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STLG vs. ACWI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

STLG vs. ACWI

Last updated Aug 4, 2026
Documentation

STLG (iShares Factors US Growth Style ETF) and ACWI (iShares MSCI ACWI ETF) are both exchange-traded funds - STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index, while ACWI is a Global Equities fund tracking the MSCI All Country World Index. Both are passively managed. Over the past 5 years, STLG returned 17.57%/yr vs 10.91%/yr for ACWI. Their correlation of 0.86 means they have usually moved in the same direction. STLG charges 0.25%/yr vs 0.32%/yr for ACWI.

Performance

STLG vs. ACWI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Factors US Growth Style ETF (STLG) and iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STLG achieves a 18.78% return, which is significantly higher than ACWI's 12.35% return.

STLG

1D
1.62%
1M
0.39%
6M
15.63%
YTD
18.78%
1Y
33.89%
3Y*
30.65%
5Y*
17.57%
10Y*
—
ALL TIME*
20.34%

ACWI

1D
0.97%
1M
1.15%
6M
8.65%
YTD
12.35%
1Y
24.97%
3Y*
19.75%
5Y*
10.91%
10Y*
12.51%
ALL TIME*
8.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ACWI

iShares MSCI ACWI ETF
$355.08M$458.17M$501.32M

STLG

iShares Factors US Growth Style ETF
$26.42M$25.59M$23.01M

STLG vs. ACWI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
STLG
iShares Factors US Growth Style ETF		18.78%21.49%37.42%42.86%-26.75%27.99%26.51%
ACWI
iShares MSCI ACWI ETF		12.35%22.41%17.45%22.27%-18.39%18.66%14.53%

Correlation

The correlation between STLG and ACWI is 0.91, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.89

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 16, 2020

0.86

The correlation between STLG and ACWI has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

STLG vs. ACWI - Sectors Allocation Comparison

Sectors
STLG
ACWI

Technology

55.0%
32.7%

Consumer Cyclical

16.7%
8.7%

Healthcare

8.8%
8.3%

Communication Services

6.3%
8.0%

Industrials

4.9%
10.8%

Consumer Defensive

3.0%
4.7%

Financial Services

2.2%
16.0%

Utilities

1.6%
2.4%

Energy

1.1%
3.6%

Basic Materials

0.2%
3.4%

Real Estate

0.0%
1.6%

Technology

STLG
55.0%
ACWI
32.7%

Consumer Cyclical

STLG
16.7%
ACWI
8.7%

Healthcare

STLG
8.8%
ACWI
8.3%

Communication Services

STLG
6.3%
ACWI
8.0%

Industrials

STLG
4.9%
ACWI
10.8%

Consumer Defensive

STLG
3.0%
ACWI
4.7%

Financial Services

STLG
2.2%
ACWI
16.0%

Utilities

STLG
1.6%
ACWI
2.4%

Energy

STLG
1.1%
ACWI
3.6%

Basic Materials

STLG
0.2%
ACWI
3.4%

Real Estate

STLG
0.0%
ACWI
1.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Factors US Growth Style ETF

iShares MSCI ACWI ETF

Often compared with STLG:
STLG vs. USXFSTLG vs. ELFNXSTLG vs. VRAISTLG vs. GLOFSTLG vs. QINTSTLG vs. PRFHXSTLG vs. PRJPX
Often compared with ACWI:
ACWI vs. VTACWI vs. SPYACWI vs. VWRL.LACWI vs. ACWXACWI vs. VOOACWI vs. ACWI.LACWI vs. VTI

Return for Risk

STLG vs. ACWI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
STLG
STLG Risk / Return Rank: 6969
Overall Rank
STLG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
STLG Sortino Ratio Rank: 6868
Sortino Ratio Rank
STLG Omega Ratio Rank: 6666
Omega Ratio Rank
STLG Calmar Ratio Rank: 6969
Calmar Ratio Rank
STLG Martin Ratio Rank: 7171
Martin Ratio Rank
ACWI
ACWI Risk / Return Rank: 7777
Overall Rank
ACWI Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
ACWI Sortino Ratio Rank: 7676
Sortino Ratio Rank
ACWI Omega Ratio Rank: 7676
Omega Ratio Rank
ACWI Calmar Ratio Rank: 7373
Calmar Ratio Rank
ACWI Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STLG vs. ACWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and iShares MSCI ACWI ETF (ACWI). 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.

STLGACWIDifference
Sharpe ratioReturn per unit of total volatility
1.70
1.80

-0.09

Sortino ratioReturn per unit of downside risk
2.31
2.49

-0.18

Omega ratioGain probability vs. loss probability

1.29

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.49

2.58

-0.09

Martin ratioReturn relative to average drawdown

9.05

10.76

-1.72

STLG vs. ACWI - Sharpe Ratio Comparison

The current STLG Sharpe Ratio is 1.70, which is comparable to the ACWI Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of STLG and ACWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

STLG vs. ACWI - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum ACWI drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for STLG and ACWI.

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Drawdown Indicators

STLGACWIDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-56.00%

+24.66%

Max Drawdown (1Y)

Largest decline over 1 year

-13.69%

-9.73%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-23.73%

-16.55%

-7.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-26.42%

-4.19%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.53%

—

Current Drawdown

Current decline from peak

-2.79%

-0.63%

-2.16%

Average Drawdown

Average peak-to-trough decline

-7.27%

-8.55%

+1.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

2.33%

+1.43%

Volatility

STLG vs. ACWI - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.74% compared to iShares MSCI ACWI ETF (ACWI) at 4.14%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

STLGACWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

4.14%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

11.71%

+4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

20.01%

13.99%

+6.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

16.23%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.92%

17.07%

+6.85%

STLG vs. ACWI - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than ACWI's 0.32% expense ratio.

Dividends

STLG vs. ACWI - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.27%, less than ACWI's 1.42% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWI
iShares MSCI ACWI ETF		1.42%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
STLG
iShares Factors US Growth Style ETF		0.27%0.31%0.38%0.75%1.85%0.67%0.75%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.91, STLG and ACWI 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.

STLG has higher volatility (5.74%) compared to ACWI (4.14%). In terms of maximum drawdown, STLG dropped -31.34% vs ACWI's -56.00%.

On 5-year performance, STLG leads with 17.57% vs 10.91% for ACWI. On fees, STLG is cheaper at 0.25% per year. On volatility, ACWI has been the lower-risk option at 4.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, STLG has performed better with a 17.57% return vs 10.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STLG is cheaper with a 0.25% expense ratio, compared with 0.32% for ACWI.

ACWI has the higher dividend yield at 1.42%, compared with 0.27% for STLG.

STLG is categorized as Large Cap Growth Equities, while ACWI is Global Equities. STLG tracks Russell US Large Cap Factors Growth Style Index, while ACWI tracks MSCI All Country World Index. Their fees differ too: 0.25% for STLG and 0.32% for ACWI.

ACWI currently has the higher Sharpe Ratio (1.80 vs 1.70), 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.

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