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SPIT vs. IUSG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPIT vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m Emerald Special Situations ETF (SPIT) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPIT achieves a 27.92% return, which is significantly higher than IUSG's 9.19% return.


SPIT

1D
-1.91%
1M
2.82%
YTD
27.92%
6M
26.09%
1Y
3Y*
5Y*
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)

SPIT vs. IUSG - Yearly Performance Comparison


Correlation

The correlation between SPIT and IUSG is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 6, 2025

0.76

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Return for Risk

SPIT vs. IUSG — Risk / Return Rank

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

SPIT

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


IUSG
IUSG Risk / Return Rank: 4747
Overall Rank
IUSG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4545
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5151
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.

SPIT vs. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m Emerald Special Situations ETF (SPIT) 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.


SPITIUSGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.07

Martin ratioReturn relative to average drawdown

8.45

SPIT vs. IUSG - Sharpe Ratio Comparison


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Drawdowns

SPIT vs. IUSG - Drawdown Comparison

The maximum SPIT drawdown since its inception was -12.49%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for SPIT and IUSG.


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Drawdown Indicators


SPITIUSGDifference

Max Drawdown

Largest peak-to-trough decline

-12.49%

-63.41%

+50.92%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

Max Drawdown (3Y)

Largest decline over 3 years

-22.28%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

Max Drawdown (10Y)

Largest decline over 10 years

-32.35%

Current Drawdown

Current decline from peak

-2.09%

-5.23%

+3.14%

Average Drawdown

Average peak-to-trough decline

-2.55%

-21.40%

+18.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

Volatility

SPIT vs. IUSG - Volatility Comparison


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Volatility by Period


SPITIUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.64%

16.92%

+9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

21.06%

+5.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

20.48%

+6.16%

SPIT vs. IUSG - Expense Ratio Comparison

SPIT has a 0.89% expense ratio, which is higher than IUSG's 0.04% expense ratio.


Dividends

SPIT vs. IUSG - Dividend Comparison

SPIT's dividend yield for the trailing twelve months is around 5.61%, more than IUSG's 0.50% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SPIT
F/m Emerald Special Situations ETF
5.61%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPIT and IUSG have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUSG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUSG is cheaper with a 0.04% expense ratio, compared with 0.89% for SPIT.

SPIT has the higher dividend yield at 5.61%, compared with 0.50% for IUSG.

They also come from different issuers: F/m Investments and iShares. Their fees differ too: 0.89% for SPIT and 0.04% for IUSG.

Portfolio Optimizer

Find the right allocation for SPIT and IUSG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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