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	2.17	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	0.70	+0.74

Drawdowns

SGLC vs. WLTG - Drawdown Comparison

The maximum SGLC drawdown since its inception was -20.24%, smaller than the maximum WLTG drawdown of -25.14%. Use the drawdown chart below to compare losses from any high point for SGLC and WLTG.

Drawdown Indicators

	SGLC	WLTG	Difference
Max Drawdown Largest peak-to-trough decline	-20.24%	-25.14%	+4.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-9.56%	-0.11%
Max Drawdown (3Y) Largest decline over 3 years	-20.24%	-17.12%	-3.12%
Current Drawdown Current decline from peak	-0.08%	0.00%	-0.08%
Average Drawdown Average peak-to-trough decline	-2.45%	-9.07%	+6.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.17%	2.12%	+0.05%

Volatility

SGLC vs. WLTG - Volatility Comparison

SGI U.S. Large Cap Core ETF (SGLC) has a higher volatility of 3.26% compared to WealthTrust DBS Long Term Growth ETF (WLTG) at 2.93%. This indicates that SGLC's price experiences larger fluctuations and is considered to be riskier than WLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SGLC	WLTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.26%	2.93%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	11.04%	10.18%	+0.86%
Volatility (1Y) Calculated over the trailing 1-year period	13.49%	13.32%	+0.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.03%	15.13%	+0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.03%	15.13%	+0.90%

SGLC vs. WLTG - Expense Ratio Comparison

SGLC has a 0.85% expense ratio, which is higher than WLTG's 0.75% expense ratio.

Dividends

SGLC vs. WLTG - Dividend Comparison

SGLC's dividend yield for the trailing twelve months is around 0.20%, less than WLTG's 4.09% yield.

Position	TTM	2025	2024	2023	2022	2021
SGLC SGI U.S. Large Cap Core ETF	0.20%	0.23%	8.68%	1.49%	0.00%	0.00%
WLTG WealthTrust DBS Long Term Growth ETF	4.09%	4.43%	0.55%	0.71%	0.44%	0.02%

Frequently Asked Questions

Can I hold both SGLC and WLTG in my portfolio?

SGLC and WLTG have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SGLC or WLTG?

SGLC has higher volatility (3.26%) compared to WLTG (2.93%). In terms of maximum drawdown, SGLC dropped -20.24% vs WLTG's -25.14%.

Which ETF is better, SGLC or WLTG?

On 3-year performance, WLTG leads with 24.13% vs 22.49% for SGLC. On fees, WLTG is cheaper at 0.75% per year. On volatility, WLTG has been the lower-risk option at 2.93%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SGLC or WLTG?

Over the 3-year period, WLTG has performed better with a 24.13% return vs 22.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SGLC or WLTG?

WLTG is cheaper with a 0.75% expense ratio, compared with 0.85% for SGLC.

Which ETF pays a higher dividend yield, SGLC or WLTG?

WLTG has the higher dividend yield at 4.09%, compared with 0.20% for SGLC.

What is the main difference between SGLC and WLTG?

They also come from different issuers: Summit Global Investments and WealthTrust. Their fees differ too: 0.85% for SGLC and 0.75% for WLTG.

Which has better risk-adjusted returns?

SGLC currently has the higher Sharpe Ratio (2.52 vs 2.17), 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.