SIZE vs. QGRO
Compare and contrast key facts about iShares MSCI USA Size Factor ETF (SIZE) and American Century STOXX U.S. Quality Growth ETF (QGRO).
SIZE and QGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SIZE is a passively managed fund by iShares that tracks the performance of the MSCI USA Low Size. It was launched on Apr 16, 2013. QGRO is a passively managed fund by American Century Investments that tracks the performance of the iSTOXX American Century USA Quality Growth (USD)(GR). It was launched on Sep 10, 2018. Both SIZE and QGRO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIZE or QGRO.
Key characteristics
| SIZE | QGRO | |
|---|---|---|
| YTD Return | 12.17% | 17.02% |
| 1Y Return | 22.95% | 29.86% |
| 3Y Return (Ann) | 5.27% | 6.58% |
| 5Y Return (Ann) | 11.64% | 16.81% |
| Sharpe Ratio | 1.69 | 1.95 |
| Daily Std Dev | 13.42% | 15.18% |
| Max Drawdown | -39.15% | -32.57% |
| Current Drawdown | -0.29% | -0.28% |
Correlation
The correlation between SIZE and QGRO is 0.85, 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.
Performance
SIZE vs. QGRO - Performance Comparison
In the year-to-date period, SIZE achieves a 12.17% return, which is significantly lower than QGRO's 17.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SIZE vs. QGRO - Expense Ratio Comparison
SIZE has a 0.15% expense ratio, which is lower than QGRO's 0.29% expense ratio.
Risk-Adjusted Performance
SIZE vs. QGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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.
Dividends
SIZE vs. QGRO - Dividend Comparison
SIZE's dividend yield for the trailing twelve months is around 1.35%, more than QGRO's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIZE iShares MSCI USA Size Factor ETF | 1.35% | 1.42% | 1.59% | 1.19% | 1.43% | 1.35% | 2.43% | 1.58% | 1.88% | 1.95% | 1.78% | 1.41% |
QGRO American Century STOXX U.S. Quality Growth ETF | 0.31% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SIZE vs. QGRO - Drawdown Comparison
The maximum SIZE drawdown since its inception was -39.15%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for SIZE and QGRO. For additional features, visit the drawdowns tool.
Volatility
SIZE vs. QGRO - Volatility Comparison
The current volatility for iShares MSCI USA Size Factor ETF (SIZE) is 3.36%, while American Century STOXX U.S. Quality Growth ETF (QGRO) has a volatility of 4.45%. This indicates that SIZE experiences smaller price fluctuations and is considered to be less risky than QGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.