STLG vs. GRW

Last updated Jun 4, 2026

STLG (iShares Factors US Growth Style ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. STLG is passively managed, while GRW is actively managed. A 0.60 correlation means they provide meaningful diversification when combined. STLG charges 0.25%/yr vs 0.75%/yr for GRW.

Performance

STLG vs. GRW - Performance Comparison

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

Returns By Period

STLG

• 1D: -0.72%
• 1M: 11.92%
• YTD: 21.29%
• 6M: 21.80%
• 1Y: 43.57%
• 3Y*: 33.60%
• 5Y*: 20.26%
• 10Y*: —

GRW

• 1D: -0.13%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STLG vs. GRW - Yearly Performance Comparison

	2026 (YTD)
STLG iShares Factors US Growth Style ETF	2.13%
GRW TCW Durable Growth ETF	1.61%

Correlation

The correlation between STLG and GRW is 0.60, 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 May 29, 2026	0.60

STLG vs. GRW - Sectors Allocation Comparison

Sectors	STLG	GRW
Technology	54.2%	26.6%
Consumer Cyclical	16.7%	8.3%
Healthcare	8.8%	4.1%
Communication Services	6.3%	9.1%
Industrials	5.7%	38.1%
Consumer Defensive	3.0%	-
Financial Services	2.2%	9.8%
Utilities	1.6%	-
Energy	1.1%	-
Basic Materials	0.2%	4.0%
Real Estate	0.0%	-

Return for Risk

STLG vs. GRW — Risk / Return Rank

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

STLG

STLG Risk / Return Rank: 69
STLG Sharpe Ratio Rank: 74
STLG Sortino Ratio Rank: 69
STLG Omega Ratio Rank: 67
STLG Calmar Ratio Rank: 64
STLG Martin Ratio Rank: 69

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.

STLG vs. GRW - Risk-Adjusted Trends Comparison

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

	STLG	GRW	Difference
Sharpe ratio Return per unit of total volatility	2.45	—	—
Sortino ratio Return per unit of downside risk	3.18	—	—
Omega ratio Gain probability vs. loss probability	1.41	—	—
Calmar ratio Return relative to maximum drawdown	3.20	—	—
Martin ratio Return relative to average drawdown	12.85	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	STLG	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	37.56	-36.66

Drawdowns

STLG vs. GRW - Drawdown Comparison

The maximum STLG drawdown since its inception was -31.34%, which is greater than GRW's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for STLG and GRW.

Drawdown Indicators

	STLG	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-31.34%	-0.13%	-31.21%
Max Drawdown (1Y) Largest decline over 1 year	-13.69%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.61%	—	—
Current Drawdown Current decline from peak	-0.73%	-0.13%	-0.60%
Average Drawdown Average peak-to-trough decline	-7.36%	-0.04%	-7.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	—	—

Volatility

Volatility by Period

	STLG	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.03%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.89%	9.26%	+8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.97%	9.26%	+12.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.89%	9.26%	+14.63%

STLG vs. GRW - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than GRW's 0.75% expense ratio.

Dividends

STLG vs. GRW - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.25%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
STLG iShares Factors US Growth Style ETF	0.25%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%

Frequently Asked Questions

Can I hold both STLG and GRW in my portfolio?

STLG and GRW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STLG or GRW?

On fees, STLG is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STLG or GRW?

STLG is cheaper with a 0.25% expense ratio, compared with 0.75% for GRW.

Which ETF pays a higher dividend yield, STLG or GRW?

STLG has the higher dividend yield at 0.25%, compared with 0.00% for GRW.

What is the main difference between STLG and GRW?

They also come from different issuers: iShares and TCW. Their fees differ too: 0.25% for STLG and 0.75% for GRW.