STLG vs. ILCB
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and iShares Morningstar U.S. Equity ETF (ILCB).
STLG and ILCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. Both STLG and ILCB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
STLG vs. ILCB - Performance Comparison
Loading graphics...
STLG vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | -6.01% | 21.49% | 37.42% | 42.86% | -26.75% | 27.99% | 26.51% |
ILCB iShares Morningstar U.S. Equity ETF | -4.57% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 15.42% |
Returns By Period
In the year-to-date period, STLG achieves a -6.01% return, which is significantly lower than ILCB's -4.57% return.
STLG
- 1D
- 3.86%
- 1M
- -5.81%
- YTD
- -6.01%
- 6M
- -2.39%
- 1Y
- 25.79%
- 3Y*
- 25.22%
- 5Y*
- 15.18%
- 10Y*
- —
ILCB
- 1D
- 2.92%
- 1M
- -4.96%
- YTD
- -4.57%
- 6M
- -2.23%
- 1Y
- 17.62%
- 3Y*
- 18.30%
- 5Y*
- 11.15%
- 10Y*
- 13.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
STLG vs. ILCB - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is higher than ILCB's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
STLG vs. ILCB — Risk / Return Rank
STLG
ILCB
STLG vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and iShares Morningstar U.S. Equity ETF (ILCB). 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 | ILCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 0.96 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.47 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.51 | +0.36 |
Martin ratioReturn relative to average drawdown | 6.91 | 7.11 | -0.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| STLG | ILCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 0.96 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.65 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.60 | +0.12 |
Correlation
The correlation between STLG and ILCB is 0.89, 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.
Dividends
STLG vs. ILCB - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.32%, less than ILCB's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.32% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 1.13% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Drawdowns
STLG vs. ILCB - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for STLG and ILCB.
Loading graphics...
Drawdown Indicators
| STLG | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -51.53% | +20.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.69% | -12.07% | -1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -25.47% | -5.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -10.35% | -6.44% | -3.91% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -6.28% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 2.57% | +1.14% |
Volatility
STLG vs. ILCB - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 7.52% compared to iShares Morningstar U.S. Equity ETF (ILCB) at 5.34%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| STLG | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 5.34% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.44% | 9.62% | +4.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 18.41% | +5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 17.13% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.02% | 18.14% | +5.88% |