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STLG vs. IRBO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between STLG and IRBO is 0.83, 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.


-0.50.00.51.00.8

Performance

STLG vs. IRBO - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%140.00%JulyAugustSeptemberOctoberNovemberDecember
127.29%
22.87%
STLG
IRBO

Key characteristics

Returns By Period


STLG

YTD

38.21%

1M

2.42%

6M

9.68%

1Y

37.94%

5Y*

N/A

10Y*

N/A

IRBO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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STLG vs. IRBO - Expense Ratio Comparison

STLG has a 0.25% expense ratio, which is lower than IRBO's 0.47% expense ratio.


IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
Expense ratio chart for IRBO: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%
Expense ratio chart for STLG: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

STLG vs. IRBO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and iShares Robotics and Artificial Intelligence Multisector ETF (IRBO). 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.


Sharpe ratio
The chart of Sharpe ratio for STLG, currently valued at 2.10, compared to the broader market0.002.004.002.10-0.07
The chart of Sortino ratio for STLG, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.0010.002.730.03
The chart of Omega ratio for STLG, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.00
The chart of Calmar ratio for STLG, currently valued at 2.92, compared to the broader market0.005.0010.0015.002.92-0.03
The chart of Martin ratio for STLG, currently valued at 11.00, compared to the broader market0.0020.0040.0060.0080.00100.0011.00-0.23
STLG
IRBO


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.10
-0.07
STLG
IRBO

Dividends

STLG vs. IRBO - Dividend Comparison

STLG's dividend yield for the trailing twelve months is around 0.21%, while IRBO has not paid dividends to shareholders.


TTM202320222021202020192018
STLG
iShares Factors US Growth Style ETF
0.21%0.21%0.14%0.00%0.75%0.00%0.00%
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.35%0.62%0.13%1.14%0.53%0.69%0.34%

Drawdowns

STLG vs. IRBO - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.60%
-32.91%
STLG
IRBO

Volatility

STLG vs. IRBO - Volatility Comparison

iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.91% compared to iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) at 0.00%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than IRBO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.91%
0
STLG
IRBO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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